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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 | |
|---|---|---|---|---|---|---|
501
CALL
Nokia
NOK
$59B
| $9.32M | 0.02% |
1,361,000
+1,351,500
| +14,226% | +$9.85M |
|
502
CALL
Truist Financial
TFC
$64.7B
| $9.31M | 0.02% |
231,100
-98,700
| -30% | -$3.9M |
|
503
CALL
Marathon Petroleum
MPC
$100B
| $9.3M | 0.02% |
177,800
+96,400
| +118% | +$4.91M |
|
504
MetLife
MET
$61.9B
| $9.28M | 0.02% |
185,920
-64,945
| -26% | -$3.08M |
|
505
HSBC
HSBC
$358B
| $9.26M | 0.02% |
+231,978
| New | +$9.66M |
|
506
NOV
NOV
$7.36B
| $9.26M | 0.02% |
191,831
+138,641
| +261% | +$7.13M |
|
507
CALL
Blackstone
BX
$112B
| $9.25M | 0.02% |
230,702
-171,192
| -43% | -$7.03M |
|
508
Target
TGT
$70.6B
| $9.25M | 0.02% |
+113,272
| New | +$9.17M |
|
509
Meta Platforms (Facebook)
META
$1.52T
| $9.18M | 0.02% |
107,014
-400,125
| -79% | -$32.7M |
|
|
TWC
510
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $9.09M | 0.02% |
51,000
-16,000
| -24% | -$2.65M |
|
511
PUT
State Street SPDR S&P Bank ETF
KBE
$1.75B
| $9.06M | 0.02% |
250,000
+238,700
| +2,112% | +$8.35M |
|
512
CALL
Devon Energy
DVN
$48.8B
| $9.06M | 0.02% |
152,300
-8,100
| -5% | -$524K |
|
513
Freeport-McMoran
FCX
$93.6B
| $9.06M | 0.02% |
486,447
+252,605
| +108% | +$5.22M |
|
514
Lam Research
LRCX
$422B
| $9.04M | 0.02% |
1,111,210
-520,040
| -32% | -$4.08M |
|
515
CALL
Crown Castle
CCI
$32.2B
| $9.03M | 0.02% |
112,400
+109,400
| +3,647% | +$9.13M |
|
516
PNC Financial Services
PNC
$102B
| $9.02M | 0.02% |
94,293
-15,512
| -14% | -$1.47M |
|
517
CALL
iShares TIPS Bond ETF
TIP
$14.7B
| $8.96M | 0.02% |
80,000
+76,200
| +2,005% | +$8.61M |
|
518
CALL
JetBlue
JBLU
$2.19B
| $8.96M | 0.02% |
431,600
-2,700
| -0.6% | -$54.7K |
|
519
PUT
The Mosaic Company
MOS
$6.92B
| $8.89M | 0.02% |
189,800
-177,400
| -48% | -$8.05M |
|
|
GG
520
DELISTED
Goldcorp Inc
GG
| $8.88M | 0.02% |
547,992
-404,513
| -42% | -$7.37M |
|
|
GAP
521
PUT
The Gap Inc
GAP
$7.34B
| $8.87M | 0.02% |
232,400
-29,100
| -11% | -$1.15M |
|
522
CALL
TripAdvisor
TRIP
$1.29B
| $8.82M | 0.02% |
101,200
+61,200
| +153% | +$4.98M |
|
523
CALL
Bristol-Myers Squibb
BMY
$132B
| $8.79M | 0.02% |
132,100
-157,900
| -54% | -$10.4M |
|
524
CALL
Agnico Eagle Mines
AEM
$91.3B
| $8.78M | 0.02% |
309,600
+9,700
| +3% | +$301K |
|
525
CALL
Wynn Resorts
WYNN
$10.5B
| $8.76M | 0.02% |
88,800
+30,300
| +52% | +$3.42M |
|
Similar funds
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.