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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 | |
|---|---|---|---|---|---|---|
1351
CALL
Standard BioTools
LAB
$272M
| $968K | ﹤0.01% |
+40,000
| New | +$1.26M |
|
|
ARMH
1352
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $967K | ﹤0.01% |
19,600
+14,100
| +256% | +$733K |
|
1353
SLM Corp
SLM
$4.94B
| $966K | ﹤0.01% |
97,833
+93,231
| +2,026% | +$943K |
|
1354
CALL
Constellation Brands
STZ
$20.7B
| $963K | ﹤0.01% |
8,300
-600
| -7% | -$70.8K |
|
1355
CALL
FirstEnergy
FE
$26.9B
| $960K | ﹤0.01% |
29,500
+23,100
| +361% | +$808K |
|
1356
PUT
Dominion Energy
D
$58.2B
| $957K | ﹤0.01% |
14,300
-12,200
| -46% | -$858K |
|
|
SGYP
1357
PUT
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
| $957K | ﹤0.01% |
+115,300
| New | +$559K |
|
1358
PUT
Cognizant
CTSH
$27B
| $954K | ﹤0.01% |
15,600
-138,900
| -90% | -$8.72M |
|
1359
CALL
CME Group
CME
$100B
| $950K | ﹤0.01% |
10,200
-22,000
| -68% | -$2.05M |
|
1360
PUT
Deckers Outdoor
DECK
$11.2B
| $943K | ﹤0.01% |
78,600
-213,000
| -73% | -$2.62M |
|
1361
CALL
Domino's
DPZ
$11.1B
| $941K | ﹤0.01% |
8,300
+5,600
| +207% | +$604K |
|
|
MON
1362
PUT
DELISTED
Monsanto Co
MON
| $939K | ﹤0.01% |
8,800
-16,100
| -65% | -$1.87M |
|
1363
CALL
GoPro
GPRO
$301M
| $936K | ﹤0.01% |
17,800
+15,200
| +585% | +$781K |
|
1364
CALL
Apollo Global Management
APO
$77.8B
| $931K | ﹤0.01% |
+42,000
| New | +$922K |
|
1365
CALL
Akamai
AKAM
$15.2B
| $930K | ﹤0.01% |
13,300
+8,700
| +189% | +$646K |
|
|
MRSH
1366
PUT
Marsh
MRSH
$86.1B
| $930K | ﹤0.01% |
16,400
-2,800
| -15% | -$162K |
|
|
MDCO
1367
CALL
DELISTED
Medicines Co
MDCO
| $930K | ﹤0.01% |
+32,500
| New | +$905K |
|
1368
Fluor
FLR
$7.57B
| $924K | ﹤0.01% |
17,432
+5,753
| +49% | +$332K |
|
1369
PUT
Iron Mountain
IRM
$34.6B
| $924K | ﹤0.01% |
29,800
+29,500
| +9,833% | +$1.03M |
|
1370
ON Semiconductor
ON
$27.7B
| $916K | ﹤0.01% |
78,325
+45,597
| +139% | +$559K |
|
|
SYKE
1371
PUT
DELISTED
SYKES Enterprises Inc
SYKE
| $909K | ﹤0.01% |
+37,500
| New | +$927K |
|
1372
Open Text
OTEX
$5.66B
| $906K | ﹤0.01% |
44,716
+39,358
| +735% | +$948K |
|
|
ADT
1373
CALL
DELISTED
ADT Corp
ADT
| $905K | ﹤0.01% |
27,000
-208,500
| -89% | -$7.94M |
|
1374
Invesco Senior Loan ETF
BKLN
$6.77B
| $900K | ﹤0.01% |
37,837
-145,208
| -79% | -$3.5M |
|
1375
Palo Alto Networks
PANW
$275B
| $900K | ﹤0.01% |
+30,912
| New | +$825K |
|
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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.