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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 | |
|---|---|---|---|---|---|---|
76
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $90.7M | 0.18% |
3,650,000
-126,000
| -3% | -$3.09M |
|
77
CALL
General Motors
GM
$76.8B
| $90.5M | 0.18% |
3,196,800
+39,500
| +1% | +$1.2M |
|
78
CALL
VanEck Gold Miners ETF
GDX
$27.4B
| $89M | 0.18% |
3,213,200
+1,059,800
| +49% | +$25.4M |
|
79
PUT
GE Aerospace
GE
$384B
| $85.5M | 0.17% |
566,664
+222,810
| +65% | +$32.5M |
|
80
CALL
JPMorgan Chase
JPM
$950B
| $85.4M | 0.17% |
1,374,200
+375,900
| +38% | +$23.5M |
|
81
CALL
Merck
MRK
$318B
| $84.1M | 0.17% |
1,529,346
+777,196
| +103% | +$41.4M |
|
82
PUT
Meta Platforms (Facebook)
META
$1.51T
| $83.4M | 0.16% |
729,700
-363,700
| -33% | -$41.9M |
|
83
CALL
IBM
IBM
$224B
| $82.2M | 0.16% |
566,618
+179,598
| +46% | +$25.7M |
|
84
CALL
ExxonMobil
XOM
$634B
| $81.8M | 0.16% |
872,400
+93,600
| +12% | +$8.28M |
|
85
CALL
Caterpillar
CAT
$387B
| $80.3M | 0.16% |
1,059,500
+447,800
| +73% | +$33.5M |
|
86
CALL
Kinder Morgan
KMI
$68.7B
| $79.6M | 0.16% |
4,250,000
-602,500
| -12% | -$10.7M |
|
87
PUT
Coca-Cola
KO
$375B
| $78.2M | 0.15% |
1,724,200
-512,000
| -23% | -$23.1M |
|
88
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $75.7M | 0.15% |
1,940,000
+1,924,000
| +12,025% | +$75.7M |
|
89
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $75.3M | 0.15% |
541,050
+55,050
| +11% | +$7.56M |
|
|
90
CALL
Coca-Cola
KO
$375B
| $75.3M | 0.15% |
1,661,400
-1,995,300
| -55% | -$90.2M |
|
91
PUT
Netflix
NFLX
$309B
| $74.9M | 0.15% |
8,189,000
+5,471,000
| +201% | +$52.6M |
|
92
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $74.6M | 0.15% |
3,057,000
+2,884,000
| +1,667% | +$64.8M |
|
93
PUT
iShares MSCI Australia ETF
EWA
$1.45B
| $74.5M | 0.15% |
3,831,200
| – | – |
|
94
CALL
Wells Fargo
WFC
$264B
| $74M | 0.15% |
1,563,000
-746,200
| -32% | -$36.4M |
|
|
95
PUT
American Airlines Group
AAL
$10.6B
| $73.5M | 0.15% |
2,597,800
+685,700
| +36% | +$23.2M |
|
96
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $69.3M | 0.14% |
2,030,000
-911,200
| -31% | -$30.1M |
|
97
PUT
Fluor
FLR
$7.96B
| $69.1M | 0.14% |
1,402,900
+1,385,600
| +8,009% | +$72.1M |
|
|
HOUS
98
CALL
DELISTED
Anywhere Real Estate
HOUS
| $68M | 0.13% |
2,342,800
+2,340,800
| +117,040% | +$77M |
|
99
CALL
Pfizer
PFE
$153B
| $66M | 0.13% |
1,976,355
-18,019,711
| -90% | -$575M |
|
|
100
Walt Disney
DIS
$181B
| $65.8M | 0.13% |
+672,483
| New | +$67.3M |
|
Similar funds
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.