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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 | |
|---|---|---|---|---|---|---|
76
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $77.6M | 0.16% |
2,029,200
+1,824,200
| +890% | +$69.8M |
|
77
CALL
Williams Companies
WMB
$90.1B
| $77.5M | 0.16% |
1,350,100
+817,000
| +153% | +$42.1M |
|
78
CALL
JD.com
JD
$39.6B
| $76.8M | 0.16% |
2,253,100
+743,600
| +49% | +$25.3M |
|
79
CALL
United States Oil Fund
USO
$1.77B
| $76.3M | 0.16% |
479,650
-216,975
| -31% | -$34.5M |
|
80
PUT
Gilead Sciences
GILD
$168B
| $76.1M | 0.16% |
649,700
-712,000
| -52% | -$77.8M |
|
81
PUT
PepsiCo
PEP
$192B
| $75.8M | 0.16% |
812,300
+70,700
| +10% | +$6.76M |
|
|
EMC
82
PUT
DELISTED
EMC CORPORATION
EMC
| $75.6M | 0.16% |
2,865,600
-841,300
| -23% | -$22.4M |
|
83
CALL
Booking.com
BKNG
$160B
| $74.4M | 0.16% |
1,615,000
+695,000
| +76% | +$33.2M |
|
84
PUT
Intel
INTC
$527B
| $72.8M | 0.15% |
2,394,100
-1,757,700
| -42% | -$56.8M |
|
85
PUT
General Motors
GM
$75.8B
| $72.7M | 0.15% |
2,182,100
-58,400
| -3% | -$2.08M |
|
86
CALL
Pfizer
PFE
$153B
| $72.2M | 0.15% |
2,271,054
-1,126,515
| -33% | -$36.7M |
|
87
CALL
eBay
EBAY
$45.5B
| $71.5M | 0.15% |
2,819,837
+2,457,735
| +679% | +$61.3M |
|
|
GMCR
88
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $71.4M | 0.15% |
932,100
+777,200
| +502% | +$76.3M |
|
89
CALL
Comcast
CMCSA
$92.9B
| $71.3M | 0.15% |
2,372,600
+572,600
| +32% | +$16.8M |
|
90
CALL
Oracle
ORCL
$450B
| $71.3M | 0.15% |
1,770,100
+1,032,200
| +140% | +$44.8M |
|
91
PUT
VanEck Oil Services ETF
OIH
$1.95B
| $71.2M | 0.15% |
102,060
+82,110
| +412% | +$60.7M |
|
92
CALL
Verizon
VZ
$200B
| $68.9M | 0.15% |
1,478,800
-1,443,600
| -49% | -$70.7M |
|
|
TWTR
93
PUT
DELISTED
Twitter, Inc.
TWTR
| $68.9M | 0.15% |
1,901,000
+397,000
| +26% | +$16.2M |
|
94
PUT
ExxonMobil
XOM
$652B
| $68M | 0.14% |
817,600
-253,300
| -24% | -$21.8M |
|
95
PUT
SLB Ltd
SLB
$78.1B
| $67.4M | 0.14% |
782,100
-753,100
| -49% | -$68M |
|
96
PUT
Johnson & Johnson
JNJ
$629B
| $67.1M | 0.14% |
688,500
-36,900
| -5% | -$3.7M |
|
97
CALL
Monster Beverage
MNST
$90.1B
| $65.9M | 0.14% |
5,904,000
-3,338,400
| -36% | -$37.3M |
|
|
98
Danaher
DHR
$145B
| $64.5M | 0.14% |
1,121,825
+861,548
| +331% | +$49.3M |
|
99
PUT
American Airlines Group
AAL
$9.97B
| $63.9M | 0.13% |
1,600,800
-194,000
| -11% | -$8.85M |
|
|
100
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.55B
| $62.9M | 0.13% |
1,099,200
-1,200,700
| -52% | -$69.6M |
|
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.