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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 | |
|---|---|---|---|---|---|---|
426
DuPont de Nemours
DD
$19.5B
| $12.3M | 0.03% |
+94,889
| New | +$12.3M |
|
427
Newmont
NEM
$120B
| $12.2M | 0.03% |
523,900
-131,016
| -20% | -$3.28M |
|
|
TTM
428
PUT
DELISTED
Tata Motors Limited
TTM
| $12.2M | 0.03% |
355,000
+49,100
| +16% | +$1.96M |
|
429
CALL
Bath & Body Works
BBWI
$3.76B
| $12.2M | 0.03% |
176,273
+154,625
| +714% | +$11.1M |
|
430
CALL
Caterpillar
CAT
$393B
| $12.2M | 0.03% |
143,900
-724,500
| -83% | -$62.3M |
|
|
ESRX
431
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $12M | 0.03% |
134,600
+56,600
| +73% | +$4.94M |
|
432
CALL
Netflix
NFLX
$326B
| $11.9M | 0.03% |
1,267,000
-5,558,000
| -81% | -$46.5M |
|
|
VMW
433
DELISTED
VMware, Inc
VMW
| $11.8M | 0.03% |
137,944
+124,559
| +931% | +$10.9M |
|
434
CALL
Zillow
ZG
$8.15B
| $11.8M | 0.02% |
407,100
+324,000
| +390% | +$10.1M |
|
|
PNK
435
CALL
DELISTED
Pinnacle Entertainment Inc.
PNK
| $11.8M | 0.02% |
315,700
+311,300
| +7,075% | +$11.4M |
|
|
CLR
436
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $11.7M | 0.02% |
275,400
+124,800
| +83% | +$5.94M |
|
437
CALL
Wheaton Precious Metals
WPM
$59.9B
| $11.7M | 0.02% |
672,000
+60,400
| +10% | +$1.16M |
|
|
SPLS
438
DELISTED
Staples Inc
SPLS
| $11.6M | 0.02% |
758,838
+37,464
| +5% | +$610K |
|
439
CALL
Costco
COST
$427B
| $11.5M | 0.02% |
85,000
+36,800
| +76% | +$5.29M |
|
440
CALL
AerCap
AER
$23.5B
| $11.4M | 0.02% |
250,000
+248,500
| +16,567% | +$11.8M |
|
441
PUT
Deere & Co
DE
$165B
| $11.4M | 0.02% |
117,800
-159,900
| -58% | -$14.5M |
|
442
PUT
Mercado Libre
MELI
$92.7B
| $11.3M | 0.02% |
80,000
+67,200
| +525% | +$9.51M |
|
443
Vanguard FTSE Europe ETF
VGK
$31.1B
| $11.3M | 0.02% |
209,463
+5,208
| +3% | +$295K |
|
444
CALL
Chipotle Mexican Grill
CMG
$41.3B
| $11.2M | 0.02% |
930,000
-1,580,000
| -63% | -$20M |
|
445
PUT
Honeywell
HON
$74.2B
| $11.2M | 0.02% |
122,307
-128,539
| -51% | -$12M |
|
446
CALL
Community Health Systems
CYH
$419M
| $11.1M | 0.02% |
213,686
+150,403
| +238% | +$6.75M |
|
447
CALL
Corning
GLW
$137B
| $11M | 0.02% |
559,900
-4,000
| -0.7% | -$85.6K |
|
448
Conagra Brands
CAG
$7.39B
| $11M | 0.02% |
322,833
+322,811
| +1,467,323% | +$9.69M |
|
449
BHP
BHP
$222B
| $11M | 0.02% |
301,602
+34,725
| +13% | +$1.4M |
|
450
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44B
| $10.9M | 0.02% |
145,900
+133,200
| +1,049% | +$9.87M |
|
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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.