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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 | |
|---|---|---|---|---|---|---|
|
COL
1851
CALL
DELISTED
Rockwell Collins
COL
| $170K | ﹤0.01% |
2,000
-200
| -9% | -$17.8K |
|
1852
CALL
Biogen
BIIB
$30.8B
| $169K | ﹤0.01% |
700
-29,300
| -98% | -$7.72M |
|
1853
GameStop
GME
$8.62B
| $169K | ﹤0.01% |
25,432
-83,852
| -77% | -$614K |
|
|
PPLI
1854
CALL
People Inc
PPLI
$3.45B
| $169K | ﹤0.01% |
16,786
+11,191
| +200% | +$104K |
|
1855
Lesaka Technologies
LSAK
$415M
| $169K | ﹤0.01% |
16,873
-16,999
| -50% | -$181K |
|
1856
PUT
State Street
STT
$50.9B
| $168K | ﹤0.01% |
3,100
+700
| +29% | +$41.8K |
|
|
MDSO
1857
DELISTED
Medidata Solutions, Inc.
MDSO
| $168K | ﹤0.01% |
+3,595
| New | +$157K |
|
1858
Cincinnati Financial
CINF
$27.5B
| $167K | ﹤0.01% |
2,224
-601
| -21% | -$40.8K |
|
1859
CALL
Prologis
PLD
$130B
| $167K | ﹤0.01% |
3,400
-14,600
| -81% | -$686K |
|
1860
Buckle
BKE
$2.35B
| $166K | ﹤0.01% |
+6,405
| New | +$173K |
|
1861
Brookfield
BN
$109B
| $166K | ﹤0.01% |
+14,075
| New | +$168K |
|
|
FOCL
1862
PUT
EDAP TMS S.A.
FOCL
$238M
| $166K | ﹤0.01% |
+50,000
| New | +$173K |
|
1863
PUT
Gartner
IT
$12.4B
| $166K | ﹤0.01% |
1,700
-200
| -11% | -$19K |
|
|
CDK
1864
CALL
DELISTED
CDK Global, Inc.
CDK
| $166K | ﹤0.01% |
3,000
-1,500
| -33% | -$77.5K |
|
|
FINL
1865
DELISTED
Finish Line
FINL
| $166K | ﹤0.01% |
8,199
+3,215
| +65% | +$60.8K |
|
1866
Cogent Communications
CCOI
$666M
| $165K | ﹤0.01% |
4,121
-3,455
| -46% | -$136K |
|
1867
PUT
Ryder
R
$10.3B
| $165K | ﹤0.01% |
2,700
+1,700
| +170% | +$113K |
|
1868
Zillow
Z
$8.3B
| $165K | ﹤0.01% |
4,539
-38,978
| -90% | -$1.08M |
|
1869
PUT
IDEX
IEX
$17.5B
| $164K | ﹤0.01% |
+2,000
| New | +$166K |
|
1870
PUT
Omnicom Group
OMC
$22.4B
| $163K | ﹤0.01% |
2,000
-1,600
| -44% | -$133K |
|
1871
PUT
JB Hunt Transport Services
JBHT
$25.8B
| $162K | ﹤0.01% |
2,000
-4,200
| -68% | -$347K |
|
1872
CALL
Pinnacle West Capital
PNW
$12.3B
| $162K | ﹤0.01% |
+2,000
| New | +$149K |
|
|
1873
PUT
Pinnacle West Capital
PNW
$12.3B
| $162K | ﹤0.01% |
2,000
-600
| -23% | -$44.7K |
|
|
KSU
1874
PUT
DELISTED
Kansas City Southern
KSU
| $162K | ﹤0.01% |
1,800
-2,600
| -59% | -$237K |
|
1875
PUT
American Eagle Outfitters
AEO
$3.03B
| $160K | ﹤0.01% |
10,000
+2,000
| +25% | +$30.5K |
|
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.