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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 | |
|---|---|---|---|---|---|---|
2051
Centene
CNC
$31.7B
| $95K | ﹤0.01% |
+2,662
| New | +$83.6K |
|
2052
CALL
AGCO
AGCO
$7.51B
| $94K | ﹤0.01% |
+2,000
| New | +$103K |
|
2053
CALL
Assured Guaranty
AGO
$3.67B
| $94K | ﹤0.01% |
3,700
+2,100
| +131% | +$54.1K |
|
2054
CALL
Flex
FLEX
$46.8B
| $94K | ﹤0.01% |
10,616
-10,616
| -50% | -$98.9K |
|
|
SAVE
2055
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $94K | ﹤0.01% |
+2,100
| New | +$93.4K |
|
|
LSXMA
2056
PUT
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $94K | ﹤0.01% |
+4,152
| New | +$95.4K |
|
2057
Trimble
TRMB
$13.9B
| $93K | ﹤0.01% |
3,798
+1,008
| +36% | +$25.2K |
|
2058
Xerox
XRX
$424M
| $93K | ﹤0.01% |
+3,701
| New | +$97.3K |
|
2059
Universal Display
OLED
$3.96B
| $92K | ﹤0.01% |
1,359
-7,621
| -85% | -$468K |
|
2060
PUT
Dick's Sporting Goods
DKS
$18B
| $90K | ﹤0.01% |
2,000
-8,000
| -80% | -$349K |
|
2061
PUT
PJT Partners
PJT
$4.38B
| $90K | ﹤0.01% |
3,926
| – | – |
|
|
SKX
2062
CALL
DELISTED
Skechers
SKX
| $89K | ﹤0.01% |
3,000
-208,200
| -99% | -$6.29M |
|
2063
Teekay Tankers
TNK
$2.66B
| $89K | ﹤0.01% |
3,718
+3,480
| +1,462% | +$99.5K |
|
2064
CALL
Invesco DB Agriculture Fund
DBA
$1.24B
| $88K | ﹤0.01% |
+4,000
| New | +$85.4K |
|
2065
CALL
Iron Mountain
IRM
$37.3B
| $88K | ﹤0.01% |
+2,200
| New | +$80.1K |
|
2066
PUT
LKQ Corp
LKQ
$6.2B
| $88K | ﹤0.01% |
2,800
| – | – |
|
|
RICE
2067
CALL
DELISTED
Rice Energy Inc.
RICE
| $88K | ﹤0.01% |
+4,000
| New | +$74.8K |
|
2068
Monolithic Power Systems
MPWR
$65.6B
| $87K | ﹤0.01% |
+1,275
| New | +$83.5K |
|
|
NSR
2069
PUT
DELISTED
Neustar Inc
NSR
| $87K | ﹤0.01% |
3,700
-1,000
| -21% | -$23.8K |
|
2070
PUT
Commault Systems
CVLT
$5.47B
| $86K | ﹤0.01% |
2,000
-900
| -31% | -$39.7K |
|
2071
Entergy
ETR
$50.8B
| $86K | ﹤0.01% |
2,120
-15,808
| -88% | -$607K |
|
2072
PUT
ICICI Bank
IBN
$109B
| $86K | ﹤0.01% |
+13,200
| New | +$85K |
|
2073
PUT
JD.com
JD
$44.5B
| $86K | ﹤0.01% |
4,100
-124,600
| -97% | -$3.01M |
|
|
SPR
2074
PUT
DELISTED
Spirit AeroSystems
SPR
| $86K | ﹤0.01% |
+2,000
| New | +$92.1K |
|
2075
PUT
Toronto Dominion Bank
TD
$197B
| $86K | ﹤0.01% |
+2,000
| New | +$87.1K |
|
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.