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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 | |
|---|---|---|---|---|---|---|
|
CLGX
1426
PUT
DELISTED
Corelogic, Inc.
CLGX
| $793K | ﹤0.01% |
20,000
+16,200
| +426% | +$618K |
|
1427
CALL
United States Brent Oil Fund
BNO
$777M
| $788K | ﹤0.01% |
34,900
+33,600
| +2,585% | +$773K |
|
1428
CALL
Comfort Systems
FIX
$58.9B
| $787K | ﹤0.01% |
+34,300
| New | +$754K |
|
1429
LyondellBasell Industries
LYB
$20.2B
| $787K | ﹤0.01% |
7,598
+1,502
| +25% | +$151K |
|
|
CAM
1430
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $787K | ﹤0.01% |
15,028
-21,113
| -58% | -$1.09M |
|
1431
Hilton Worldwide
HLT
$70B
| $786K | ﹤0.01% |
9,514
+8,394
| +749% | +$737K |
|
1432
State Street Industrial Select Sector SPDR ETF
XLI
$34.5B
| $786K | ﹤0.01% |
14,542
+14,355
| +7,676% | +$805K |
|
1433
PUT
Arista Networks
ANET
$242B
| $784K | ﹤0.01% |
153,600
+105,600
| +220% | +$472K |
|
1434
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.45B
| $782K | ﹤0.01% |
17,496
-8,282
| -32% | -$374K |
|
1435
CALL
Genworth Financial
GNW
$3.75B
| $780K | ﹤0.01% |
103,000
+1,200
| +1% | +$9.57K |
|
|
VSI
1436
DELISTED
Vitamin Shoppe Inc.
VSI
| $779K | ﹤0.01% |
20,909
+19,208
| +1,129% | +$770K |
|
1437
CALL
Eldorado Gold
EGO
$10.2B
| $778K | ﹤0.01% |
37,600
-1,000
| -3% | -$23.6K |
|
1438
CALL
Altria Group
MO
$109B
| $778K | ﹤0.01% |
15,900
+11,300
| +246% | +$573K |
|
|
FL
1439
DELISTED
Foot Locker
FL
| $776K | ﹤0.01% |
11,586
+6,520
| +129% | +$407K |
|
1440
Kohl's
KSS
$2.16B
| $773K | ﹤0.01% |
12,349
+11,016
| +826% | +$765K |
|
|
UTEK
1441
DELISTED
Ultratech Inc.
UTEK
| $770K | ﹤0.01% |
41,478
+24,564
| +145% | +$474K |
|
1442
PUT
Eastman Chemical
EMN
$8.39B
| $769K | ﹤0.01% |
9,400
+7,400
| +370% | +$571K |
|
1443
AngloGold Ashanti
AU
$49.2B
| $765K | ﹤0.01% |
85,471
+85,171
| +28,390% | +$864K |
|
1444
NRG Energy
NRG
$25B
| $764K | ﹤0.01% |
33,392
-18,686
| -36% | -$467K |
|
|
TYC
1445
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $761K | ﹤0.01% |
18,876
+11,365
| +151% | +$485K |
|
1446
PUT
Hartford Financial Services
HIG
$38.7B
| $760K | ﹤0.01% |
18,300
-39,300
| -68% | -$1.64M |
|
1447
PUT
Ally Financial
ALLY
$13.3B
| $758K | ﹤0.01% |
33,800
+30,500
| +924% | +$672K |
|
|
1448
PUT
United States Brent Oil Fund
BNO
$777M
| $758K | ﹤0.01% |
+33,600
| New | +$773K |
|
|
MTBL
1449
PUT
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
| $758K | ﹤0.01% |
+133,333
| New | +$670K |
|
1450
CALL
Scholastic
SCHL
$807M
| $755K | ﹤0.01% |
+17,100
| New | +$735K |
|
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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.