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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 | |
|---|---|---|---|---|---|---|
751
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.48B
| $4.47M | 0.01% |
100,000
| – | – |
|
752
PUT
HCA Healthcare
HCA
$88.9B
| $4.46M | 0.01% |
49,200
+6,700
| +16% | +$537K |
|
|
SFUN
753
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $4.46M | 0.01% |
10,602
+10,501
| +10,397% | +$4.19M |
|
|
THOR
754
PUT
DELISTED
THORATEC CORPORATION
THOR
| $4.46M | 0.01% |
+100,000
| New | +$4.38M |
|
|
GRMN
755
PUT
Garmin
GRMN
$59.9B
| $4.45M | 0.01% |
101,200
+38,900
| +62% | +$1.79M |
|
756
CALL
Transocean
RIG
$6.38B
| $4.43M | 0.01% |
274,900
+59,900
| +28% | +$1.08M |
|
757
PUT
iShares MSCI South Korea ETF
EWY
$27B
| $4.41M | 0.01% |
80,000
-177,300
| -69% | -$10.4M |
|
758
CALL
WisdomTree
WT
$3.39B
| $4.4M | 0.01% |
+200,200
| New | +$4.22M |
|
759
PUT
Coca-Cola Europacific Partners
CCEP
$47.3B
| $4.39M | 0.01% |
101,000
-64,500
| -39% | -$2.89M |
|
760
Pultegroup
PHM
$24.7B
| $4.38M | 0.01% |
217,422
+56,045
| +35% | +$1.14M |
|
761
CALL
Toyota
TM
$223B
| $4.38M | 0.01% |
+32,700
| New | +$4.51M |
|
762
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $4.36M | 0.01% |
+55,000
| New | +$4.4M |
|
763
Texas Instruments
TXN
$254B
| $4.36M | 0.01% |
84,625
-70,309
| -45% | -$3.88M |
|
764
PUT
HF Sinclair
DINO
$15.5B
| $4.35M | 0.01% |
102,000
+84,500
| +483% | +$3.41M |
|
|
CONN
765
CALL
DELISTED
Conn's Inc.
CONN
| $4.34M | 0.01% |
109,200
-3,300
| -3% | -$118K |
|
766
CALL
Tenet Healthcare
THC
$21.3B
| $4.33M | 0.01% |
74,800
-154,200
| -67% | -$7.88M |
|
|
BNY
767
CALL
Bank of New York Mellon
BNY
$111B
| $4.33M | 0.01% |
103,100
-1,800
| -2% | -$76.7K |
|
768
PUT
Vanguard FTSE Europe ETF
VGK
$31B
| $4.32M | 0.01% |
80,000
+75,000
| +1,500% | +$4.24M |
|
769
CALL
First Solar
FSLR
$24.4B
| $4.31M | 0.01% |
91,800
+65,500
| +249% | +$3.66M |
|
|
SPN
770
CALL
DELISTED
Superior Energy Services, Inc.
SPN
| $4.29M | 0.01% |
20,400
+4,950
| +32% | +$1.16M |
|
|
CSC
771
PUT
DELISTED
Computer Sciences
CSC
| $4.27M | 0.01% |
154,482
-142,143
| -48% | -$3.98M |
|
|
SWC
772
PUT
DELISTED
Stillwater Mining Co
SWC
| $4.27M | 0.01% |
368,300
-114,100
| -24% | -$1.54M |
|
773
PUT
Aptiv
APTV
$10.1B
| $4.26M | 0.01% |
50,100
-1,000
| -2% | -$85.6K |
|
774
CALL
Ally Financial
ALLY
$13.3B
| $4.26M | 0.01% |
190,000
+180,800
| +1,965% | +$3.99M |
|
|
FTR
775
PUT
DELISTED
Frontier Communications Corp.
FTR
| $4.22M | 0.01% |
56,800
+56,333
| +12,063% | +$5.02M |
|
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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.