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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 | |
|---|---|---|---|---|---|---|
726
CALL
America Movil
AMX
$69.9B
| $4.86M | 0.01% |
228,000
+220,300
| +2,861% | +$4.64M |
|
727
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $4.86M | 0.01% |
65,318
+65,317
| +6,531,700% | +$4.84M |
|
728
CALL
CSX Corp
CSX
$92.6B
| $4.81M | 0.01% |
441,600
-463,200
| -51% | -$5.37M |
|
729
PUT
Banco Bradesco
BBD
$35B
| $4.8M | 0.01% |
1,114,595
+216,626
| +24% | +$998K |
|
730
PUT
Campbell Soup
CPB
$6.69B
| $4.76M | 0.01% |
100,000
-17,500
| -15% | -$817K |
|
731
PUT
Hain Celestial
HAIN
$52.5M
| $4.76M | 0.01% |
72,300
-9,600
| -12% | -$606K |
|
732
CALL
Colgate-Palmolive
CL
$73.8B
| $4.72M | 0.01% |
72,100
+12,700
| +21% | +$862K |
|
|
OCR
733
CALL
DELISTED
OMNICARE INC
OCR
| $4.71M | 0.01% |
+50,000
| New | +$4.46M |
|
734
PUT
Monster Beverage
MNST
$89.3B
| $4.67M | 0.01% |
418,800
+278,400
| +198% | +$3.11M |
|
735
CALL
Norfolk Southern
NSC
$74.9B
| $4.63M | 0.01% |
53,000
+21,500
| +68% | +$2.1M |
|
736
SPDR Gold Trust
GLD
$144B
| $4.61M | 0.01% |
41,038
-261,995
| -86% | -$30M |
|
|
XEC
737
DELISTED
CIMAREX ENERGY CO
XEC
| $4.6M | 0.01% |
41,715
-23,042
| -36% | -$2.75M |
|
738
Best Buy
BBY
$17.5B
| $4.6M | 0.01% |
141,011
+124,967
| +779% | +$4.43M |
|
739
PUT
BlackBerry
BB
$5.22B
| $4.59M | 0.01% |
560,700
+175,300
| +45% | +$1.7M |
|
740
United States Natural Gas Fund
UNG
$501M
| $4.59M | 0.01% |
21,144
+5,913
| +39% | +$1.27M |
|
741
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
| $4.57M | 0.01% |
119,400
+69,400
| +139% | +$2.66M |
|
742
CALL
Caesarstone
CSTE
$102M
| $4.56M | 0.01% |
66,500
+62,500
| +1,563% | +$3.86M |
|
743
PUT
Groupon
GRPN
$899M
| $4.56M | 0.01% |
45,300
+34,345
| +314% | +$4.43M |
|
744
PUT
PBF Energy
PBF
$8.23B
| $4.55M | 0.01% |
160,200
+160,000
| +80,000% | +$4.5M |
|
745
CALL
HCA Healthcare
HCA
$88.5B
| $4.54M | 0.01% |
50,000
-41,200
| -45% | -$3.3M |
|
|
ALXN
746
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $4.52M | 0.01% |
+25,000
| New | +$4.31M |
|
747
CALL
Tapestry
TPR
$31.1B
| $4.52M | 0.01% |
130,600
+66,700
| +104% | +$2.55M |
|
|
AXLL
748
CALL
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $4.52M | 0.01% |
125,300
+123,700
| +7,731% | +$4.93M |
|
|
GRA
749
PUT
DELISTED
W.R. Grace & Co.
GRA
| $4.51M | 0.01% |
45,000
+43,800
| +3,650% | +$4.32M |
|
750
PUT
Vipshop
VIPS
$6.95B
| $4.5M | 0.01% |
202,300
-89,700
| -31% | -$2.38M |
|
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.