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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 | |
|---|---|---|---|---|---|---|
676
MGIC Investment
MTG
$6.3B
| $5.66M | 0.01% |
497,108
+414,868
| +504% | +$4.43M |
|
677
CALL
NetApp
NTAP
$39.4B
| $5.61M | 0.01% |
177,800
+154,600
| +666% | +$5.36M |
|
678
CALL
Cheniere Energy
LNG
$55.4B
| $5.58M | 0.01% |
80,600
-37,200
| -32% | -$2.79M |
|
679
CALL
NiSource
NI
$20.2B
| $5.49M | 0.01% |
306,164
+274,606
| +870% | +$4.89M |
|
680
APA Corp
APA
$14.1B
| $5.48M | 0.01% |
95,161
-101,881
| -52% | -$6.42M |
|
|
X
681
CALL
DELISTED
US Steel
X
| $5.48M | 0.01% |
265,700
-278,200
| -51% | -$6.82M |
|
682
United Parks & Resorts
PRKS
$2.01B
| $5.46M | 0.01% |
296,386
+282,297
| +2,004% | +$5.85M |
|
683
CALL
Chevron
CVX
$386B
| $5.45M | 0.01% |
56,500
-102,600
| -64% | -$10.8M |
|
684
CALL
Teck Resources
TECK
$32.9B
| $5.45M | 0.01% |
550,000
+205,900
| +60% | +$2.66M |
|
|
685
PUT
Teck Resources
TECK
$32.9B
| $5.45M | 0.01% |
550,000
+512,500
| +1,367% | +$6.62M |
|
686
CALL
Zoetis
ZTS
$29.9B
| $5.4M | 0.01% |
+112,000
| New | +$5.35M |
|
|
JOYY
687
CALL
JOYY Inc
JOYY
$3.77B
| $5.38M | 0.01% |
77,400
+68,900
| +811% | +$4.6M |
|
688
CALL
Pentair
PNR
$10.6B
| $5.38M | 0.01% |
116,440
+77,279
| +197% | +$3.27M |
|
|
SDRL
689
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $5.37M | 0.01% |
1,937
+125
| +7% | +$403K |
|
|
JNPR
690
DELISTED
Juniper Networks
JNPR
| $5.36M | 0.01% |
206,475
+183,068
| +782% | +$4.81M |
|
691
CALL
Lumen
LUMN
$6.53B
| $5.35M | 0.01% |
182,000
+120,800
| +197% | +$4.11M |
|
692
PUT
Open Text
OTEX
$5.7B
| $5.34M | 0.01% |
263,600
+235,600
| +841% | +$5.68M |
|
693
CALL
Suncor Energy
SU
$74.6B
| $5.31M | 0.01% |
193,000
+19,800
| +11% | +$598K |
|
694
PUT
Bristol-Myers Squibb
BMY
$130B
| $5.3M | 0.01% |
79,700
-130,500
| -62% | -$8.6M |
|
695
CALL
Herbalife
HLF
$1.23B
| $5.29M | 0.01% |
192,000
-469,600
| -71% | -$11.4M |
|
|
BIG
696
CALL
DELISTED
Big Lots, Inc.
BIG
| $5.25M | 0.01% |
116,800
+108,500
| +1,307% | +$5.05M |
|
|
QUNR
697
CALL
DELISTED
Qunar Cayman Islands Limited
QUNR
| $5.24M | 0.01% |
+122,300
| New | +$5.73M |
|
|
MNDT
698
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $5.23M | 0.01% |
107,000
-164,200
| -61% | -$7.44M |
|
699
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $5.22M | 0.01% |
244,005
-385,829
| -61% | -$8.33M |
|
700
CALL
Qorvo
QRVO
$8.53B
| $5.22M | 0.01% |
65,000
+63,955
| +6,120% | +$4.96M |
|
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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.