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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 | |
|---|---|---|---|---|---|---|
3051
Ethan Allen Interiors
ETD
$603M
| $14K | ﹤0.01% |
+529
| New | +$13.7K |
|
3052
CALL
G-III Apparel Group
GIII
$1.5B
| $14K | ﹤0.01% |
200
-1,000
| -83% | -$61.2K |
|
3053
CALL
Howard Hughes
HHH
$4.03B
| $14K | ﹤0.01% |
105
| – | – |
|
3054
El Pollo Loco
LOCO
$462M
| $14K | ﹤0.01% |
653
-739
| -53% | -$17.9K |
|
3055
Methanex
MEOH
$4.12B
| $14K | ﹤0.01% |
253
-3,650
| -94% | -$206K |
|
3056
PUT
Martin Marietta Materials
MLM
$33B
| $14K | ﹤0.01% |
100
-24,700
| -100% | -$3.6M |
|
3057
PUT
Molina Healthcare
MOH
$10.3B
| $14K | ﹤0.01% |
200
-200
| -50% | -$13.4K |
|
3058
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $14K | ﹤0.01% |
+600
| New | +$14.3K |
|
|
RWT
3059
Redwood Trust
RWT
$594M
| $14K | ﹤0.01% |
874
+720
| +468% | +$12.2K |
|
3060
PUT
Sabre
SABR
$835M
| $14K | ﹤0.01% |
+600
| New | +$15.1K |
|
3061
Sabesp
SBS
$18.7B
| $14K | ﹤0.01% |
13,789
-34,043
| -71% | -$38.3K |
|
|
JRJC
3062
DELISTED
China Finance Online Co., Ltd.
JRJC
| $14K | ﹤0.01% |
256
+218
| +574% | +$12K |
|
|
BID
3063
CALL
DELISTED
Sotheby's
BID
| $14K | ﹤0.01% |
300
-3,100
| -91% | -$137K |
|
|
BID
3064
PUT
DELISTED
Sotheby's
BID
| $14K | ﹤0.01% |
300
-2,600
| -90% | -$115K |
|
|
ELLI
3065
CALL
DELISTED
Ellie Mae Inc
ELLI
| $14K | ﹤0.01% |
200
| – | – |
|
|
IMPV
3066
PUT
DELISTED
Imperva, Inc.
IMPV
| $14K | ﹤0.01% |
200
-2,800
| -93% | -$155K |
|
|
TUMI
3067
DELISTED
TUMI HLDGS INC COM
TUMI
| $14K | ﹤0.01% |
693
-5,418
| -89% | -$118K |
|
|
KING
3068
PUT
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $14K | ﹤0.01% |
1,000
-53,600
| -98% | -$831K |
|
|
ROSE
3069
PUT
DELISTED
ROSETTA RESOURCES INC
ROSE
| $14K | ﹤0.01% |
600
| – | – |
|
3070
CALL
Allstate
ALL
$67.5B
| $13K | ﹤0.01% |
200
-12,400
| -98% | -$850K |
|
3071
PUT
Apollo Global Management
APO
$73.4B
| $13K | ﹤0.01% |
600
+100
| +20% | +$2.2K |
|
3072
PUT
ArcBest
ARCB
$3.08B
| $13K | ﹤0.01% |
400
-1,500
| -79% | -$53.6K |
|
3073
CALL
Digital Realty Trust
DLR
$71.7B
| $13K | ﹤0.01% |
200
-4,800
| -96% | -$316K |
|
3074
Element Solutions
ESI
$9.23B
| $13K | ﹤0.01% |
521
+475
| +1,033% | +$12.8K |
|
3075
Kadant
KAI
$3.99B
| $13K | ﹤0.01% |
274
-2,352
| -90% | -$117K |
|
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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.