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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.85%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$50.7B
AUM Growth
+$5.06B
(+11%)
Cap. Flow
+$4.02B
Cap. Flow
% of AUM
7.93%
Top 10 Holdings %
Top 10 Hldgs %
46.97%
Holding
4,393
New
721
Increased
861
Reduced
813
Closed
649
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$127M |
| 2 |
Walt Disney
DIS
|
+$67.3M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$45.4M |
| 4 |
Verizon
VZ
|
+$43.9M |
| 5 |
American Airlines Group
AAL
|
+$40.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$75.4M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.9M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$48.5M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$32.7M |
| 5 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$30.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.7% |
| 2 | Consumer Discretionary | 0.49% |
| 3 | Financials | 0.48% |
| 4 | Industrials | 0.41% |
| 5 | Communication Services | 0.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1701
Thomson Reuters
TRI
$42.9B
| $259K | ﹤0.01% |
+5,530
| New | +$263K |
|
1702
CALL
Toronto Dominion Bank
TD
$201B
| $258K | ﹤0.01% |
+6,000
| New | +$261K |
|
1703
Vale
VALE
$63.4B
| $258K | ﹤0.01% |
51,044
+47,292
| +1,260% | +$221K |
|
1704
PUT
Intuit
INTU
$89B
| $257K | ﹤0.01% |
2,300
-1,000
| -30% | -$105K |
|
1705
PUT
Lennox International
LII
$15.6B
| $257K | ﹤0.01% |
+1,800
| New | +$247K |
|
1706
Transocean
RIG
$5.72B
| $257K | ﹤0.01% |
21,597
-156,341
| -88% | -$1.6M |
|
1707
PUT
W.P. Carey
WPC
$16.3B
| $256K | ﹤0.01% |
3,778
-306
| -7% | -$19.2K |
|
|
XL
1708
DELISTED
XL Group Ltd.
XL
| $254K | ﹤0.01% |
7,619
+7,377
| +3,048% | +$252K |
|
1709
PUT
Masco
MAS
$15.3B
| $251K | ﹤0.01% |
8,100
-84,300
| -91% | -$2.66M |
|
|
DBD
1710
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $251K | ﹤0.01% |
10,100
+9,800
| +3,267% | +$252K |
|
1711
PUT
F5
FFIV
$23.5B
| $250K | ﹤0.01% |
2,200
-17,200
| -89% | -$1.85M |
|
1712
NextEra Energy
NEE
$179B
| $250K | ﹤0.01% |
+7,680
| New | +$231K |
|
1713
PUT
Gildan
GIL
$10.8B
| $249K | ﹤0.01% |
8,500
+7,500
| +750% | +$224K |
|
1714
PUT
Arrow Electronics
ARW
$11.6B
| $248K | ﹤0.01% |
+4,000
| New | +$254K |
|
|
QEP
1715
DELISTED
QEP RESOURCES, INC.
QEP
| $247K | ﹤0.01% |
+14,023
| New | +$242K |
|
1716
Genuine Parts
GPC
$18.1B
| $245K | ﹤0.01% |
+2,417
| New | +$234K |
|
1717
PUT
Polaris
PII
$4.23B
| $245K | ﹤0.01% |
3,000
-1,600
| -35% | -$142K |
|
1718
SM Energy
SM
$7.18B
| $243K | ﹤0.01% |
+8,983
| New | +$252K |
|
|
SIX
1719
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $243K | ﹤0.01% |
4,200
-67,800
| -94% | -$3.95M |
|
1720
CALL
Equinor
EQNR
$91.4B
| $242K | ﹤0.01% |
+14,000
| New | +$229K |
|
1721
Globalstar
GSAT
$10.7B
| $242K | ﹤0.01% |
+13,313
| New | +$354K |
|
|
PHH
1722
DELISTED
PHH Corporation
PHH
| $242K | ﹤0.01% |
+18,175
| New | +$236K |
|
|
JOY
1723
CALL
DELISTED
Joy Global Inc
JOY
| $242K | ﹤0.01% |
11,400
+8,000
| +235% | +$151K |
|
1724
PUT
CenterPoint Energy
CNP
$26.7B
| $240K | ﹤0.01% |
10,000
+7,900
| +376% | +$174K |
|
|
CCUR
1725
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $240K | ﹤0.01% |
+45,934
| New | +$278K |
|
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Parallax Volatility Advisers's Q2 2016 Portfolio in Review
As of Q2 2016, Parallax Volatility Advisers held 4,393 positions worth $50.7B, up 11% from $45.6B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Parallax Volatility Advisers deployed $4.02B of net new capital in Q2 2016, opening 721 new positions and adding to 861 existing holdings. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M.
By sector, the portfolio is most concentrated in Technology at 0.7% of assets, up from 0.36% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was SPDR Gold Trust, an estimated $75.4M trimmed.
- Parallax Volatility Advisers's largest Q2 2016 buy was Walt Disney: 672,483 shares worth $65.8M.
- Parallax Volatility Advisers added most to Apple in Q2 2016, an estimated $127M increase.
- Parallax Volatility Advisers's biggest Q2 2016 reduction was SPDR Gold Trust, cutting an estimated $75.4M.
- Parallax Volatility Advisers fully exited Express Scripts Holding Company in Q2 2016, selling an estimated $17M.
- Parallax Volatility Advisers's ten largest holdings make up 47% of its $50.7B portfolio in Q2 2016.
- Parallax Volatility Advisers opened 721 new positions and closed 649 in Q2 2016.
- Parallax Volatility Advisers's portfolio value rose 11% quarter-over-quarter to $50.7B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2016, filed 15 Aug 2016.