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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 | |
|---|---|---|---|---|---|---|
826
Mastercard
MA
$492B
| $3.7M | 0.01% |
39,625
-102,415
| -72% | -$9.4M |
|
827
PUT
Sinclair Inc
SBGI
$989M
| $3.69M | 0.01% |
132,200
+27,100
| +26% | +$818K |
|
828
PUT
Hershey
HSY
$36.6B
| $3.68M | 0.01% |
41,400
+38,400
| +1,280% | +$3.62M |
|
829
PUT
NETSCOUT
NTCT
$2.81B
| $3.67M | 0.01% |
100,000
+99,100
| +11,011% | +$4.07M |
|
830
CALL
DaVita
DVA
$11.4B
| $3.66M | 0.01% |
+46,100
| New | +$3.79M |
|
831
CALL
Archer Daniels Midland
ADM
$38.8B
| $3.66M | 0.01% |
75,900
+4,900
| +7% | +$247K |
|
832
CALL
Marvell Technology
MRVL
$191B
| $3.65M | 0.01% |
277,200
+269,500
| +3,500% | +$3.87M |
|
|
SWC
833
DELISTED
Stillwater Mining Co
SWC
| $3.65M | 0.01% |
315,318
-82,939
| -21% | -$1.12M |
|
834
PUT
Celanese
CE
$4.92B
| $3.64M | 0.01% |
50,600
+36,800
| +267% | +$2.45M |
|
835
PUT
Western Union
WU
$2.2B
| $3.64M | 0.01% |
179,000
+67,200
| +60% | +$1.43M |
|
836
SM Energy
SM
$7.73B
| $3.63M | 0.01% |
78,705
-28,477
| -27% | -$1.5M |
|
|
BMS
837
CALL
DELISTED
Bemis
BMS
| $3.61M | 0.01% |
80,200
-6,400
| -7% | -$293K |
|
838
PUT
CSX Corp
CSX
$92.5B
| $3.6M | 0.01% |
331,200
-282,900
| -46% | -$3.28M |
|
839
CALL
Blackrock
BLK
$178B
| $3.6M | 0.01% |
10,400
+10,000
| +2,500% | +$3.65M |
|
|
VNET
840
CALL
VNET Group
VNET
$2.14B
| $3.59M | 0.01% |
175,100
+119,100
| +213% | +$2.39M |
|
|
ANDV
841
PUT
DELISTED
Andeavor
ANDV
| $3.59M | 0.01% |
42,500
-338,600
| -89% | -$29.4M |
|
|
CB
842
CALL
DELISTED
CHUBB CORPORATION
CB
| $3.59M | 0.01% |
37,700
-300
| -0.8% | -$29.6K |
|
|
FSL
843
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $3.57M | 0.01% |
89,289
+87,885
| +6,260% | +$3.65M |
|
844
PUT
Visa
V
$677B
| $3.56M | 0.01% |
53,000
+18,000
| +51% | +$1.22M |
|
845
PUT
GSK
GSK
$102B
| $3.55M | 0.01% |
68,160
+68,000
| +42,500% | +$3.83M |
|
|
HDS
846
DELISTED
HD Supply Holdings, Inc.
HDS
| $3.55M | 0.01% |
100,875
+99,324
| +6,404% | +$3.3M |
|
847
PUT
MaxLinear
MXL
$6.26B
| $3.55M | 0.01% |
+293,100
| New | +$2.94M |
|
|
SAVE
848
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $3.54M | 0.01% |
57,100
+53,000
| +1,293% | +$3.61M |
|
849
CALL
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $3.54M | 0.01% |
22,900
+20,700
| +941% | +$3.17M |
|
850
CALL
Take-Two Interactive
TTWO
$46.8B
| $3.53M | 0.01% |
128,000
+18,000
| +16% | +$473K |
|
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.