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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
(+12%)
Cap. Flow
+$144M
Cap. Flow
% of AUM
0.3%
Top 10 Holdings %
Top 10 Hldgs %
46.02%
Holding
6,208
New
556
Increased
1,212
Reduced
1,629
Closed
1,341
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Qualcomm
QCOM
|
+$87.9M |
| 2 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$61.9M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.9M |
| 4 |
Danaher
DHR
|
+$49.3M |
| 5 |
iShares MSCI Australia ETF
EWA
|
+$46.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$73.6M |
| 2 |
Apple
AAPL
|
+$69.4M |
| 3 |
Invesco DB US Dollar Index Bullish Fund
UUP
|
+$68.7M |
| 4 |
Walt Disney
DIS
|
+$58.5M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$52.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.81% |
| 2 | Technology | 0.93% |
| 3 | Consumer Discretionary | 0.7% |
| 4 | Financials | 0.69% |
| 5 | Energy | 0.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
CALL
Micron Technology
MU
$1.13T
| $13.3M | 0.03% |
707,000
-350,900
| -33% | -$9.35M |
|
402
Halliburton
HAL
$30.7B
| $13.2M | 0.03% |
306,840
-27,670
| -8% | -$1.27M |
|
403
Ford
F
$55.8B
| $13.1M | 0.03% |
870,257
+479,686
| +123% | +$7.44M |
|
|
DYN
404
CALL
DELISTED
Dynegy, Inc.
DYN
| $13M | 0.03% |
+445,000
| New | +$14.5M |
|
405
CALL
Cemex
CX
$15.8B
| $13M | 0.03% |
1,533,302
-126,817
| -8% | -$1.13M |
|
406
Tesla
TSLA
$1.45T
| $13M | 0.03% |
724,740
+18,045
| +3% | +$285K |
|
|
CA
407
PUT
DELISTED
CA, Inc.
CA
| $13M | 0.03% |
442,500
+442,300
| +221,150% | +$13.7M |
|
408
PUT
Ashland
ASH
$3.33B
| $12.9M | 0.03% |
217,073
-262,858
| -55% | -$16.4M |
|
409
Golar LNG
GLNG
$5.25B
| $12.9M | 0.03% |
+276,412
| New | +$12M |
|
410
PUT
Sturm, Ruger & Co
RGR
$609M
| $12.9M | 0.03% |
224,300
+217,400
| +3,151% | +$11.8M |
|
|
PCP
411
DELISTED
PRECISION CASTPARTS CORP
PCP
| $12.9M | 0.03% |
64,331
+64,290
| +156,805% | +$13.5M |
|
412
CALL
iShares MSCI Mexico ETF
EWW
$1.8B
| $12.8M | 0.03% |
225,000
-500
| -0.2% | -$29.6K |
|
|
SCTY
413
CALL
DELISTED
SolarCity Corporation
SCTY
| $12.8M | 0.03% |
239,100
-11,600
| -5% | -$676K |
|
414
PUT
Ralph Lauren
RL
$20.7B
| $12.8M | 0.03% |
96,700
-83,600
| -46% | -$11.3M |
|
415
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
| $12.8M | 0.03% |
288,900
+286,400
| +11,456% | +$12.2M |
|
416
CALL
lululemon athletica
LULU
$11.4B
| $12.8M | 0.03% |
195,300
+123,800
| +173% | +$8.05M |
|
417
PUT
Regeneron Pharmaceuticals
REGN
$83.4B
| $12.8M | 0.03% |
25,000
| – | – |
|
418
CALL
GSK
GSK
$97.3B
| $12.6M | 0.03% |
242,480
+202,480
| +506% | +$11.4M |
|
419
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.56B
| $12.5M | 0.03% |
516,600
-53,400
| -9% | -$1.34M |
|
|
TIF
420
PUT
DELISTED
Tiffany & Co.
TIF
| $12.4M | 0.03% |
135,600
+51,700
| +62% | +$4.63M |
|
|
EMC
421
DELISTED
EMC CORPORATION
EMC
| $12.4M | 0.03% |
470,994
+281,846
| +149% | +$7.52M |
|
422
CALL
American Electric Power
AEP
$68.3B
| $12.4M | 0.03% |
234,300
+227,900
| +3,561% | +$12.6M |
|
|
SEE
423
CALL
DELISTED
Sealed Air
SEE
| $12.4M | 0.03% |
241,200
+75,000
| +45% | +$3.6M |
|
424
PUT
Transocean
RIG
$6.43B
| $12.4M | 0.03% |
767,900
+55,800
| +8% | +$1.01M |
|
|
QLIK
425
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $12.4M | 0.03% |
353,948
-30,502
| -8% | -$1.08M |
|
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TI
Parallax Volatility Advisers's Q2 2015 Portfolio in Review
As of Q2 2015, Parallax Volatility Advisers held 6,208 positions worth $47.4B, up 12% from $42.3B the previous quarter. Its ten largest holdings account for 46% of the portfolio.
Parallax Volatility Advisers's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.
- Parallax Volatility Advisers's largest Q2 2015 buy was Caterpillar: 318,087 shares worth $27M.
- Parallax Volatility Advisers added most to Qualcomm in Q2 2015, an estimated $87.9M increase.
- Parallax Volatility Advisers's biggest Q2 2015 reduction was Amazon, cutting an estimated $73.6M.
- Parallax Volatility Advisers fully exited United Parcel Service in Q2 2015, selling an estimated $46.7M.
- Parallax Volatility Advisers's ten largest holdings make up 46% of its $47.4B portfolio in Q2 2015.
- Parallax Volatility Advisers opened 556 new positions and closed 1,341 in Q2 2015.
- Parallax Volatility Advisers's portfolio value rose 12% quarter-over-quarter to $47.4B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2015, filed 14 Aug 2015.