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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
1,628
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $8.4B | 17.73% |
40,806,600
+5,280,400
| +15% | +$1.11B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $7.16B | 15.11% |
34,785,500
+18,026,900
| +108% | +$3.79B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.18B | 4.61% |
17,477,100
+481,900
| +3% | +$60.2M |
|
4
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $1.01B | 2.13% |
25,517,500
+8,051,000
| +46% | +$337M |
|
|
5
PUT
Apple
AAPL
$4.99T
| $900M | 1.9% |
28,698,800
-1,490,400
| -5% | -$47.7M |
|
6
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $456M | 0.96% |
7,178,100
+2,730,300
| +61% | +$182M |
|
7
CALL
Goldman Sachs
GS
$305B
| $444M | 0.94% |
2,124,200
+747,900
| +54% | +$152M |
|
|
8
PUT
iShares MSCI Brazil ETF
EWZ
$9.13B
| $428M | 0.9% |
13,072,600
+1,291,600
| +11% | +$44.6M |
|
9
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $416M | 0.88% |
3,539,400
+2,888,800
| +444% | +$354M |
|
10
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $411M | 0.87% |
4,628,800
+981,600
| +27% | +$88.7M |
|
|
11
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
| $406M | 0.86% |
12,387,400
+4,631,600
| +60% | +$160M |
|
|
12
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $392M | 0.83% |
3,140,900
+1,225,400
| +64% | +$153M |
|
|
13
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $380M | 0.8% |
9,592,200
-1,394,700
| -13% | -$58.3M |
|
14
CALL
SPDR Gold Trust
GLD
$131B
| $365M | 0.77% |
3,251,400
+790,100
| +32% | +$90.4M |
|
15
PUT
Morgan Stanley
MS
$333B
| $362M | 0.76% |
9,325,600
+711,300
| +8% | +$27.1M |
|
16
CALL
Invesco QQQ Trust
QQQ
$445B
| $356M | 0.75% |
3,327,400
+2,708,700
| +438% | +$295M |
|
|
17
PUT
Goldman Sachs
GS
$305B
| $351M | 0.74% |
1,680,300
-134,300
| -7% | -$27.4M |
|
18
PUT
JPMorgan Chase
JPM
$950B
| $316M | 0.67% |
4,666,800
-2,634,900
| -36% | -$172M |
|
|
19
PUT
Invesco QQQ Trust
QQQ
$445B
| $302M | 0.64% |
2,818,500
+2,565,700
| +1,015% | +$279M |
|
20
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $292M | 0.62% |
6,335,800
+1,263,600
| +25% | +$62.6M |
|
21
PUT
Microsoft
MSFT
$2.92T
| $287M | 0.61% |
6,507,800
-2,300,400
| -26% | -$105M |
|
|
22
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $276M | 0.58% |
2,347,700
+1,655,600
| +239% | +$203M |
|
|
23
PUT
Qualcomm
QCOM
$172B
| $271M | 0.57% |
4,327,200
+2,911,200
| +206% | +$199M |
|
|
24
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
| $244M | 0.52% |
4,274,200
+1,352,600
| +46% | +$78.4M |
|
|
25
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $239M | 0.5% |
5,181,900
-3,041,400
| -37% | -$151M |
|
Similar funds
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.