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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 | |
|---|---|---|---|---|---|---|
|
BRCM
101
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $62.6M | 0.13% |
1,216,700
-2,314,600
| -66% | -$113M |
|
102
CALL
United Parcel Service
UPS
$88.4B
| $62.3M | 0.13% |
643,300
+509,500
| +381% | +$50.6M |
|
103
CALL
iShares Silver Trust
SLV
$31.3B
| $62.3M | 0.13% |
4,143,600
+1,484,800
| +56% | +$23.3M |
|
104
eBay
EBAY
$45.5B
| $62.2M | 0.13% |
2,451,540
-121,307
| -5% | -$3.03M |
|
105
PUT
Autodesk
ADSK
$52.7B
| $61.2M | 0.13% |
1,221,400
+1,047,300
| +602% | +$59.9M |
|
106
PUT
GE Aerospace
GE
$374B
| $61M | 0.13% |
479,130
-210,519
| -31% | -$27.3M |
|
107
PUT
Caterpillar
CAT
$393B
| $58.7M | 0.12% |
692,500
-628,500
| -48% | -$54M |
|
108
CALL
IBM
IBM
$223B
| $58.2M | 0.12% |
374,259
+130,646
| +54% | +$21M |
|
109
PUT
Baidu
BIDU
$35.5B
| $58M | 0.12% |
291,500
-339,800
| -54% | -$69.6M |
|
110
PUT
PNC Financial Services
PNC
$102B
| $55.5M | 0.12% |
580,300
+195,000
| +51% | +$18.4M |
|
111
Bank of America
BAC
$448B
| $55.3M | 0.12% |
3,247,251
+734,240
| +29% | +$12.1M |
|
112
PUT
American International
AIG
$39.8B
| $55.2M | 0.12% |
893,700
+291,200
| +48% | +$17.2M |
|
113
CALL
Starbucks
SBUX
$124B
| $54.8M | 0.12% |
1,022,300
+613,900
| +150% | +$31.1M |
|
114
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $54.2M | 0.11% |
495,600
-335,600
| -40% | -$36.5M |
|
115
PUT
Boeing
BA
$183B
| $54M | 0.11% |
389,600
+8,700
| +2% | +$1.27M |
|
116
CALL
Alphabet (Google) Class C
GOOG
$4.21T
| $53.9M | 0.11% |
2,006,000
+876,909
| +78% | +$23.5M |
|
117
CALL
Wells Fargo
WFC
$269B
| $53.2M | 0.11% |
945,800
-508,700
| -35% | -$28.4M |
|
118
CALL
Home Depot
HD
$342B
| $52.9M | 0.11% |
476,000
+403,700
| +558% | +$45.2M |
|
119
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.9B
| $52.6M | 0.11% |
1,399,000
+1,286,600
| +1,145% | +$51.1M |
|
120
PUT
Walmart Inc
WMT
$921B
| $52.5M | 0.11% |
2,220,600
+336,300
| +18% | +$8.57M |
|
|
121
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $51.6M | 0.11% |
250,601
+237,333
| +1,789% | +$49.9M |
|
122
Sprott Physical Gold and Silver Trust
CEF
$8.32B
| $51.1M | 0.11% |
4,385,701
| – | – |
|
123
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $51.1M | 0.11% |
187,000
+186,700
| +62,233% | +$51.9M |
|
|
124
iShares MSCI Australia ETF
EWA
$1.45B
| $50.2M | 0.11% |
2,387,021
+2,032,519
| +573% | +$46.3M |
|
125
CALL
Dollar General
DG
$26.4B
| $50M | 0.11% |
643,000
-874,000
| -58% | -$65.9M |
|
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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.