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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 | |
|---|---|---|---|---|---|---|
|
ZNGA
626
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $6.63M | 0.01% |
+2,318,100
| New | +$6.48M |
|
|
BBBY
627
DELISTED
Bed Bath & Beyond Inc
BBBY
| $6.62M | 0.01% |
96,034
-30,759
| -24% | -$2.2M |
|
|
CTRA
628
PUT
DELISTED
Coterra Energy
CTRA
| $6.61M | 0.01% |
209,400
-128,500
| -38% | -$4.29M |
|
629
CALL
Sempra
SRE
$56.5B
| $6.59M | 0.01% |
133,200
-41,400
| -24% | -$2.19M |
|
630
Cigna
CI
$73.5B
| $6.58M | 0.01% |
40,639
+16,073
| +65% | +$2.22M |
|
631
CALL
Duke Energy
DUK
$97.1B
| $6.56M | 0.01% |
92,900
-109,300
| -54% | -$8.26M |
|
632
CALL
CVS Health
CVS
$121B
| $6.52M | 0.01% |
62,100
-172,300
| -74% | -$17.6M |
|
|
STI
633
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $6.51M | 0.01% |
151,400
+130,500
| +624% | +$5.55M |
|
634
BP
BP
$110B
| $6.49M | 0.01% |
+192,892
| New | +$6.75M |
|
|
WFM
635
CALL
DELISTED
Whole Foods Market Inc
WFM
| $6.46M | 0.01% |
163,900
-219,600
| -57% | -$9.82M |
|
|
PRE
636
CALL
DELISTED
PARTNERRE LTD
PRE
| $6.42M | 0.01% |
50,000
+37,700
| +307% | +$4.86M |
|
|
PRE
637
PUT
DELISTED
PARTNERRE LTD
PRE
| $6.42M | 0.01% |
50,000
+49,600
| +12,400% | +$6.4M |
|
638
PUT
Devon Energy
DVN
$48.8B
| $6.41M | 0.01% |
107,800
+3,000
| +3% | +$194K |
|
639
CALL
Philip Morris
PM
$294B
| $6.39M | 0.01% |
79,700
-201,500
| -72% | -$16.6M |
|
640
PUT
Cencora
COR
$59.2B
| $6.38M | 0.01% |
+60,000
| New | +$6.76M |
|
641
Merck
MRK
$334B
| $6.36M | 0.01% |
+117,031
| New | +$6.56M |
|
642
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $6.33M | 0.01% |
36,000
-575,100
| -94% | -$103M |
|
643
PUT
Community Health Systems
CYH
$419M
| $6.3M | 0.01% |
121,000
| – | – |
|
644
CALL
Mondelez International
MDLZ
$81.1B
| $6.26M | 0.01% |
152,200
+62,800
| +70% | +$2.46M |
|
645
CALL
Vodafone
VOD
$37.5B
| $6.25M | 0.01% |
+171,400
| New | +$6.18M |
|
646
Alibaba
BABA
$293B
| $6.24M | 0.01% |
75,820
-270,036
| -78% | -$23.2M |
|
647
CALL
Visa
V
$682B
| $6.22M | 0.01% |
92,600
-7,400
| -7% | -$501K |
|
648
CALL
Gilead Sciences
GILD
$171B
| $6.19M | 0.01% |
52,900
-557,800
| -91% | -$61M |
|
|
AMTD
649
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $6.17M | 0.01% |
167,600
+1,700
| +1% | +$63.2K |
|
650
CALL
American Express
AXP
$232B
| $6.16M | 0.01% |
79,200
+60,600
| +326% | +$4.81M |
|
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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.