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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 | |
|---|---|---|---|---|---|---|
|
MIK
2026
CALL
DELISTED
Michaels Stores, Inc
MIK
| $100K | ﹤0.01% |
+3,500
| New | +$98.9K |
|
2027
PUT
Range Resources
RRC
$9.28B
| $99K | ﹤0.01% |
2,300
+1,000
| +77% | +$40.9K |
|
2028
CALL
Super Micro Computer
SMCI
$20.5B
| $99K | ﹤0.01% |
40,000
| – | – |
|
2029
Travelers Companies
TRV
$78.7B
| $99K | ﹤0.01% |
831
-5,347
| -87% | -$605K |
|
|
ANDX
2030
PUT
DELISTED
Andeavor Logistics LP
ANDX
| $99K | ﹤0.01% |
+2,000
| New | +$94.1K |
|
2031
AutoNation
AN
$7.13B
| $98K | ﹤0.01% |
2,090
-712
| -25% | -$34.2K |
|
2032
Arrow Electronics
ARW
$11.6B
| $98K | ﹤0.01% |
+1,586
| New | +$101K |
|
2033
CALL
Cadence Design Systems
CDNS
$93.8B
| $98K | ﹤0.01% |
4,000
-14,600
| -78% | -$350K |
|
|
K
2034
PUT
DELISTED
Kellanova
K
| $98K | ﹤0.01% |
+1,278
| New | +$91.7K |
|
2035
Ryder
R
$10.3B
| $98K | ﹤0.01% |
+1,596
| New | +$106K |
|
2036
Western Midstream Partners
WES
$19.3B
| $98K | ﹤0.01% |
+2,556
| New | +$101K |
|
|
WP
2037
DELISTED
Worldpay, Inc.
WP
| $98K | ﹤0.01% |
1,725
-158
| -8% | -$8.54K |
|
|
CA
2038
DELISTED
CA, Inc.
CA
| $98K | ﹤0.01% |
2,978
-6,121
| -67% | -$192K |
|
2039
CALL
Trimble
TRMB
$13.9B
| $97K | ﹤0.01% |
+4,000
| New | +$100K |
|
2040
Take-Two Interactive
TTWO
$44.9B
| $97K | ﹤0.01% |
2,557
+1,600
| +167% | +$58.9K |
|
2041
PUT
B&G Foods
BGS
$289M
| $96K | ﹤0.01% |
+2,000
| New | +$81.5K |
|
2042
CALL
BJ's Restaurants
BJRI
$1.43B
| $96K | ﹤0.01% |
2,200
+200
| +10% | +$8.85K |
|
|
2043
PUT
BJ's Restaurants
BJRI
$1.43B
| $96K | ﹤0.01% |
+2,200
| New | +$97.4K |
|
2044
CALL
Microchip Technology
MCHP
$43.8B
| $96K | ﹤0.01% |
3,800
-2,800
| -42% | -$69.7K |
|
2045
Rockwell Medical
RMTI
$29.9M
| $96K | ﹤0.01% |
116
+115
| +11,500% | +$107K |
|
|
TGNA
2046
DELISTED
TEGNA Inc
TGNA
| $96K | ﹤0.01% |
6,441
+5,925
| +1,148% | +$86.6K |
|
|
RUTH
2047
PUT
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $96K | ﹤0.01% |
+6,000
| New | +$102K |
|
|
NE
2048
CALL
DELISTED
Noble Corporation
NE
| $96K | ﹤0.01% |
+11,600
| New | +$111K |
|
|
STMP
2049
DELISTED
Stamps.com, Inc.
STMP
| $96K | ﹤0.01% |
+1,103
| New | +$98.5K |
|
2050
PUT
Choice Hotels
CHH
$4.94B
| $95K | ﹤0.01% |
+2,000
| New | +$96.9K |
|
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.