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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
-1.17%
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
$47.4B
AUM Growth
+$5.11B
(+12%)
Cap. Flow
+$5.22B
Cap. Flow
% of AUM
11.02%
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 | Technology | 0.92% |
| 2 | Consumer Discretionary | 0.7% |
| 3 | Financials | 0.69% |
| 4 | Energy | 0.6% |
| 5 | Communication Services | 0.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
Lam Research
LRCX
$422B
| $24.4M | 0.05% |
3,003,000
-362,000
| -11% | -$2.84M |
|
|
252
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $24.4M | 0.05% |
975,600
+857,000
| +723% | +$21.6M |
|
253
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $24.4M | 0.05% |
+198,000
| New | +$23.7M |
|
|
ETFC
254
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $24.2M | 0.05% |
807,000
+650,200
| +415% | +$19.1M |
|
255
CALL
HP
HPQ
$28.6B
| $24.2M | 0.05% |
1,772,390
+348,577
| +24% | +$5.18M |
|
|
QIHU
256
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $24.1M | 0.05% |
356,200
-139,000
| -28% | -$8.39M |
|
257
Corning
GLW
$137B
| $24.1M | 0.05% |
1,220,594
-763,804
| -38% | -$16.3M |
|
258
CALL
Target
TGT
$70.6B
| $23.9M | 0.05% |
293,200
-1,092,900
| -79% | -$88.5M |
|
|
B
259
PUT
Barrick Mining
B
$67.3B
| $23.6M | 0.05% |
2,213,700
-1,266,600
| -36% | -$15.4M |
|
260
PUT
Chevron
CVX
$388B
| $23.5M | 0.05% |
244,100
-1,124,000
| -82% | -$118M |
|
|
APC
261
DELISTED
Anadarko Petroleum
APC
| $22.6M | 0.05% |
289,065
+62,404
| +28% | +$5.4M |
|
|
MJN
262
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $22.6M | 0.05% |
250,100
+185,100
| +285% | +$17.9M |
|
263
Procter & Gamble
PG
$335B
| $22.6M | 0.05% |
288,229
+121,785
| +73% | +$9.8M |
|
264
PUT
McDonald's
MCD
$193B
| $22.5M | 0.05% |
236,600
-1,674,600
| -88% | -$162M |
|
265
CALL
GE Aerospace
GE
$374B
| $22.5M | 0.05% |
176,612
-44,319
| -20% | -$5.75M |
|
266
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $22.4M | 0.05% |
204,600
-75,800
| -27% | -$8.25M |
|
|
267
Apple
AAPL
$4.46T
| $22.2M | 0.05% |
706,684
-2,168,680
| -75% | -$69.4M |
|
268
Capri Holdings
CPRI
$1.77B
| $22.1M | 0.05% |
526,121
+410,174
| +354% | +$23.1M |
|
269
Williams Companies
WMB
$89.3B
| $22.1M | 0.05% |
+385,020
| New | +$19.8M |
|
|
PXD
270
DELISTED
Pioneer Natural Resource Co.
PXD
| $22M | 0.05% |
158,675
+158,657
| +881,428% | +$25.2M |
|
271
United States Oil Fund
USO
$1.77B
| $21.9M | 0.05% |
137,939
+136,268
| +8,155% | +$21.6M |
|
272
PUT
EOG Resources
EOG
$74.2B
| $21.9M | 0.05% |
249,900
-35,300
| -12% | -$3.26M |
|
|
VXX
273
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $21.7M | 0.05% |
67,575
-64,006
| -49% | -$20.8M |
|
274
PUT
Abbott
ABT
$193B
| $21.7M | 0.05% |
442,000
-692,000
| -61% | -$33.2M |
|
275
Gilead Sciences
GILD
$171B
| $21.6M | 0.05% |
184,387
-182,052
| -50% | -$19.9M |
|
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HF
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 deployed $5.22B of net new capital in Q2 2015, opening 556 new positions and adding to 1,212 existing holdings. Its largest new stake was Caterpillar: 318,087 shares worth $27M.
By sector, the portfolio is most concentrated in Technology at 0.92% of assets, down from 1.2% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Amazon, an estimated $73.6M trimmed.
- 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.