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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 | |
|---|---|---|---|---|---|---|
276
CALL
Johnson Controls International
JCI
$91.7B
| $21.6M | 0.05% |
415,902
+415,711
| +217,650% | +$22.2M |
|
277
Coca-Cola Europacific Partners
CCEP
$47.5B
| $21.4M | 0.05% |
492,719
+458,065
| +1,322% | +$20.5M |
|
278
CALL
Boeing
BA
$182B
| $21.2M | 0.04% |
152,900
-57,000
| -27% | -$8.31M |
|
|
SDRL
279
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $21M | 0.04% |
7,586
+5,287
| +230% | +$17.1M |
|
280
PUT
FedEx
FDX
$80.3B
| $20.9M | 0.04% |
122,900
+10,700
| +10% | +$1.86M |
|
281
CALL
DuPont de Nemours
DD
$19.5B
| $20.9M | 0.04% |
161,585
-339,677
| -68% | -$44M |
|
282
VanEck Oil Services ETF
OIH
$1.95B
| $20.9M | 0.04% |
29,993
+29,963
| +99,877% | +$22.1M |
|
283
PUT
iShares US Real Estate ETF
IYR
$4.58B
| $20.7M | 0.04% |
289,900
-1,384,900
| -83% | -$105M |
|
284
CALL
ConocoPhillips
COP
$150B
| $20.5M | 0.04% |
334,300
+160,500
| +92% | +$10.5M |
|
285
CALL
Western Digital
WDC
$168B
| $20.5M | 0.04% |
345,303
+27,254
| +9% | +$1.95M |
|
|
286
PUT
Western Digital
WDC
$168B
| $20.3M | 0.04% |
341,996
-164,448
| -32% | -$11.8M |
|
|
TWTR
287
DELISTED
Twitter, Inc.
TWTR
| $20.1M | 0.04% |
555,332
+467,315
| +531% | +$19.1M |
|
|
P
288
CALL
DELISTED
Pandora Media Inc
P
| $20M | 0.04% |
1,286,800
+1,285,400
| +91,814% | +$22.6M |
|
289
CALL
American International
AIG
$39.8B
| $19.9M | 0.04% |
322,600
-236,000
| -42% | -$13.9M |
|
|
CTXS
290
DELISTED
Citrix Systems Inc
CTXS
| $19.7M | 0.04% |
352,184
+302,537
| +609% | +$16.1M |
|
|
TWX
291
CALL
DELISTED
Time Warner Inc
TWX
| $19.5M | 0.04% |
223,500
+179,900
| +413% | +$15.4M |
|
292
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $19.5M | 0.04% |
900,000
+898,500
| +59,900% | +$19.8M |
|
|
ATVI
293
CALL
DELISTED
Activision Blizzard
ATVI
| $19.5M | 0.04% |
804,900
+475,000
| +144% | +$11.6M |
|
294
PUT
Under Armour
UAA
$2.3B
| $19.4M | 0.04% |
464,200
-72,200
| -13% | -$2.92M |
|
|
295
Amazon
AMZN
$2.86T
| $19.3M | 0.04% |
888,160
-3,522,940
| -80% | -$73.6M |
|
296
CALL
Cencora
COR
$59.2B
| $19.3M | 0.04% |
181,200
+164,800
| +1,005% | +$18.6M |
|
|
VMW
297
CALL
DELISTED
VMware, Inc
VMW
| $19.2M | 0.04% |
224,300
+104,800
| +88% | +$9.14M |
|
298
CALL
Expedia Group
EXPE
$39.4B
| $19.2M | 0.04% |
175,200
+83,400
| +91% | +$8.63M |
|
|
SNDK
299
DELISTED
SANDISK CORP
SNDK
| $19.1M | 0.04% |
328,330
+23,706
| +8% | +$1.59M |
|
300
Delta Air Lines
DAL
$60B
| $18.9M | 0.04% |
460,220
+109,678
| +31% | +$4.79M |
|
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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.