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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 | |
|---|---|---|---|---|---|---|
576
CALL
Prudential Financial
PRU
$43B
| $7.58M | 0.02% |
86,600
+58,300
| +206% | +$4.95M |
|
|
WWAV
577
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $7.54M | 0.02% |
154,200
+151,300
| +5,217% | +$7.09M |
|
578
CALL
Radian Group
RDN
$4.92B
| $7.5M | 0.02% |
400,000
+372,700
| +1,365% | +$6.7M |
|
|
PNRA
579
PUT
DELISTED
Panera Bread Co
PNRA
| $7.48M | 0.02% |
42,800
-110,700
| -72% | -$19.9M |
|
|
BWLD
580
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $7.44M | 0.02% |
47,500
-29,100
| -38% | -$4.76M |
|
581
PUT
Wynn Resorts
WYNN
$10.5B
| $7.44M | 0.02% |
75,400
+16,400
| +28% | +$1.85M |
|
|
ESRX
582
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $7.43M | 0.02% |
83,500
+18,700
| +29% | +$1.63M |
|
|
GOLD
583
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $7.42M | 0.02% |
111,634
-24,965
| -18% | -$1.8M |
|
584
PUT
Williams-Sonoma
WSM
$28.5B
| $7.42M | 0.02% |
180,400
+168,000
| +1,355% | +$6.57M |
|
585
PUT
Marathon Petroleum
MPC
$100B
| $7.41M | 0.02% |
141,600
-22,600
| -14% | -$1.15M |
|
586
CALL
Newmont
NEM
$120B
| $7.39M | 0.02% |
316,400
-56,300
| -15% | -$1.41M |
|
587
NiSource
NI
$20.2B
| $7.34M | 0.02% |
+409,829
| New | +$7.29M |
|
|
CXO
588
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $7.32M | 0.02% |
64,300
+59,100
| +1,137% | +$7.16M |
|
589
PUT
Polaris
PII
$3.91B
| $7.32M | 0.02% |
49,400
+36,900
| +295% | +$5.31M |
|
590
PUT
United Parks & Resorts
PRKS
$2.04B
| $7.3M | 0.02% |
396,200
+386,400
| +3,943% | +$8.01M |
|
591
PUT
Starbucks
SBUX
$124B
| $7.26M | 0.02% |
135,400
-959,400
| -88% | -$48.7M |
|
592
PUT
Murphy Oil
MUR
$4.99B
| $7.16M | 0.02% |
172,300
-63,000
| -27% | -$2.87M |
|
|
AM
593
CALL
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $7.16M | 0.02% |
+250,000
| New | +$6.72M |
|
|
DNKN
594
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $7.15M | 0.02% |
130,000
-21,000
| -14% | -$1.09M |
|
595
Western Digital
WDC
$168B
| $7.11M | 0.02% |
119,878
+106,045
| +767% | +$7.6M |
|
596
PUT
Intuitive Surgical
ISRG
$142B
| $7.07M | 0.01% |
131,400
-847,800
| -87% | -$47.4M |
|
|
CBI
597
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $7.06M | 0.01% |
141,100
+101,200
| +254% | +$5.26M |
|
598
PUT
C.H. Robinson
CHRW
$17.5B
| $7.06M | 0.01% |
113,100
+107,800
| +2,034% | +$7.1M |
|
599
PUT
CF Industries
CF
$17.7B
| $7.06M | 0.01% |
109,800
-17,200
| -14% | -$1.05M |
|
600
PUT
Aflac
AFL
$60.7B
| $7.04M | 0.01% |
226,200
-47,000
| -17% | -$1.49M |
|
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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.