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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 | |
|---|---|---|---|---|---|---|
1876
PUT
Cogent Communications
CCOI
$666M
| $160K | ﹤0.01% |
4,000
-3,500
| -47% | -$137K |
|
1877
E.W. Scripps
SSP
$261M
| $160K | ﹤0.01% |
+10,094
| New | +$161K |
|
1878
CALL
Goodyear
GT
$2.07B
| $159K | ﹤0.01% |
6,200
-74,900
| -92% | -$2.15M |
|
1879
PUT
Ziff Davis
ZD
$2.04B
| $159K | ﹤0.01% |
2,875
+1,495
| +108% | +$83.2K |
|
|
HBI
1880
DELISTED
Hanesbrands
HBI
| $158K | ﹤0.01% |
+6,294
| New | +$172K |
|
|
DATA
1881
DELISTED
Tableau Software, Inc.
DATA
| $158K | ﹤0.01% |
3,232
-7,304
| -69% | -$366K |
|
1882
PUT
FirstEnergy
FE
$27.9B
| $157K | ﹤0.01% |
4,500
-1,500
| -25% | -$50.8K |
|
1883
iShares S&P 100 ETF
OEF
$20.5B
| $156K | ﹤0.01% |
1,684
+1,162
| +223% | +$107K |
|
1884
CALL
Wayfair
W
$15.3B
| $156K | ﹤0.01% |
+4,000
| New | +$160K |
|
1885
CALL
Zimmer Biomet
ZBH
$18.5B
| $156K | ﹤0.01% |
+1,339
| New | +$152K |
|
|
COL
1886
DELISTED
Rockwell Collins
COL
| $156K | ﹤0.01% |
1,831
+1,627
| +798% | +$145K |
|
1887
PUT
Equinix
EQIX
$104B
| $155K | ﹤0.01% |
400
-31,400
| -99% | -$11M |
|
1888
PUT
Eagle Materials
EXP
$6.63B
| $154K | ﹤0.01% |
+2,000
| New | +$151K |
|
1889
Microchip Technology
MCHP
$43.8B
| $152K | ﹤0.01% |
5,972
-33,360
| -85% | -$831K |
|
1890
PUT
Motorola Solutions
MSI
$73.5B
| $152K | ﹤0.01% |
+2,300
| New | +$164K |
|
1891
CALL
Welltower
WELL
$167B
| $152K | ﹤0.01% |
2,000
-139,300
| -99% | -$9.89M |
|
1892
Pan American Silver
PAAS
$18.9B
| $151K | ﹤0.01% |
+9,149
| New | +$131K |
|
1893
CALL
Tronox
TROX
$948M
| $151K | ﹤0.01% |
34,100
| – | – |
|
|
SCG
1894
CALL
DELISTED
Scana
SCG
| $151K | ﹤0.01% |
2,000
-3,000
| -60% | -$210K |
|
1895
Ambarella
AMBA
$3.61B
| $150K | ﹤0.01% |
+2,952
| New | +$130K |
|
1896
Criteo S.A. Ordinary Shares
CRTO
$1.13B
| $150K | ﹤0.01% |
+3,265
| New | +$141K |
|
1897
PUT
Meritage Homes
MTH
$4.86B
| $150K | ﹤0.01% |
8,000
+6,000
| +300% | +$109K |
|
|
P
1898
PUT
DELISTED
Pandora Media Inc
P
| $150K | ﹤0.01% |
12,000
-138,000
| -92% | -$1.43M |
|
1899
Open Text
OTEX
$6.41B
| $149K | ﹤0.01% |
5,026
-708
| -12% | -$20K |
|
|
RRTS
1900
CALL
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $149K | ﹤0.01% |
+800
| New | +$187K |
|
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.