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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 | |
|---|---|---|---|---|---|---|
376
PUT
Illinois Tool Works
ITW
$82.9B
| $14.2M | 0.03% |
154,600
+138,300
| +848% | +$13.2M |
|
377
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $14.1M | 0.03% |
296,976
+291,987
| +5,853% | +$14.3M |
|
378
PUT
Fossil Group
FOSL
$330M
| $14M | 0.03% |
202,000
+176,300
| +686% | +$13.7M |
|
379
PUT
Baxter International
BAX
$14B
| $14M | 0.03% |
368,200
-316,652
| -46% | -$11.8M |
|
380
CALL
Palo Alto Networks
PANW
$323B
| $14M | 0.03% |
480,000
-676,800
| -59% | -$18.1M |
|
381
Booking.com
BKNG
$160B
| $13.9M | 0.03% |
302,825
+291,750
| +2,634% | +$13.9M |
|
382
CALL
iShares MSCI Germany ETF
EWG
$1.67B
| $13.9M | 0.03% |
499,400
+121,900
| +32% | +$3.62M |
|
|
B
383
CALL
Barrick Mining
B
$67.3B
| $13.9M | 0.03% |
1,302,800
-890,900
| -41% | -$10.9M |
|
384
CALL
Nike
NKE
$61.2B
| $13.8M | 0.03% |
256,400
+91,200
| +55% | +$4.67M |
|
385
CALL
Accenture
ACN
$109B
| $13.8M | 0.03% |
142,700
+92,700
| +185% | +$8.86M |
|
|
AET
386
PUT
DELISTED
Aetna Inc
AET
| $13.8M | 0.03% |
108,200
+41,500
| +62% | +$4.74M |
|
387
PUT
Woodward
WWD
$21.2B
| $13.7M | 0.03% |
+250,000
| New | +$12.8M |
|
|
LNKD
388
CALL
DELISTED
LinkedIn Corporation
LNKD
| $13.7M | 0.03% |
66,300
+36,600
| +123% | +$8.16M |
|
389
SLB Ltd
SLB
$77.3B
| $13.7M | 0.03% |
158,634
-89,905
| -36% | -$8.11M |
|
390
CALL
Teva Pharmaceuticals
TEVA
$42.6B
| $13.7M | 0.03% |
231,300
+156,900
| +211% | +$9.68M |
|
391
CALL
CNX Resources
CNX
$5.23B
| $13.6M | 0.03% |
751,320
+673,680
| +868% | +$16.1M |
|
392
Oracle
ORCL
$450B
| $13.6M | 0.03% |
337,705
+149,903
| +80% | +$6.5M |
|
|
393
CALL
Fossil Group
FOSL
$330M
| $13.6M | 0.03% |
196,100
+135,400
| +223% | +$10.5M |
|
394
CALL
Baidu
BIDU
$35.5B
| $13.5M | 0.03% |
68,000
+4,800
| +8% | +$983K |
|
|
P
395
PUT
DELISTED
Pandora Media Inc
P
| $13.5M | 0.03% |
+867,300
| New | +$15.2M |
|
396
CALL
CF Industries
CF
$17.7B
| $13.5M | 0.03% |
209,300
-91,200
| -30% | -$5.55M |
|
397
PUT
Amgen
AMGN
$226B
| $13.4M | 0.03% |
87,500
-119,400
| -58% | -$19.1M |
|
|
398
Baidu
BIDU
$35.5B
| $13.4M | 0.03% |
67,447
-102,430
| -60% | -$21M |
|
|
SUNE
399
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $13.4M | 0.03% |
448,700
+64,900
| +17% | +$1.85M |
|
400
CALL
Cigna
CI
$73.5B
| $13.4M | 0.03% |
82,500
+77,500
| +1,550% | +$10.7M |
|
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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.