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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 | |
|---|---|---|---|---|---|---|
|
AKRX
851
PUT
DELISTED
Akorn Inc
AKRX
| $3.51M | 0.01% |
+80,400
| New | +$3.72M |
|
852
PUT
Toll Brothers
TOL
$14.1B
| $3.48M | 0.01% |
91,200
-122,200
| -57% | -$4.57M |
|
853
PUT
General Mills
GIS
$19.9B
| $3.47M | 0.01% |
62,300
-31,600
| -34% | -$1.77M |
|
854
Viatris
VTRS
$18.6B
| $3.47M | 0.01% |
+51,100
| New | +$3.61M |
|
855
Netflix
NFLX
$308B
| $3.46M | 0.01% |
368,620
+365,470
| +11,602% | +$3.06M |
|
|
AUY
856
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $3.45M | 0.01% |
1,151,000
-8,400
| -0.7% | -$30.7K |
|
857
CALL
BioMarin Pharmaceuticals
BMRN
$13.6B
| $3.42M | 0.01% |
+25,000
| New | +$3.1M |
|
|
YOKU
858
CALL
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $3.42M | 0.01% |
139,400
-1,276,600
| -90% | -$28.8M |
|
|
MRO
859
PUT
DELISTED
Marathon Oil Corporation
MRO
| $3.42M | 0.01% |
128,800
+95,400
| +286% | +$2.69M |
|
860
Goodyear
GT
$1.74B
| $3.41M | 0.01% |
113,101
-130,984
| -54% | -$3.89M |
|
861
PUT
VF Corp
VFC
$5.76B
| $3.4M | 0.01% |
51,826
+20,816
| +67% | +$1.41M |
|
862
Eaton
ETN
$183B
| $3.4M | 0.01% |
50,411
-10,951
| -18% | -$773K |
|
|
GRMN
863
Garmin
GRMN
$59.2B
| $3.4M | 0.01% |
77,434
+47,151
| +156% | +$2.17M |
|
864
PUT
Blackrock
BLK
$178B
| $3.39M | 0.01% |
9,800
-2,200
| -18% | -$802K |
|
865
CALL
United Therapeutics
UTHR
$22.2B
| $3.38M | 0.01% |
+19,400
| New | +$3.49M |
|
|
MXIM
866
PUT
DELISTED
Maxim Integrated Products
MXIM
| $3.36M | 0.01% |
97,300
-12,400
| -11% | -$424K |
|
867
PUT
Simon Property Group
SPG
$71.1B
| $3.36M | 0.01% |
19,400
-1,700
| -8% | -$312K |
|
868
PUT
Exelon
EXC
$46.3B
| $3.35M | 0.01% |
149,453
-42,621
| -22% | -$1.02M |
|
869
CALL
C.H. Robinson
CHRW
$17.2B
| $3.34M | 0.01% |
53,500
+47,600
| +807% | +$3.13M |
|
870
CALL
AutoZone
AZO
$49.5B
| $3.33M | 0.01% |
5,000
-21,900
| -81% | -$15M |
|
871
PUT
Eli Lilly
LLY
$1.07T
| $3.33M | 0.01% |
39,900
-69,200
| -63% | -$5.27M |
|
|
DISH
872
DELISTED
DISH Network Corp.
DISH
| $3.33M | 0.01% |
49,161
+45,986
| +1,448% | +$3.21M |
|
873
PUT
Wheaton Precious Metals
WPM
$61.7B
| $3.32M | 0.01% |
191,400
-49,000
| -20% | -$942K |
|
874
PUT
Tenet Healthcare
THC
$20.9B
| $3.31M | 0.01% |
57,300
+27,000
| +89% | +$1.38M |
|
|
CTXS
875
PUT
DELISTED
Citrix Systems Inc
CTXS
| $3.31M | 0.01% |
59,274
+57,014
| +2,523% | +$3.03M |
|
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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.