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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 | |
|---|---|---|---|---|---|---|
|
INVN
1276
PUT
DELISTED
Invensense Inc
INVN
| $1.17M | ﹤0.01% |
77,200
+73,800
| +2,171% | +$1.11M |
|
1277
PUT
Huntington Bancshares
HBAN
$35.6B
| $1.16M | ﹤0.01% |
102,900
+95,500
| +1,291% | +$1.07M |
|
|
SWN
1278
PUT
DELISTED
Southwestern Energy Company
SWN
| $1.16M | ﹤0.01% |
51,100
-6,300
| -11% | -$162K |
|
1279
CALL
W.W. Grainger
GWW
$61.1B
| $1.16M | ﹤0.01% |
4,900
+2,700
| +123% | +$655K |
|
1280
PUT
Helmerich & Payne
HP
$4.18B
| $1.16M | ﹤0.01% |
16,400
+14,600
| +811% | +$1.08M |
|
|
DTV
1281
DELISTED
DIRECTV COM STK (DE)
DTV
| $1.16M | ﹤0.01% |
+12,450
| New | +$1.13M |
|
1282
Campbell Soup
CPB
$6.69B
| $1.15M | ﹤0.01% |
24,163
-2,093
| -8% | -$97.7K |
|
1283
PUT
Restaurant Brands International
QSR
$25.4B
| $1.15M | ﹤0.01% |
30,000
-5,346
| -15% | -$211K |
|
1284
CALL
Kimberly-Clark
KMB
$35.9B
| $1.15M | ﹤0.01% |
10,800
+4,800
| +80% | +$523K |
|
1285
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $1.14M | ﹤0.01% |
7,400
+6,800
| +1,133% | +$1.04M |
|
1286
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$598M
| $1.14M | ﹤0.01% |
500
-758
| -60% | -$1.8M |
|
|
1287
PUT
ProShares UltraShort Bloomberg Crude Oil
SCO
$598M
| $1.14M | ﹤0.01% |
+500
| New | +$1.19M |
|
1288
Unum
UNM
$14.5B
| $1.14M | ﹤0.01% |
31,933
+22,108
| +225% | +$773K |
|
1289
Ciena
CIEN
$54.9B
| $1.14M | ﹤0.01% |
48,086
+41,308
| +609% | +$943K |
|
1290
Genworth Financial
GNW
$3.7B
| $1.14M | ﹤0.01% |
150,167
+61,855
| +70% | +$493K |
|
1291
PUT
ScottsMiracle-Gro
SMG
$3.63B
| $1.14M | ﹤0.01% |
19,200
+19,000
| +9,500% | +$1.21M |
|
1292
Mondelez International
MDLZ
$78.5B
| $1.14M | ﹤0.01% |
27,593
-162,920
| -86% | -$6.39M |
|
|
TFCF
1293
CALL
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $1.13M | ﹤0.01% |
+35,200
| New | +$1.17M |
|
1294
CALL
VanEck Semiconductor ETF
SMH
$70.1B
| $1.12M | ﹤0.01% |
41,200
-242,600
| -85% | -$6.89M |
|
1295
CALL
RH
RH
$3.47B
| $1.12M | ﹤0.01% |
11,500
+8,700
| +311% | +$802K |
|
|
SDRL
1296
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.12M | ﹤0.01% |
406
+227
| +127% | +$732K |
|
|
CBI
1297
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.12M | ﹤0.01% |
22,356
+8,592
| +62% | +$447K |
|
1298
Ionis Pharmaceuticals
IONS
$9.46B
| $1.11M | ﹤0.01% |
+19,356
| New | +$1.23M |
|
|
1299
PUT
VanEck Semiconductor ETF
SMH
$70.1B
| $1.11M | ﹤0.01% |
40,600
+39,200
| +2,800% | +$1.11M |
|
|
K
1300
CALL
DELISTED
Kellanova
K
| $1.1M | ﹤0.01% |
18,744
-2,024
| -10% | -$121K |
|
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.