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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 | |
|---|---|---|---|---|---|---|
|
TWC
476
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $9.92M | 0.02% |
55,700
+1,000
| +2% | +$166K |
|
477
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $9.9M | 0.02% |
477,400
-424,800
| -47% | -$9.3M |
|
478
PUT
Travelers Companies
TRV
$77.2B
| $9.88M | 0.02% |
102,200
-205,400
| -67% | -$21M |
|
479
Salesforce
CRM
$165B
| $9.86M | 0.02% |
141,632
+59,386
| +72% | +$4.23M |
|
|
CELG
480
PUT
DELISTED
Celgene Corp
CELG
| $9.84M | 0.02% |
85,000
+30,000
| +55% | +$3.43M |
|
481
PUT
CNX Resources
CNX
$5.23B
| $9.81M | 0.02% |
541,680
+323,880
| +149% | +$7.75M |
|
482
CALL
FedEx
FDX
$80.3B
| $9.81M | 0.02% |
57,600
+27,100
| +89% | +$4.72M |
|
483
PUT
Macy's
M
$6.27B
| $9.73M | 0.02% |
144,300
-387,000
| -73% | -$26.2M |
|
484
PUT
AbbVie
ABBV
$443B
| $9.72M | 0.02% |
144,600
-22,700
| -14% | -$1.48M |
|
485
Yum! Brands
YUM
$41.2B
| $9.71M | 0.02% |
150,022
+143,712
| +2,278% | +$9.11M |
|
|
486
Macy's
M
$6.27B
| $9.69M | 0.02% |
143,651
-61,568
| -30% | -$4.16M |
|
487
CALL
Zions Bancorporation
ZION
$10.5B
| $9.69M | 0.02% |
305,200
+174,800
| +134% | +$5.14M |
|
488
PUT
APA Corp
APA
$14B
| $9.67M | 0.02% |
167,900
-511,700
| -75% | -$32.2M |
|
489
PUT
Assured Guaranty
AGO
$3.35B
| $9.63M | 0.02% |
401,500
-8,900
| -2% | -$248K |
|
490
PUT
Humana
HUM
$46.2B
| $9.62M | 0.02% |
50,300
+47,900
| +1,996% | +$8.89M |
|
491
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $9.59M | 0.02% |
82,900
+71,800
| +647% | +$8.51M |
|
492
PUT
SM Energy
SM
$7.71B
| $9.57M | 0.02% |
207,500
+64,600
| +45% | +$3.41M |
|
493
PUT
Abercrombie & Fitch
ANF
$4.84B
| $9.56M | 0.02% |
444,400
-164,300
| -27% | -$3.62M |
|
494
Morgan Stanley
MS
$343B
| $9.53M | 0.02% |
245,758
-1,169,074
| -83% | -$44.5M |
|
495
CALL
Visteon
VC
$2.86B
| $9.5M | 0.02% |
90,500
+67,500
| +293% | +$7.11M |
|
496
CALL
United Rentals
URI
$69.7B
| $9.42M | 0.02% |
107,500
+107,300
| +53,650% | +$10.3M |
|
497
PUT
AutoZone
AZO
$49.6B
| $9.4M | 0.02% |
14,100
+1,900
| +16% | +$1.3M |
|
|
LNW
498
DELISTED
Light & Wonder
LNW
| $9.38M | 0.02% |
603,627
+197,732
| +49% | +$2.8M |
|
|
WFM
499
DELISTED
Whole Foods Market Inc
WFM
| $9.36M | 0.02% |
237,363
+227,073
| +2,207% | +$10.2M |
|
500
CALL
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.4B
| $9.33M | 0.02% |
340,000
+270,000
| +386% | +$7.88M |
|
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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.