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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 | |
|---|---|---|---|---|---|---|
|
MW
651
CALL
DELISTED
THE MENS WAREHOUSE INC
MW
| $6.16M | 0.01% |
96,100
-43,900
| -31% | -$2.56M |
|
652
State Street SPDR S&P Retail ETF
XRT
$644M
| $6.14M | 0.01% |
124,478
-18,970
| -13% | -$944K |
|
653
CALL
Mattel
MAT
$4.25B
| $6.14M | 0.01% |
238,900
+46,700
| +24% | +$1.23M |
|
654
CALL
Groupon
GRPN
$895M
| $6.12M | 0.01% |
60,795
+16,235
| +36% | +$2.1M |
|
|
AGN
655
CALL
DELISTED
Allergan plc
AGN
| $6.07M | 0.01% |
20,000
-38,000
| -66% | -$11.3M |
|
|
PNK
656
PUT
DELISTED
Pinnacle Entertainment Inc.
PNK
| $6.03M | 0.01% |
161,600
+156,700
| +3,198% | +$5.76M |
|
657
CALL
Baxter International
BAX
$13.9B
| $5.98M | 0.01% |
157,406
+71,615
| +83% | +$2.68M |
|
|
QLIK
658
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $5.94M | 0.01% |
170,000
-199,800
| -54% | -$7.07M |
|
|
NS
659
PUT
DELISTED
NuStar Energy L.P.
NS
| $5.94M | 0.01% |
100,000
+99,300
| +14,186% | +$6.28M |
|
660
CALL
Bunge Global
BG
$21.7B
| $5.93M | 0.01% |
67,600
+30,800
| +84% | +$2.74M |
|
661
CALL
Ambarella
AMBA
$3.59B
| $5.92M | 0.01% |
57,700
+55,400
| +2,409% | +$4.84M |
|
|
ONIT
662
PUT
Onity Group
ONIT
$327M
| $5.91M | 0.01% |
38,640
+31,800
| +465% | +$4.62M |
|
|
BV
663
PUT
DELISTED
Bazaarvoice, Inc.
BV
| $5.89M | 0.01% |
+1,000,000
| New | +$5.81M |
|
|
SLCA
664
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $5.87M | 0.01% |
200,000
| – | – |
|
|
ALTR
665
CALL
DELISTED
Altera Corp
ALTR
| $5.87M | 0.01% |
114,700
| – | – |
|
666
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $5.86M | 0.01% |
190,152
+190,150
| +9,507,500% | +$6.21M |
|
|
POT
667
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $5.82M | 0.01% |
187,900
-75,600
| -29% | -$2.42M |
|
668
Northrop Grumman
NOC
$81.6B
| $5.8M | 0.01% |
36,561
+35,204
| +2,594% | +$5.64M |
|
669
CALL
Quest Diagnostics
DGX
$26.1B
| $5.79M | 0.01% |
79,800
+76,700
| +2,474% | +$5.66M |
|
670
CALL
United Airlines
UAL
$40.9B
| $5.78M | 0.01% |
109,000
-576,300
| -84% | -$33.4M |
|
|
WFT
671
PUT
DELISTED
Weatherford International plc
WFT
| $5.78M | 0.01% |
471,000
-20,100
| -4% | -$279K |
|
672
CALL
Weyerhaeuser
WY
$17.9B
| $5.76M | 0.01% |
182,900
-110,100
| -38% | -$3.54M |
|
673
CALL
PACCAR
PCAR
$68.7B
| $5.76M | 0.01% |
135,300
+130,500
| +2,719% | +$5.63M |
|
674
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$126B
| $5.74M | 0.01% |
140,300
+129,100
| +1,153% | +$5.55M |
|
675
Abercrombie & Fitch
ANF
$4.86B
| $5.68M | 0.01% |
264,096
-110,093
| -29% | -$2.42M |
|
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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.