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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 | |
|---|---|---|---|---|---|---|
1176
CALL
Tractor Supply
TSCO
$18.5B
| $1.54M | ﹤0.01% |
85,500
+76,000
| +800% | +$1.35M |
|
|
DO
1177
DELISTED
Diamond Offshore Drilling
DO
| $1.53M | ﹤0.01% |
59,403
-36,272
| -38% | -$1.1M |
|
|
ARRS
1178
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $1.53M | ﹤0.01% |
50,000
+48,100
| +2,532% | +$1.56M |
|
|
ARRS
1179
PUT
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $1.53M | ﹤0.01% |
50,000
+47,500
| +1,900% | +$1.54M |
|
|
SPR
1180
CALL
DELISTED
Spirit AeroSystems
SPR
| $1.53M | ﹤0.01% |
27,700
+26,600
| +2,418% | +$1.43M |
|
|
RHT
1181
CALL
DELISTED
Red Hat Inc
RHT
| $1.52M | ﹤0.01% |
20,000
+13,400
| +203% | +$1.03M |
|
1182
PUT
iShares MSCI Singapore ETF
EWS
$1.17B
| $1.51M | ﹤0.01% |
60,000
| – | – |
|
|
TYC
1183
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $1.51M | ﹤0.01% |
37,436
-183,073
| -83% | -$7.81M |
|
1184
CALL
F5
FFIV
$23.6B
| $1.5M | ﹤0.01% |
12,500
+900
| +8% | +$111K |
|
|
P
1185
DELISTED
Pandora Media Inc
P
| $1.49M | ﹤0.01% |
96,142
+89,578
| +1,365% | +$1.57M |
|
|
YELL
1186
DELISTED
Yellow Corporation Common Stock
YELL
| $1.49M | ﹤0.01% |
114,982
+77,226
| +205% | +$1.15M |
|
1187
CALL
Fortinet
FTNT
$119B
| $1.49M | ﹤0.01% |
180,000
+174,500
| +3,173% | +$1.36M |
|
|
NSR
1188
DELISTED
Neustar Inc
NSR
| $1.48M | ﹤0.01% |
50,775
+21,495
| +73% | +$608K |
|
1189
Universal Health Services
UHS
$10.1B
| $1.48M | ﹤0.01% |
10,391
+9,794
| +1,641% | +$1.23M |
|
|
JKS
1190
CALL
JinkoSolar
JKS
$888M
| $1.48M | ﹤0.01% |
50,000
-2,600
| -5% | -$75.5K |
|
1191
Expeditors International
EXPD
$23.1B
| $1.47M | ﹤0.01% |
31,858
+8,027
| +34% | +$378K |
|
|
SHLD
1192
CALL
DELISTED
Sears Holding Corporation
SHLD
| $1.47M | ﹤0.01% |
55,000
-25,000
| -31% | -$964K |
|
1193
CALL
Yelp
YELP
$1.33B
| $1.47M | ﹤0.01% |
34,100
+20,300
| +147% | +$942K |
|
|
XEC
1194
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $1.47M | ﹤0.01% |
13,300
-42,300
| -76% | -$5.05M |
|
1195
CALL
Nu Skin
NUS
$238M
| $1.46M | ﹤0.01% |
31,000
+7,400
| +31% | +$400K |
|
1196
PUT
United States Natural Gas Fund
UNG
$496M
| $1.46M | ﹤0.01% |
6,731
-134,732
| -95% | -$29M |
|
|
CHL
1197
CALL
DELISTED
China Mobile Limited
CHL
| $1.46M | ﹤0.01% |
22,700
+2,200
| +11% | +$150K |
|
1198
PUT
Cleveland-Cliffs
CLF
$7.29B
| $1.44M | ﹤0.01% |
333,200
-169,700
| -34% | -$903K |
|
1199
CALL
VF Corp
VFC
$5.87B
| $1.44M | ﹤0.01% |
21,983
-4,142
| -16% | -$280K |
|
|
ARRY
1200
PUT
DELISTED
Array Biopharma Inc
ARRY
| $1.44M | ﹤0.01% |
+200,000
| New | +$1.48M |
|
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.