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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 | |
|---|---|---|---|---|---|---|
951
CALL
Clorox
CLX
$13.1B
| $2.77M | 0.01% |
26,600
-128,000
| -83% | -$13.8M |
|
952
iShares MSCI Taiwan ETF
EWT
$11.2B
| $2.76M | 0.01% |
87,428
+87,427
| +8,742,700% | +$2.82M |
|
953
CALL
Halozyme
HALO
$11.6B
| $2.74M | 0.01% |
+121,300
| New | +$2.13M |
|
|
SHLX
954
PUT
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $2.74M | 0.01% |
+60,000
| New | +$2.57M |
|
955
Under Armour
UAA
$2.29B
| $2.74M | 0.01% |
65,584
+19,964
| +44% | +$808K |
|
956
PUT
Healthpeak Properties
DOC
$14.1B
| $2.73M | 0.01% |
82,350
-10,651
| -11% | -$388K |
|
957
CALL
EOG Resources
EOG
$75.2B
| $2.73M | 0.01% |
31,100
-612,200
| -95% | -$56.6M |
|
|
AXLL
958
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $2.73M | 0.01% |
75,600
+74,100
| +4,940% | +$2.96M |
|
959
PUT
W.W. Grainger
GWW
$61.3B
| $2.72M | 0.01% |
11,500
-85,400
| -88% | -$20.7M |
|
|
AUY
960
DELISTED
Yamana Gold, Inc.
AUY
| $2.72M | 0.01% |
907,101
-1,705,039
| -65% | -$6.23M |
|
961
CALL
Globe Life
GL
$14.1B
| $2.71M | 0.01% |
46,600
+46,100
| +9,220% | +$2.63M |
|
962
A.O. Smith
AOS
$8.65B
| $2.71M | 0.01% |
75,308
+75,296
| +627,467% | +$2.59M |
|
963
CALL
Rio Tinto
RIO
$164B
| $2.7M | 0.01% |
65,500
+64,900
| +10,817% | +$2.85M |
|
964
Abbott
ABT
$190B
| $2.68M | 0.01% |
54,537
-1,909
| -3% | -$91.7K |
|
|
ETP
965
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $2.67M | 0.01% |
51,100
+46,912
| +1,120% | +$2.62M |
|
|
966
CALL
Abbott
ABT
$190B
| $2.67M | 0.01% |
54,300
-234,300
| -81% | -$11.3M |
|
967
PUT
Carnival Corporation Ltd
CCL
$38B
| $2.65M | 0.01% |
53,600
-28,300
| -35% | -$1.34M |
|
968
PUT
O'Reilly Automotive
ORLY
$74.9B
| $2.65M | 0.01% |
175,500
+70,500
| +67% | +$1.05M |
|
|
GRMN
969
CALL
Garmin
GRMN
$59.7B
| $2.64M | 0.01% |
60,200
-6,800
| -10% | -$313K |
|
|
FL
970
CALL
DELISTED
Foot Locker
FL
| $2.63M | 0.01% |
39,200
-21,200
| -35% | -$1.32M |
|
|
PCP
971
CALL
DELISTED
PRECISION CASTPARTS CORP
PCP
| $2.62M | 0.01% |
13,100
+11,200
| +589% | +$2.35M |
|
972
CALL
Principal Financial Group
PFG
$24.2B
| $2.62M | 0.01% |
51,000
+44,300
| +661% | +$2.3M |
|
973
PUT
Cameco
CCJ
$43B
| $2.6M | 0.01% |
182,000
+94,000
| +107% | +$1.48M |
|
974
CALL
Energizer
ENR
$1.53B
| $2.59M | 0.01% |
+76,300
| New | +$2.58M |
|
|
QEP
975
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $2.59M | 0.01% |
140,000
-1,700
| -1% | -$34.9K |
|
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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.