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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 | |
|---|---|---|---|---|---|---|
|
WBA
101
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $64.5M | 0.13% |
774,900
+539,200
| +229% | +$43.5M |
|
102
CALL
Newmont
NEM
$119B
| $63.4M | 0.13% |
1,619,700
+752,000
| +87% | +$24.9M |
|
103
Morgan Stanley
MS
$340B
| $62.9M | 0.12% |
2,422,546
+670,673
| +38% | +$17.5M |
|
104
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $62.3M | 0.12% |
2,249,200
+158,800
| +8% | +$3.81M |
|
105
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $61.6M | 0.12% |
3,052,500
| – | – |
|
106
CALL
Tesla
TSLA
$1.3T
| $61.1M | 0.12% |
4,318,500
+1,057,500
| +32% | +$16M |
|
|
107
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $60.9M | 0.12% |
1,569,400
+150,600
| +11% | +$6.35M |
|
108
CALL
Goldman Sachs
GS
$303B
| $60.2M | 0.12% |
405,300
+113,000
| +39% | +$17.6M |
|
109
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $59.7M | 0.12% |
1,103,400
-581,200
| -35% | -$31.8M |
|
|
ESRX
110
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $59.7M | 0.12% |
787,200
+754,700
| +2,322% | +$55.5M |
|
111
Sprott Physical Gold and Silver Trust
CEF
$8.06B
| $59.5M | 0.12% |
4,283,543
-102,158
| -2% | -$1.32M |
|
112
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $59M | 0.12% |
2,938,541
+1,769,777
| +151% | +$35.8M |
|
|
ATVI
113
CALL
DELISTED
Activision Blizzard
ATVI
| $58.8M | 0.12% |
1,484,000
+1,370,900
| +1,212% | +$50.4M |
|
114
CALL
Walmart Inc
WMT
$890B
| $56.7M | 0.11% |
2,329,200
+1,737,300
| +294% | +$40.2M |
|
115
PUT
Cisco
CSCO
$479B
| $56.6M | 0.11% |
1,971,800
-959,300
| -33% | -$26.9M |
|
116
PUT
Delta Air Lines
DAL
$60.1B
| $56.1M | 0.11% |
1,539,700
+724,300
| +89% | +$30.8M |
|
117
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $55.6M | 0.11% |
993,000
+735,800
| +286% | +$41M |
|
118
PUT
Nike
NKE
$61.9B
| $55.2M | 0.11% |
999,600
+585,700
| +142% | +$33.4M |
|
119
CALL
Johnson & Johnson
JNJ
$625B
| $54.3M | 0.11% |
447,600
-1,238,900
| -73% | -$141M |
|
120
PUT
United Parcel Service
UPS
$88.9B
| $53.8M | 0.11% |
499,300
+25,400
| +5% | +$2.64M |
|
121
CALL
Baidu
BIDU
$37.2B
| $53.5M | 0.11% |
324,100
+285,400
| +737% | +$50.1M |
|
122
CALL
Boeing
BA
$185B
| $53.5M | 0.11% |
411,600
+251,100
| +156% | +$32.7M |
|
123
CALL
iShares MSCI South Korea ETF
EWY
$24.1B
| $52.1M | 0.1% |
1,000,000
| – | – |
|
124
CALL
Ford
F
$55.7B
| $51.5M | 0.1% |
4,100,500
+1,410,800
| +52% | +$18.6M |
|
|
125
PUT
Baidu
BIDU
$37.2B
| $51.3M | 0.1% |
310,400
+258,400
| +497% | +$45.4M |
|
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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.