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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 | |
|---|---|---|---|---|---|---|
776
T-Mobile US
TMUS
$195B
| $4.2M | 0.01% |
108,358
+97,064
| +859% | +$3.48M |
|
777
Cisco
CSCO
$430B
| $4.2M | 0.01% |
152,922
-497,457
| -76% | -$14.3M |
|
778
CALL
Tower Semiconductor
TSEM
$24.8B
| $4.2M | 0.01% |
272,000
+268,800
| +8,400% | +$4.3M |
|
|
ODP
779
CALL
DELISTED
ODP
ODP
| $4.18M | 0.01% |
48,320
+46,970
| +3,479% | +$4.32M |
|
780
CALL
KB Home
KBH
$3.08B
| $4.17M | 0.01% |
251,500
+145,100
| +136% | +$2.21M |
|
781
CALL
PG&E
PCG
$32.6B
| $4.17M | 0.01% |
85,000
+80,900
| +1,973% | +$4.21M |
|
782
PUT
ArcelorMittal
MT
$58.1B
| $4.14M | 0.01% |
186,304
-875
| -0.5% | -$21.1K |
|
|
ONIT
783
CALL
Onity Group
ONIT
$291M
| $4.11M | 0.01% |
26,873
+14,153
| +111% | +$2.06M |
|
784
CALL
D.R. Horton
DHI
$38.7B
| $4.11M | 0.01% |
150,200
+35,000
| +30% | +$941K |
|
785
CALL
Hershey
HSY
$34.8B
| $4.09M | 0.01% |
46,100
+32,000
| +227% | +$3.02M |
|
786
CALL
Vanguard Real Estate ETF
VNQ
$37.9B
| $4.08M | 0.01% |
54,700
-1,700
| -3% | -$136K |
|
787
CALL
TC Energy
TRP
$66.1B
| $4.06M | 0.01% |
100,000
-45,100
| -31% | -$1.98M |
|
788
CALL
Valero Energy
VLO
$110B
| $4.06M | 0.01% |
64,800
+18,400
| +40% | +$1.09M |
|
789
Capital One
COF
$131B
| $4.05M | 0.01% |
46,045
+42,112
| +1,071% | +$3.54M |
|
790
CALL
Campbell Soup
CPB
$6.49B
| $4.05M | 0.01% |
85,000
-16,900
| -17% | -$789K |
|
|
NE
791
PUT
DELISTED
Noble Corporation
NE
| $4.04M | 0.01% |
262,200
+257,200
| +5,144% | +$4.24M |
|
|
792
PUT
Vanguard Real Estate ETF
VNQ
$37.9B
| $4.03M | 0.01% |
53,900
+40,700
| +308% | +$3.25M |
|
793
PUT
Occidental Petroleum
OXY
$60.6B
| $4.02M | 0.01% |
51,688
-19,433
| -27% | -$1.52M |
|
794
PUT
Toyota
TM
$227B
| $4.01M | 0.01% |
30,000
+18,100
| +152% | +$2.5M |
|
|
JCP
795
DELISTED
J.C. Penney Company, Inc.
JCP
| $3.99M | 0.01% |
470,901
-15,899
| -3% | -$137K |
|
|
NRF
796
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
| $3.99M | 0.01% |
+125,350
| New | +$4.51M |
|
797
PUT
Best Buy
BBY
$18.7B
| $3.98M | 0.01% |
122,000
-5,500
| -4% | -$195K |
|
|
AGU
798
CALL
DELISTED
Agrium
AGU
| $3.96M | 0.01% |
37,400
+32,500
| +663% | +$3.42M |
|
799
CALL
Paychex
PAYX
$41.6B
| $3.95M | 0.01% |
84,300
-16,800
| -17% | -$821K |
|
800
CALL
Medtronic
MDT
$118B
| $3.94M | 0.01% |
53,200
+50,000
| +1,563% | +$3.82M |
|
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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.