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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 | |
|---|---|---|---|---|---|---|
|
BGC
1626
CALL
DELISTED
General Cable Corporation
BGC
| $493K | ﹤0.01% |
25,000
+21,000
| +525% | +$390K |
|
1627
CALL
Bank of Montreal
BMO
$127B
| $491K | ﹤0.01% |
8,300
-200
| -2% | -$12.6K |
|
1628
CALL
Hecla Mining
HL
$11.8B
| $491K | ﹤0.01% |
186,500
-50,100
| -21% | -$154K |
|
1629
PUT
KB Home
KBH
$3.47B
| $491K | ﹤0.01% |
29,600
+4,700
| +19% | +$71.7K |
|
1630
CALL
Seagate
STX
$182B
| $490K | ﹤0.01% |
10,300
-8,200
| -44% | -$453K |
|
|
FISV
1631
Fiserv Inc
FISV
$27.8B
| $486K | ﹤0.01% |
11,742
+5,776
| +97% | +$232K |
|
1632
CDW
CDW
$17.1B
| $485K | ﹤0.01% |
+14,155
| New | +$528K |
|
1633
CALL
Associated Banc-Corp
ASB
$5.92B
| $484K | ﹤0.01% |
+23,900
| New | +$462K |
|
1634
Oil States International
OIS
$534M
| $484K | ﹤0.01% |
13,010
-50
| -0.4% | -$2.1K |
|
|
MMP
1635
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $484K | ﹤0.01% |
6,600
-400
| -6% | -$32.1K |
|
1636
Ambarella
AMBA
$3.6B
| $483K | ﹤0.01% |
4,707
+2,226
| +90% | +$195K |
|
1637
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$206M
| $483K | ﹤0.01% |
31
| – | – |
|
1638
NCR Voyix
VYX
$1.09B
| $482K | ﹤0.01% |
+26,108
| New | +$483K |
|
|
HOUS
1639
PUT
DELISTED
Anywhere Real Estate
HOUS
| $481K | ﹤0.01% |
10,300
+8,500
| +472% | +$395K |
|
|
PMCS
1640
DELISTED
P M C SIERRA INC
PMCS
| $481K | ﹤0.01% |
56,143
-37,019
| -40% | -$331K |
|
1641
Petrobras
PBR
$118B
| $480K | ﹤0.01% |
53,000
-1,374,107
| -96% | -$12.3M |
|
|
SWI
1642
PUT
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $480K | ﹤0.01% |
10,400
+7,900
| +316% | +$388K |
|
|
KERX
1643
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $479K | ﹤0.01% |
+47,962
| New | +$514K |
|
|
OREX
1644
DELISTED
Orexigen Therapeutics, Inc.
OREX
| $479K | ﹤0.01% |
+9,677
| New | +$579K |
|
1645
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $478K | ﹤0.01% |
17,400
+16,400
| +1,640% | +$445K |
|
1646
PUT
AeroVironment
AVAV
$9.57B
| $477K | ﹤0.01% |
18,300
+17,500
| +2,188% | +$462K |
|
1647
PUT
Toronto Dominion Bank
TD
$200B
| $477K | ﹤0.01% |
11,200
-300
| -3% | -$13.4K |
|
1648
iShares Core US Aggregate Bond ETF
AGG
$137B
| $476K | ﹤0.01% |
4,374
+4,373
| +437,300% | +$481K |
|
|
MMP
1649
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $470K | ﹤0.01% |
6,400
+2,300
| +56% | +$185K |
|
|
WIRE
1650
CALL
DELISTED
Encore Wire Corp
WIRE
| $469K | ﹤0.01% |
+10,600
| New | +$460K |
|
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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.