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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 | |
|---|---|---|---|---|---|---|
1826
PUT
Flowserve
FLS
$10.2B
| $181K | ﹤0.01% |
4,000
-3,500
| -47% | -$164K |
|
1827
Huntington Ingalls Industries
HII
$12.8B
| $181K | ﹤0.01% |
+1,077
| New | +$164K |
|
1828
PUT
Harmony Gold Mining
HMY
$10.5B
| $181K | ﹤0.01% |
50,000
| – | – |
|
1829
PUT
Signet Jewelers
SIG
$3.69B
| $181K | ﹤0.01% |
2,200
-2,800
| -56% | -$285K |
|
|
MNDT
1830
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $181K | ﹤0.01% |
11,000
-8,700
| -44% | -$141K |
|
1831
CALL
Ameriprise Financial
AMP
$48.8B
| $180K | ﹤0.01% |
2,000
+1,200
| +150% | +$116K |
|
1832
CALL
Meritage Homes
MTH
$4.71B
| $180K | ﹤0.01% |
9,600
-2,200
| -19% | -$39.9K |
|
|
ADPT
1833
DELISTED
Adeptus Health Inc
ADPT
| $180K | ﹤0.01% |
+3,490
| New | +$209K |
|
1834
CALL
BlackBerry
BB
$5.2B
| $179K | ﹤0.01% |
26,900
-48,300
| -64% | -$338K |
|
|
DVAX
1835
CALL
DELISTED
Dynavax Technologies
DVAX
| $179K | ﹤0.01% |
12,300
| – | – |
|
|
XL
1836
CALL
DELISTED
XL Group Ltd.
XL
| $179K | ﹤0.01% |
5,400
-3,700
| -41% | -$126K |
|
1837
Diamondback Energy
FANG
$55.9B
| $177K | ﹤0.01% |
+1,946
| New | +$168K |
|
1838
CALL
Ametek
AME
$55.9B
| $176K | ﹤0.01% |
3,800
+1,800
| +90% | +$86.6K |
|
1839
CALL
Bread Financial
BFH
$4.48B
| $176K | ﹤0.01% |
1,128
| – | – |
|
1840
PUT
Strategy Inc
MSTR
$35.7B
| $175K | ﹤0.01% |
+10,000
| New | +$184K |
|
|
CIT
1841
PUT
DELISTED
CIT Group Inc.
CIT
| $175K | ﹤0.01% |
5,500
-17,100
| -76% | -$556K |
|
1842
PUT
Amphenol
APH
$211B
| $172K | ﹤0.01% |
12,000
-4,800
| -29% | -$69K |
|
|
SPR
1843
CALL
DELISTED
Spirit AeroSystems
SPR
| $172K | ﹤0.01% |
+4,000
| New | +$184K |
|
|
DATA
1844
CALL
DELISTED
Tableau Software, Inc.
DATA
| $172K | ﹤0.01% |
3,500
+2,300
| +192% | +$115K |
|
1845
PUT
Macerich
MAC
$7.34B
| $171K | ﹤0.01% |
+2,000
| New | +$157K |
|
1846
CALL
Boston Beer
SAM
$1.94B
| $171K | ﹤0.01% |
+1,000
| New | +$162K |
|
|
MIK
1847
PUT
DELISTED
Michaels Stores, Inc
MIK
| $171K | ﹤0.01% |
6,000
+5,700
| +1,900% | +$161K |
|
1848
CALL
Dine Brands
DIN
$458M
| $170K | ﹤0.01% |
2,000
-5,300
| -73% | -$455K |
|
1849
PUT
Universal Display
OLED
$3.67B
| $170K | ﹤0.01% |
2,500
-3,900
| -61% | -$240K |
|
1850
PUT
Vornado Realty Trust
VNO
$7.51B
| $170K | ﹤0.01% |
2,103
-30,306
| -94% | -$2.35M |
|
Similar funds
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.