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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 | |
|---|---|---|---|---|---|---|
326
CALL
Nucor
NUE
$61.8B
| $17.2M | 0.04% |
390,600
+209,500
| +116% | +$10.1M |
|
327
PUT
Bunge Global
BG
$21.7B
| $17.2M | 0.04% |
195,700
-4,000
| -2% | -$356K |
|
328
CALL
UnitedHealth
UNH
$358B
| $17.1M | 0.04% |
140,100
+60,500
| +76% | +$7.16M |
|
329
PUT
Copa Holdings
CPA
$6.17B
| $17M | 0.04% |
206,400
+165,200
| +401% | +$15.8M |
|
|
330
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $17M | 0.04% |
678,900
-11,631,800
| -94% | -$293M |
|
331
CALL
Alcoa
AA
$13.1B
| $16.9M | 0.04% |
629,546
-332,543
| -35% | -$10.3M |
|
|
RAD
332
CALL
DELISTED
Rite Aid Corporation
RAD
| $16.8M | 0.04% |
100,340
-9,940
| -9% | -$1.67M |
|
333
PUT
Visteon
VC
$2.86B
| $16.7M | 0.04% |
158,900
+158,700
| +79,350% | +$16.7M |
|
334
American Airlines Group
AAL
$9.97B
| $16.7M | 0.04% |
417,278
+111,514
| +36% | +$5.08M |
|
|
TRQ
335
PUT
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $16.6M | 0.04% |
+437,500
| New | +$18M |
|
336
CALL
Capri Holdings
CPRI
$1.77B
| $16.6M | 0.04% |
393,800
+34,300
| +10% | +$1.93M |
|
337
ConocoPhillips
COP
$150B
| $16.6M | 0.03% |
269,615
+40,773
| +18% | +$2.66M |
|
338
CALL
iShares MSCI South Korea ETF
EWY
$27.6B
| $16.5M | 0.03% |
300,000
+299,100
| +33,233% | +$17.5M |
|
339
CALL
Petrobras
PBR
$115B
| $16.5M | 0.03% |
1,824,000
+781,700
| +75% | +$7M |
|
|
AET
340
DELISTED
Aetna Inc
AET
| $16.4M | 0.03% |
128,696
+73,664
| +134% | +$8.41M |
|
341
PUT
Goodyear
GT
$1.78B
| $16.4M | 0.03% |
543,500
-531,900
| -49% | -$15.8M |
|
342
Pfizer
PFE
$153B
| $16.3M | 0.03% |
+511,854
| New | +$16.7M |
|
343
PUT
Vodafone
VOD
$37.5B
| $16.3M | 0.03% |
446,100
+160,700
| +56% | +$5.79M |
|
344
CALL
US Bancorp
USB
$102B
| $16.1M | 0.03% |
370,500
+134,100
| +57% | +$5.86M |
|
345
CALL
NOV
NOV
$7.36B
| $16M | 0.03% |
330,800
+235,700
| +248% | +$12.1M |
|
346
PUT
JD.com
JD
$39.6B
| $16M | 0.03% |
468,300
-51,900
| -10% | -$1.76M |
|
347
Kinder Morgan
KMI
$71.4B
| $15.9M | 0.03% |
414,978
+407,158
| +5,207% | +$17M |
|
348
CALL
3M
MMM
$94.2B
| $15.8M | 0.03% |
122,470
+89,819
| +275% | +$12M |
|
|
BRCM
349
DELISTED
BROADCOM CORP CL-A
BRCM
| $15.7M | 0.03% |
305,135
-35,412
| -10% | -$1.72M |
|
350
PUT
Itaú Unibanco
ITUB
$80.9B
| $15.7M | 0.03% |
3,578,801
+2,337,833
| +188% | +$11M |
|
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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.