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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 | |
|---|---|---|---|---|---|---|
1301
Fossil Group
FOSL
$317M
| $1.1M | ﹤0.01% |
+15,876
| New | +$1.23M |
|
|
LKM
1302
DELISTED
Link Motion Inc.
LKM
| $1.1M | ﹤0.01% |
208,443
+156,480
| +301% | +$697K |
|
1303
CALL
US Physical Therapy
USPH
$1.22B
| $1.09M | ﹤0.01% |
+20,000
| New | +$991K |
|
1304
PUT
Vail Resorts
MTN
$5.21B
| $1.09M | ﹤0.01% |
10,000
+6,600
| +194% | +$690K |
|
1305
CALL
Teradyne
TER
$57.1B
| $1.09M | ﹤0.01% |
+56,600
| New | +$1.13M |
|
1306
CALL
iShares S&P 100 ETF
OEF
$20.5B
| $1.09M | ﹤0.01% |
12,000
-1,000
| -8% | -$92.5K |
|
1307
Bunge Global
BG
$21.6B
| $1.08M | ﹤0.01% |
12,311
-31,569
| -72% | -$2.81M |
|
1308
Bath & Body Works
BBWI
$3.89B
| $1.08M | ﹤0.01% |
+15,581
| New | +$1.12M |
|
1309
TC Energy
TRP
$66B
| $1.08M | ﹤0.01% |
26,570
+25,967
| +4,306% | +$1.14M |
|
1310
PUT
CBRE Group
CBRE
$41.7B
| $1.07M | ﹤0.01% |
29,000
+28,000
| +2,800% | +$1.06M |
|
1311
CALL
NetEase
NTES
$85.4B
| $1.07M | ﹤0.01% |
37,000
+36,500
| +7,300% | +$974K |
|
1312
PUT
Domino's
DPZ
$11.5B
| $1.07M | ﹤0.01% |
9,400
+6,200
| +194% | +$668K |
|
1313
Check Point Software Technologies
CHKP
$13.4B
| $1.06M | ﹤0.01% |
13,363
-24,428
| -65% | -$2.06M |
|
1314
Rockwell Automation
ROK
$48.3B
| $1.06M | ﹤0.01% |
8,502
+5,031
| +145% | +$606K |
|
1315
Blackrock
BLK
$175B
| $1.06M | ﹤0.01% |
3,058
+803
| +36% | +$293K |
|
1316
Weyerhaeuser
WY
$18.2B
| $1.05M | ﹤0.01% |
33,477
+15,928
| +91% | +$512K |
|
|
EXXI
1317
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $1.05M | ﹤0.01% |
400,000
+390,000
| +3,900% | +$1.44M |
|
1318
CALL
Kinross Gold
KGC
$32.5B
| $1.05M | ﹤0.01% |
452,300
-225,000
| -33% | -$536K |
|
1319
Royal Caribbean
RCL
$82.4B
| $1.05M | ﹤0.01% |
13,289
+10,560
| +387% | +$805K |
|
1320
CALL
LyondellBasell Industries
LYB
$20.2B
| $1.04M | ﹤0.01% |
10,100
+7,600
| +304% | +$765K |
|
1321
PUT
Cracker Barrel
CBRL
$1.25B
| $1.04M | ﹤0.01% |
7,000
+5,100
| +268% | +$726K |
|
1322
PUT
Patterson-UTI
PTEN
$4.19B
| $1.04M | ﹤0.01% |
55,400
+45,700
| +471% | +$948K |
|
|
PARA
1323
DELISTED
Paramount Global Class B
PARA
| $1.04M | ﹤0.01% |
18,701
+5,826
| +45% | +$352K |
|
|
STI
1324
DELISTED
SunTrust Banks, Inc.
STI
| $1.04M | ﹤0.01% |
24,102
-97,506
| -80% | -$4.14M |
|
1325
PUT
Estee Lauder
EL
$31.5B
| $1.03M | ﹤0.01% |
11,900
+1,900
| +19% | +$164K |
|
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.