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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 | |
|---|---|---|---|---|---|---|
|
KCG
2276
CALL
DELISTED
KCG Holdings, Inc.
KCG
| $29K | ﹤0.01% |
2,200
-5,000
| -69% | -$66.3K |
|
|
PPLI
2277
PUT
People Inc
PPLI
$3.13B
| $28K | ﹤0.01% |
2,798
-19,584
| -87% | -$181K |
|
2278
PUT
Ingevity
NGVT
$2.52B
| $28K | ﹤0.01% |
+816
| New | +$25.5K |
|
2279
CALL
Vera Bradley
VRA
$99.2M
| $28K | ﹤0.01% |
+2,000
| New | +$32.3K |
|
|
2280
Vera Bradley
VRA
$99.2M
| $28K | ﹤0.01% |
+1,976
| New | +$32K |
|
|
2281
PUT
Vera Bradley
VRA
$99.2M
| $28K | ﹤0.01% |
+2,000
| New | +$32.3K |
|
2282
PUT
Axalta
AXTA
$7.76B
| $27K | ﹤0.01% |
+1,000
| New | +$28.3K |
|
2283
Barclays
BCS
$93.8B
| $27K | ﹤0.01% |
+3,829
| New | +$34.4K |
|
2284
PUT
Omega Healthcare
OHI
$14.7B
| $27K | ﹤0.01% |
800
-7,200
| -90% | -$240K |
|
2285
PUT
Starwood Property Trust
STWD
$5.92B
| $27K | ﹤0.01% |
+1,300
| New | +$25.9K |
|
2286
America Movil
AMX
$74.9B
| $26K | ﹤0.01% |
2,109
-527
| -20% | -$7.06K |
|
2287
PUT
iShares Gold Trust
IAU
$62.9B
| $26K | ﹤0.01% |
+1,000
| New | +$24.3K |
|
2288
PUT
Invesco
IVZ
$13.6B
| $26K | ﹤0.01% |
1,000
-4,800
| -83% | -$142K |
|
2289
PUT
Nasdaq
NDAQ
$52.6B
| $26K | ﹤0.01% |
1,200
-15,000
| -93% | -$321K |
|
2290
Rambus
RMBS
$10B
| $26K | ﹤0.01% |
2,135
-8,486
| -80% | -$103K |
|
|
ISBC
2291
DELISTED
Investors Bancorp, Inc.
ISBC
| $26K | ﹤0.01% |
+2,384
| New | +$27.6K |
|
2292
PUT
Melco Resorts & Entertainment
MLCO
$2.17B
| $25K | ﹤0.01% |
2,000
-7,700
| -79% | -$113K |
|
2293
News Corp Class A
NWSA
$15.1B
| $25K | ﹤0.01% |
2,227
+978
| +78% | +$11.8K |
|
2294
Teradyne
TER
$57.2B
| $25K | ﹤0.01% |
+1,280
| New | +$25.2K |
|
|
SWN
2295
PUT
DELISTED
Southwestern Energy Company
SWN
| $25K | ﹤0.01% |
+2,000
| New | +$24.2K |
|
2296
CALL
Nexstar Media Group
NXST
$5.88B
| $24K | ﹤0.01% |
500
-600
| -55% | -$30K |
|
|
2297
PUT
Rambus
RMBS
$10B
| $24K | ﹤0.01% |
2,000
-27,400
| -93% | -$334K |
|
2298
Tucows
TCX
$153M
| $24K | ﹤0.01% |
969
-111
| -10% | -$2.64K |
|
|
FLG
2299
Flagstar Bank National Association
FLG
$5.93B
| $24K | ﹤0.01% |
543
+344
| +173% | +$15.7K |
|
|
IPG
2300
CALL
DELISTED
Interpublic Group of Companies
IPG
| $23K | ﹤0.01% |
1,000
-10,000
| -91% | -$235K |
|
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.