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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 | |
|---|---|---|---|---|---|---|
|
LL
2001
DELISTED
LL Flooring Holdings, Inc.
LL
| $114K | ﹤0.01% |
7,403
+7,400
| +246,667% | +$103K |
|
|
IOC
2002
DELISTED
Interoil Corporation
IOC
| $114K | ﹤0.01% |
2,539
-2,372
| -48% | -$87.3K |
|
2003
CALL
WisdomTree
WT
$3.42B
| $113K | ﹤0.01% |
+11,500
| New | +$127K |
|
2004
Guidewire Software
GWRE
$13.3B
| $112K | ﹤0.01% |
+1,816
| New | +$105K |
|
2005
LGI Homes
LGIH
$1.43B
| $112K | ﹤0.01% |
+3,506
| New | +$97.2K |
|
2006
CALL
Children's Place
PLCE
$59.2M
| $112K | ﹤0.01% |
1,400
-4,600
| -77% | -$346K |
|
|
HBI
2007
CALL
DELISTED
Hanesbrands
HBI
| $111K | ﹤0.01% |
+4,400
| New | +$120K |
|
|
ISBC
2008
PUT
DELISTED
Investors Bancorp, Inc.
ISBC
| $111K | ﹤0.01% |
+10,000
| New | +$116K |
|
2009
ProShares UltraShort Euro
EUO
$34.7M
| $110K | ﹤0.01% |
4,528
+4,527
| +452,700% | +$107K |
|
|
FOCL
2010
EDAP TMS S.A.
FOCL
$238M
| $109K | ﹤0.01% |
+32,893
| New | +$114K |
|
|
SNV
2011
DELISTED
Synovus
SNV
| $108K | ﹤0.01% |
+3,740
| New | +$114K |
|
2012
Williams Companies
WMB
$87.5B
| $108K | ﹤0.01% |
+5,000
| New | +$100K |
|
2013
CALL
Ameren
AEE
$30.3B
| $107K | ﹤0.01% |
2,000
-4,900
| -71% | -$241K |
|
2014
Calumet Specialty Products
CLMT
$3.62B
| $105K | ﹤0.01% |
+21,376
| New | +$121K |
|
2015
CALL
Lazard
LAZ
$4.26B
| $105K | ﹤0.01% |
3,500
+2,800
| +400% | +$97K |
|
2016
SL Green Realty
SLG
$3.97B
| $105K | ﹤0.01% |
+1,023
| New | +$101K |
|
2017
CALL
Designer Brands
DBI
$336M
| $104K | ﹤0.01% |
+4,900
| New | +$113K |
|
|
AVP
2018
DELISTED
Avon Products, Inc.
AVP
| $104K | ﹤0.01% |
27,388
-415,639
| -94% | -$1.79M |
|
|
SE
2019
DELISTED
Spectra Energy Corp Wi
SE
| $104K | ﹤0.01% |
+2,850
| New | +$90.9K |
|
2020
CALL
Ambarella
AMBA
$3.61B
| $102K | ﹤0.01% |
2,000
-10,100
| -83% | -$446K |
|
2021
CALL
Kforce
KFRC
$1.04B
| $101K | ﹤0.01% |
+6,000
| New | +$112K |
|
2022
CALL
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $100K | ﹤0.01% |
+3,250
| New | +$103K |
|
2023
CALL
Power Integrations
POWI
$3.6B
| $100K | ﹤0.01% |
+4,000
| New | +$97.7K |
|
|
2024
PUT
Power Integrations
POWI
$3.6B
| $100K | ﹤0.01% |
4,000
+2,000
| +100% | +$48.8K |
|
|
CDK
2025
PUT
DELISTED
CDK Global, Inc.
CDK
| $100K | ﹤0.01% |
1,800
-200
| -10% | -$10.3K |
|
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.