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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 | |
|---|---|---|---|---|---|---|
1676
CALL
Televisa
TV
$1.52B
| $450K | ﹤0.01% |
11,600
-6,700
| -37% | -$247K |
|
|
CLR
1677
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $450K | ﹤0.01% |
10,600
+10,100
| +2,020% | +$480K |
|
1678
Gen Digital
GEN
$17.5B
| $449K | ﹤0.01% |
19,312
-52,239
| -73% | -$1.27M |
|
1679
PUT
Magna International
MGA
$18.7B
| $449K | ﹤0.01% |
8,000
+5,800
| +264% | +$323K |
|
1680
Macerich
MAC
$6.9B
| $447K | ﹤0.01% |
5,989
-17,023
| -74% | -$1.38M |
|
1681
PUT
Prudential Financial
PRU
$42.1B
| $447K | ﹤0.01% |
5,100
-5,500
| -52% | -$467K |
|
1682
Accenture
ACN
$109B
| $446K | ﹤0.01% |
4,607
-57,873
| -93% | -$5.53M |
|
1683
PUT
Protolabs
PRLB
$2.14B
| $445K | ﹤0.01% |
+6,600
| New | +$466K |
|
1684
CALL
Northern Trust
NTRS
$34.4B
| $443K | ﹤0.01% |
5,800
+1,400
| +32% | +$104K |
|
1685
PUT
Akamai
AKAM
$16.9B
| $441K | ﹤0.01% |
6,300
-5,200
| -45% | -$386K |
|
1686
iShares MSCI South Africa ETF
EZA
$579M
| $441K | ﹤0.01% |
6,735
+6,734
| +673,400% | +$455K |
|
1687
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $441K | ﹤0.01% |
4,200
-10,800
| -72% | -$1.15M |
|
|
ARMH
1688
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $439K | ﹤0.01% |
8,900
+5,600
| +170% | +$291K |
|
1689
PUT
Generac Holdings
GNRC
$12.2B
| $438K | ﹤0.01% |
11,000
+6,700
| +156% | +$290K |
|
|
LOGM
1690
PUT
DELISTED
LogMein, Inc.
LOGM
| $438K | ﹤0.01% |
6,800
+6,200
| +1,033% | +$389K |
|
1691
PUT
Verisk Analytics
VRSK
$23.6B
| $437K | ﹤0.01% |
6,000
+5,400
| +900% | +$397K |
|
1692
AutoZone
AZO
$50.1B
| $434K | ﹤0.01% |
+651
| New | +$446K |
|
|
VISN
1693
PUT
Vistance Networks Inc
VISN
$2.63B
| $427K | ﹤0.01% |
14,000
+13,100
| +1,456% | +$398K |
|
1694
PUT
Host Hotels & Resorts
HST
$15.5B
| $427K | ﹤0.01% |
21,500
-204,900
| -91% | -$4.13M |
|
1695
PUT
Buckle
BKE
$2.4B
| $426K | ﹤0.01% |
9,300
-7,700
| -45% | -$355K |
|
|
RDC
1696
DELISTED
Rowan Companies Plc
RDC
| $426K | ﹤0.01% |
20,164
-36,976
| -65% | -$782K |
|
1697
Tronox
TROX
$993M
| $423K | ﹤0.01% |
28,923
+21,083
| +269% | +$397K |
|
1698
CALL
Huron Consulting
HURN
$2.42B
| $421K | ﹤0.01% |
+6,000
| New | +$393K |
|
1699
NVIDIA
NVDA
$5.27T
| $421K | ﹤0.01% |
836,440
-1,560,640
| -65% | -$846K |
|
1700
CALL
iShares US Transportation ETF
IYT
$2.27B
| $420K | ﹤0.01% |
11,600
+800
| +7% | +$30.7K |
|
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.