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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Honeywell
HON
$73.6B
| $1.86M | ﹤0.01% |
20,255
-46,519
| -70% | -$4.34M |
|
1102
PUT
AngloGold Ashanti
AU
$49.2B
| $1.84M | ﹤0.01% |
206,000
+196,900
| +2,164% | +$2M |
|
1103
CALL
Dick's Sporting Goods
DKS
$18.4B
| $1.84M | ﹤0.01% |
35,600
-1,500
| -4% | -$82.5K |
|
1104
Humana
HUM
$45B
| $1.84M | ﹤0.01% |
9,615
+7,026
| +271% | +$1.3M |
|
1105
CALL
Coca-Cola Europacific Partners
CCEP
$47B
| $1.83M | ﹤0.01% |
42,200
+32,700
| +344% | +$1.47M |
|
1106
CALL
PVH
PVH
$3.94B
| $1.83M | ﹤0.01% |
15,900
+14,300
| +894% | +$1.55M |
|
|
AM
1107
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $1.83M | ﹤0.01% |
+63,850
| New | +$1.72M |
|
|
PAY
1108
DELISTED
Verifone Systems Inc
PAY
| $1.82M | ﹤0.01% |
+53,690
| New | +$1.95M |
|
1109
PG&E
PCG
$38.2B
| $1.82M | ﹤0.01% |
37,082
+36,272
| +4,478% | +$1.89M |
|
1110
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $1.82M | ﹤0.01% |
46,461
+46,460
| +4,646,000% | +$1.84M |
|
1111
Vipshop
VIPS
$7.24B
| $1.81M | ﹤0.01% |
+81,168
| New | +$2.15M |
|
1112
CALL
MBIA
MBI
$257M
| $1.8M | ﹤0.01% |
300,000
+298,500
| +19,900% | +$2.7M |
|
|
CMCSK
1113
CALL
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $1.8M | ﹤0.01% |
+30,000
| New | +$1.8M |
|
|
AUQ
1114
CALL
DELISTED
AURICO GOLD INC COM
AUQ
| $1.8M | ﹤0.01% |
+632,500
| New | +$2.08M |
|
1115
GoPro
GPRO
$106M
| $1.79M | ﹤0.01% |
34,032
+32,390
| +1,973% | +$1.66M |
|
|
ACAS
1116
PUT
DELISTED
American Capital Ltd
ACAS
| $1.79M | ﹤0.01% |
131,800
-6,500
| -5% | -$94.4K |
|
1117
CALL
Consolidated Edison
ED
$39.7B
| $1.78M | ﹤0.01% |
30,700
+24,500
| +395% | +$1.48M |
|
1118
Lockheed Martin
LMT
$138B
| $1.77M | ﹤0.01% |
9,547
-706
| -7% | -$136K |
|
1119
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $1.77M | ﹤0.01% |
90,400
-2,200
| -2% | -$45.3K |
|
1120
PUT
Charter Communications
CHTR
$18.8B
| $1.76M | ﹤0.01% |
+10,300
| New | +$1.85M |
|
1121
Interactive Brokers
IBKR
$40.7B
| $1.76M | ﹤0.01% |
169,468
+163,744
| +2,861% | +$1.49M |
|
1122
CALL
Conagra Brands
CAG
$7.14B
| $1.75M | ﹤0.01% |
51,272
-78,899
| -61% | -$2.37M |
|
|
TUP
1123
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $1.74M | ﹤0.01% |
+27,000
| New | +$1.81M |
|
1124
CALL
Darden Restaurants
DRI
$24.9B
| $1.74M | ﹤0.01% |
27,296
-343,663
| -93% | -$20.3M |
|
1125
Eli Lilly
LLY
$1.09T
| $1.74M | ﹤0.01% |
20,778
+15,313
| +280% | +$1.17M |
|
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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.