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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
(+12%)
Cap. Flow
+$144M
Cap. Flow
% of AUM
0.3%
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 | Miscellaneous | 94.81% |
| 2 | Technology | 0.93% |
| 3 | Consumer Discretionary | 0.7% |
| 4 | Financials | 0.69% |
| 5 | Energy | 0.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
701
PUT
Nucor
NUE
$58.2B
| $5.2M | 0.01% |
118,000
+110,400
| +1,453% | +$5.3M |
|
702
CALL
T-Mobile US
TMUS
$195B
| $5.18M | 0.01% |
+133,500
| New | +$4.78M |
|
703
PUT
Bath & Body Works
BBWI
$3.81B
| $5.15M | 0.01% |
74,344
+45,893
| +161% | +$3.29M |
|
|
JCP
704
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.13M | 0.01% |
605,800
-132,700
| -18% | -$1.14M |
|
705
PUT
Emerson Electric
EMR
$84.9B
| $5.12M | 0.01% |
92,400
-69,500
| -43% | -$4.08M |
|
706
CALL
General Dynamics
GD
$96.5B
| $5.07M | 0.01% |
35,800
+33,900
| +1,784% | +$4.71M |
|
707
Starbucks
SBUX
$116B
| $5.06M | 0.01% |
94,356
-43,040
| -31% | -$2.18M |
|
|
RAD
708
PUT
DELISTED
Rite Aid Corporation
RAD
| $5.05M | 0.01% |
30,245
-65,610
| -68% | -$11M |
|
709
CALL
Amgen
AMGN
$213B
| $5.04M | 0.01% |
32,800
+22,800
| +228% | +$3.65M |
|
|
710
CALL
Emerson Electric
EMR
$84.9B
| $5.03M | 0.01% |
90,800
-400
| -0.4% | -$23.5K |
|
|
POT
711
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $5.03M | 0.01% |
162,500
-120,800
| -43% | -$3.87M |
|
712
GE Aerospace
GE
$347B
| $5.02M | 0.01% |
39,403
-33,590
| -46% | -$4.36M |
|
|
SODA
713
CALL
DELISTED
SodaStream International Ltd
SODA
| $5M | 0.01% |
+236,800
| New | +$5.01M |
|
714
CALL
The Mosaic Company
MOS
$8.43B
| $4.96M | 0.01% |
105,900
-41,800
| -28% | -$1.9M |
|
715
PUT
Range Resources
RRC
$9.79B
| $4.94M | 0.01% |
100,000
| – | – |
|
716
CALL
Cummins
CMI
$77.3B
| $4.93M | 0.01% |
37,600
-10,700
| -22% | -$1.47M |
|
|
MTOR
717
PUT
DELISTED
MERITOR, Inc.
MTOR
| $4.92M | 0.01% |
375,000
+374,900
| +374,900% | +$5.03M |
|
|
MBLY
718
CALL
DELISTED
Mobileye N.V.
MBLY
| $4.92M | 0.01% |
92,500
-8,000
| -8% | -$379K |
|
719
PUT
NextEra Energy
NEE
$175B
| $4.9M | 0.01% |
200,000
-22,400
| -10% | -$569K |
|
720
Ralph Lauren
RL
$20.7B
| $4.9M | 0.01% |
37,007
-98
| -0.3% | -$13.2K |
|
|
AGU
721
PUT
DELISTED
Agrium
AGU
| $4.9M | 0.01% |
46,200
+15,500
| +50% | +$1.63M |
|
|
MTOR
722
CALL
DELISTED
MERITOR, Inc.
MTOR
| $4.9M | 0.01% |
373,200
+368,700
| +8,193% | +$4.95M |
|
|
WWAV
723
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $4.89M | 0.01% |
100,000
+97,000
| +3,233% | +$4.55M |
|
724
PUT
Genworth Financial
GNW
$3.94B
| $4.88M | 0.01% |
645,000
+243,400
| +61% | +$1.94M |
|
|
AKRX
725
CALL
DELISTED
Akorn Inc
AKRX
| $4.87M | 0.01% |
+111,500
| New | +$5.16M |
|
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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's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.