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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 | |
|---|---|---|---|---|---|---|
|
WFM
526
PUT
DELISTED
Whole Foods Market Inc
WFM
| $8.71M | 0.02% |
220,700
-372,900
| -63% | -$16.7M |
|
527
VanEck Gold Miners ETF
GDX
$26.9B
| $8.68M | 0.02% |
488,808
+425,834
| +676% | +$8.28M |
|
528
PUT
Rio Tinto
RIO
$160B
| $8.65M | 0.02% |
210,000
-183,300
| -47% | -$8.05M |
|
529
CALL
RTX Corp
RTX
$297B
| $8.64M | 0.02% |
123,783
-136,336
| -52% | -$10M |
|
|
CXO
530
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $8.64M | 0.02% |
75,900
-28,000
| -27% | -$3.39M |
|
531
Phillips 66
PSX
$92.8B
| $8.61M | 0.02% |
106,907
+97,801
| +1,074% | +$7.77M |
|
532
CALL
Wolfspeed
WOLF
$1.64B
| $8.55M | 0.02% |
328,600
+302,100
| +1,140% | +$9.49M |
|
533
Copa Holdings
CPA
$6.17B
| $8.54M | 0.02% |
103,393
+93,561
| +952% | +$8.92M |
|
|
NRF
534
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
| $8.52M | 0.02% |
268,000
+259,500
| +3,053% | +$9.33M |
|
|
PXD
535
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $8.49M | 0.02% |
61,200
-83,700
| -58% | -$13.3M |
|
536
CALL
Itaú Unibanco
ITUB
$80.9B
| $8.49M | 0.02% |
1,933,590
+1,922,615
| +17,518% | +$9.04M |
|
|
WCG
537
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
| $8.48M | 0.02% |
100,000
| – | – |
|
538
CALL
Merck
MRK
$334B
| $8.47M | 0.02% |
155,942
-661,498
| -81% | -$37.1M |
|
539
PUT
Tapestry
TPR
$25.9B
| $8.47M | 0.02% |
244,700
+118,800
| +94% | +$4.54M |
|
540
PUT
Royal Bank of Canada
RY
$299B
| $8.42M | 0.02% |
137,700
-2,200
| -2% | -$142K |
|
|
EA
541
CALL
DELISTED
Electronic Arts
EA
| $8.41M | 0.02% |
126,500
+69,300
| +121% | +$4.26M |
|
542
PUT
Sony
SONY
$138B
| $8.37M | 0.02% |
1,474,000
+96,500
| +7% | +$591K |
|
543
PUT
CVS Health
CVS
$121B
| $8.36M | 0.02% |
79,700
+30,400
| +62% | +$3.11M |
|
544
PUT
JetBlue
JBLU
$2.19B
| $8.31M | 0.02% |
400,200
+94,500
| +31% | +$1.91M |
|
|
HOT
545
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $8.29M | 0.02% |
102,200
+91,900
| +892% | +$7.69M |
|
|
ADT
546
DELISTED
ADT Corp
ADT
| $8.24M | 0.02% |
245,437
+33,392
| +16% | +$1.27M |
|
547
PUT
iShares MSCI Germany ETF
EWG
$1.67B
| $8.22M | 0.02% |
295,000
+210,500
| +249% | +$6.25M |
|
548
PUT
NXP Semiconductors
NXPI
$58.5B
| $8.22M | 0.02% |
83,700
+67,800
| +426% | +$6.95M |
|
549
CALL
Toll Brothers
TOL
$14B
| $8.21M | 0.02% |
215,000
+134,800
| +168% | +$5.05M |
|
|
ATVI
550
PUT
DELISTED
Activision Blizzard
ATVI
| $8.21M | 0.02% |
339,100
-48,000
| -12% | -$1.17M |
|
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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.