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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
|
SAFE
1201
CALL
Safehold
SAFE
$1.15B
| $959K | ﹤0.01% |
20,544
| – | – |
|
|
QLIK
1202
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $959K | ﹤0.01% |
32,418
-380
| -1% | -$11.3K |
|
|
MRSH
1203
CALL
Marsh
MRSH
$91.4B
| $958K | ﹤0.01% |
14,000
-6,700
| -32% | -$430K |
|
1204
CALL
Automatic Data Processing
ADP
$107B
| $955K | ﹤0.01% |
10,400
-59,300
| -85% | -$5.24M |
|
1205
Acuity Brands
AYI
$10.8B
| $955K | ﹤0.01% |
+3,850
| New | +$962K |
|
1206
CALL
Nabors Industries
NBR
$1.22B
| $955K | ﹤0.01% |
+1,900
| New | +$898K |
|
1207
PUT
Teradata
TDC
$2.54B
| $950K | ﹤0.01% |
37,900
+35,900
| +1,795% | +$953K |
|
1208
Thermo Fisher Scientific
TMO
$217B
| $950K | ﹤0.01% |
+6,430
| New | +$949K |
|
1209
CALL
Seagate
STX
$185B
| $947K | ﹤0.01% |
38,800
-70,700
| -65% | -$1.71M |
|
1210
PayPal
PYPL
$50.4B
| $945K | ﹤0.01% |
+25,878
| New | +$989K |
|
1211
CALL
Extra Space Storage
EXR
$31.5B
| $944K | ﹤0.01% |
+10,200
| New | +$921K |
|
1212
CALL
Trane Technologies
TT
$106B
| $941K | ﹤0.01% |
+14,800
| New | +$952K |
|
1213
M&T Bank
MTB
$36.1B
| $933K | ﹤0.01% |
7,888
+2,616
| +50% | +$304K |
|
1214
CALL
Northrop Grumman
NOC
$81B
| $933K | ﹤0.01% |
4,200
-100
| -2% | -$21.1K |
|
1215
PENN Entertainment
PENN
$2.68B
| $932K | ﹤0.01% |
66,832
+44,886
| +205% | +$703K |
|
|
WPX
1216
PUT
DELISTED
WPX Energy, Inc.
WPX
| $931K | ﹤0.01% |
100,000
-90,000
| -47% | -$812K |
|
1217
CALL
American Water Works
AWK
$27B
| $930K | ﹤0.01% |
11,000
-11,200
| -50% | -$833K |
|
1218
CALL
Pultegroup
PHM
$25.3B
| $924K | ﹤0.01% |
47,400
-10,200
| -18% | -$189K |
|
1219
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.73B
| $923K | ﹤0.01% |
5
| – | – |
|
1220
CALL
Quest Diagnostics
DGX
$26.3B
| $920K | ﹤0.01% |
11,300
+2,500
| +28% | +$190K |
|
1221
Mercado Libre
MELI
$91.7B
| $919K | ﹤0.01% |
6,536
-596
| -8% | -$77.4K |
|
1222
CALL
Lincoln National
LNC
$8.88B
| $918K | ﹤0.01% |
23,700
+4,200
| +22% | +$178K |
|
1223
Factset
FDS
$10B
| $916K | ﹤0.01% |
+5,677
| New | +$878K |
|
|
GWPH
1224
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $916K | ﹤0.01% |
+10,000
| New | +$842K |
|
1225
Bristol-Myers Squibb
BMY
$132B
| $915K | ﹤0.01% |
12,442
+8,541
| +219% | +$604K |
|
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HF
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.