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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 | |
|---|---|---|---|---|---|---|
|
CTRX
2676
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $36K | ﹤0.01% |
591
-1,307
| -69% | -$78.4K |
|
2677
PUT
Copart
CPRT
$27.5B
| $35K | ﹤0.01% |
8,000
-16,000
| -67% | -$72.1K |
|
2678
PUT
Cemex
CX
$16.3B
| $35K | ﹤0.01% |
4,162
-15,010
| -78% | -$134K |
|
2679
Invesco Mortgage Capital
IVR
$805M
| $35K | ﹤0.01% |
245
-293
| -54% | -$45.8K |
|
2680
CALL
ON Semiconductor
ON
$31.6B
| $35K | ﹤0.01% |
3,000
+2,800
| +1,400% | +$34.4K |
|
2681
PUT
SAP
SAP
$238B
| $35K | ﹤0.01% |
500
-78,500
| -99% | -$5.82M |
|
2682
Snap-on
SNA
$21.5B
| $35K | ﹤0.01% |
217
-8,568
| -98% | -$1.32M |
|
|
NUAN
2683
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $35K | ﹤0.01% |
+2,310
| New | +$32.6K |
|
|
SONC
2684
PUT
DELISTED
Sonic Corp
SONC
| $35K | ﹤0.01% |
1,200
-100
| -8% | -$3.07K |
|
|
PNK
2685
DELISTED
Pinnacle Entertainment Inc.
PNK
| $35K | ﹤0.01% |
935
+94
| +11% | +$3.46K |
|
|
DNY
2686
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
| $35K | ﹤0.01% |
2,000
| – | – |
|
2687
CALL
Ameren
AEE
$30.1B
| $34K | ﹤0.01% |
900
-20,100
| -96% | -$807K |
|
2688
PUT
First Majestic Silver
AG
$9.07B
| $34K | ﹤0.01% |
7,000
-4,000
| -36% | -$20.3K |
|
2689
PUT
Caesarstone
CSTE
$79.5M
| $34K | ﹤0.01% |
500
-200
| -29% | -$12.4K |
|
2690
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $34K | ﹤0.01% |
1,893
+1,892
| +189,200% | +$33.7K |
|
2691
EPAM Systems
EPAM
$5.03B
| $34K | ﹤0.01% |
482
-1,336
| -73% | -$91.6K |
|
2692
PUT
InterDigital
IDCC
$8.89B
| $34K | ﹤0.01% |
600
-600
| -50% | -$33.5K |
|
2693
CALL
Jones Lang LaSalle
JLL
$16.7B
| $34K | ﹤0.01% |
200
-400
| -67% | -$67.5K |
|
2694
CALL
Norwegian Cruise Line
NCLH
$8.84B
| $34K | ﹤0.01% |
600
+300
| +100% | +$16.1K |
|
2695
CALL
Oil States International
OIS
$491M
| $34K | ﹤0.01% |
900
-800
| -47% | -$33.7K |
|
2696
CALL
TFS Financial
TFSL
$4.93B
| $34K | ﹤0.01% |
2,000
| – | – |
|
2697
CALL
Trinity Industries
TRN
$2.38B
| $34K | ﹤0.01% |
1,806
-595,325
| -100% | -$13.3M |
|
2698
PUT
Unilever
UL
$136B
| $34K | ﹤0.01% |
711
-11,378
| -94% | -$562K |
|
2699
CALL
Upbound Group
UPBD
$1.16B
| $34K | ﹤0.01% |
1,200
| – | – |
|
|
IMPV
2700
CALL
DELISTED
Imperva, Inc.
IMPV
| $34K | ﹤0.01% |
500
-2,500
| -83% | -$138K |
|
Similar funds
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.