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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 | |
|---|---|---|---|---|---|---|
551
PUT
Harley-Davidson
HOG
$2.9B
| $8.2M | 0.02% |
145,500
-16,300
| -10% | -$932K |
|
552
CALL
PNC Financial Services
PNC
$102B
| $8.2M | 0.02% |
85,700
+10,900
| +15% | +$1.03M |
|
553
PUT
Ambarella
AMBA
$3.6B
| $8.18M | 0.02% |
79,600
+71,500
| +883% | +$6.25M |
|
554
CALL
Molson Coors Class B
TAP
$7.85B
| $8.1M | 0.02% |
116,000
-41,700
| -26% | -$3.1M |
|
555
CALL
Autodesk
ADSK
$54.5B
| $8.08M | 0.02% |
161,400
-397,300
| -71% | -$22.7M |
|
556
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.5M
| $8.08M | 0.02% |
+5,000
| New | +$7.18M |
|
557
CALL
NXP Semiconductors
NXPI
$58.5B
| $8.08M | 0.02% |
82,300
+80,000
| +3,478% | +$8.2M |
|
558
PUT
Zions Bancorporation
ZION
$10.5B
| $8.07M | 0.02% |
254,200
+250,400
| +6,589% | +$7.37M |
|
559
PUT
Union Pacific
UNP
$177B
| $8.06M | 0.02% |
84,500
-43,000
| -34% | -$4.48M |
|
560
CALL
Sinclair Inc
SBGI
$1.03B
| $8.05M | 0.02% |
288,400
+140,400
| +95% | +$4.24M |
|
561
Valero Energy
VLO
$98.7B
| $7.97M | 0.02% |
127,382
+88,885
| +231% | +$5.25M |
|
562
PUT
Lennar Class A
LEN
$21.1B
| $7.94M | 0.02% |
163,362
+152,121
| +1,353% | +$6.99M |
|
563
PUT
Truist Financial
TFC
$64.7B
| $7.93M | 0.02% |
196,700
-44,400
| -18% | -$1.76M |
|
|
JOYY
564
PUT
JOYY Inc
JOYY
$3.64B
| $7.91M | 0.02% |
113,700
+108,900
| +2,269% | +$7.26M |
|
565
CALL
Deutsche Bank
DB
$72.1B
| $7.88M | 0.02% |
292,544
+61,376
| +27% | +$1.78M |
|
|
EMC
566
CALL
DELISTED
EMC CORPORATION
EMC
| $7.87M | 0.02% |
298,100
-1,336,600
| -82% | -$35.6M |
|
567
PUT
Applied Materials
AMAT
$424B
| $7.86M | 0.02% |
409,000
+258,600
| +172% | +$5.31M |
|
568
PUT
GoPro
GPRO
$117M
| $7.82M | 0.02% |
148,300
+142,600
| +2,502% | +$7.33M |
|
|
CLR
569
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $7.81M | 0.02% |
184,335
+111,994
| +155% | +$5.33M |
|
|
CHK
570
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $7.8M | 0.02% |
3,491
+1,631
| +88% | +$4.6M |
|
571
CALL
Best Buy
BBY
$18B
| $7.8M | 0.02% |
239,100
+234,600
| +5,213% | +$8.32M |
|
572
PUT
Kinder Morgan
KMI
$71.4B
| $7.8M | 0.02% |
203,000
+178,000
| +712% | +$7.43M |
|
|
PNRA
573
CALL
DELISTED
Panera Bread Co
PNRA
| $7.74M | 0.02% |
44,300
+10,200
| +30% | +$1.83M |
|
|
SOHU
574
Sohu.com
SOHU
$364M
| $7.71M | 0.02% |
+130,484
| New | +$8.46M |
|
|
GAP
575
CALL
The Gap Inc
GAP
$7.34B
| $7.6M | 0.02% |
199,100
+55,600
| +39% | +$2.2M |
|
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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.