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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 | |
|---|---|---|---|---|---|---|
126
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $49.9M | 0.11% |
431,300
+397,300
| +1,169% | +$47.1M |
|
127
CALL
American Airlines Group
AAL
$9.97B
| $49.3M | 0.1% |
1,235,000
-22,700
| -2% | -$1.04M |
|
|
MNDT
128
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $49.1M | 0.1% |
1,004,400
-56,100
| -5% | -$2.54M |
|
129
PUT
Ford
F
$55.4B
| $49M | 0.1% |
3,265,400
-2,031,000
| -38% | -$31.5M |
|
130
PUT
State Street SPDR S&P Retail ETF
XRT
$643M
| $48.6M | 0.1% |
985,600
-852,800
| -46% | -$42.4M |
|
131
PUT
Pfizer
PFE
$153B
| $48.1M | 0.1% |
1,513,439
-792,502
| -34% | -$25.8M |
|
132
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $46.7M | 0.1% |
+555,000
| New | +$43.2M |
|
|
XLNX
133
PUT
DELISTED
Xilinx Inc
XLNX
| $46.3M | 0.1% |
1,049,200
-461,600
| -31% | -$20.8M |
|
134
American International
AIG
$39.8B
| $46.1M | 0.1% |
745,035
+594,706
| +396% | +$35.1M |
|
135
CALL
MetLife
MET
$61.4B
| $45.8M | 0.1% |
917,572
+730,198
| +390% | +$34.6M |
|
136
PUT
Alcoa
AA
$13.1B
| $45.7M | 0.1% |
1,706,950
-598,169
| -26% | -$18.5M |
|
137
CALL
Tyson Foods
TSN
$19.8B
| $45.1M | 0.1% |
1,058,600
+886,200
| +514% | +$36.4M |
|
138
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $45M | 0.09% |
2,075,500
+1,725,200
| +492% | +$38M |
|
|
APC
139
PUT
DELISTED
Anadarko Petroleum
APC
| $44.6M | 0.09% |
571,000
-206,300
| -27% | -$17.9M |
|
140
PUT
Yum! Brands
YUM
$41B
| $44.4M | 0.09% |
685,346
-513,279
| -43% | -$32.5M |
|
141
PUT
KKR & Co
KKR
$99.5B
| $44.3M | 0.09% |
1,938,800
+1,026,400
| +112% | +$23.6M |
|
142
PUT
Tesla
TSLA
$1.34T
| $43.8M | 0.09% |
2,449,500
+198,000
| +9% | +$3.13M |
|
143
Verizon
VZ
$200B
| $43.5M | 0.09% |
933,171
+361,433
| +63% | +$17.7M |
|
144
PUT
Target
TGT
$69.9B
| $43.4M | 0.09% |
532,100
-212,000
| -28% | -$17.2M |
|
145
PUT
Halliburton
HAL
$27.7B
| $43.4M | 0.09% |
1,007,400
-215,500
| -18% | -$9.93M |
|
|
146
CALL
Tesla
TSLA
$1.34T
| $43.2M | 0.09% |
2,418,000
-2,253,000
| -48% | -$35.6M |
|
147
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $42.9M | 0.09% |
1,120,592
+1,111,860
| +12,733% | +$42.5M |
|
148
PUT
US Bancorp
USB
$101B
| $42.1M | 0.09% |
969,600
+426,200
| +78% | +$18.6M |
|
149
iShares MSCI Emerging Markets ETF
EEM
$30.5B
| $41.6M | 0.09% |
1,049,369
+755,121
| +257% | +$31.6M |
|
150
CALL
Intel
INTC
$527B
| $41.4M | 0.09% |
1,360,800
+90,600
| +7% | +$2.93M |
|
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.