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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 | |
|---|---|---|---|---|---|---|
1726
CALL
Centene
CNC
$32.9B
| $402K | ﹤0.01% |
10,000
+6,200
| +163% | +$223K |
|
1727
PUT
TD Synnex
SNX
$20.3B
| $402K | ﹤0.01% |
11,000
+8,200
| +293% | +$326K |
|
1728
Prologis
PLD
$132B
| $401K | ﹤0.01% |
+10,816
| New | +$440K |
|
|
CAB
1729
CALL
DELISTED
Cabela's Inc
CAB
| $400K | ﹤0.01% |
8,000
+3,800
| +90% | +$201K |
|
1730
Cleveland-Cliffs
CLF
$7.13B
| $398K | ﹤0.01% |
91,912
+87,956
| +2,223% | +$468K |
|
1731
CALL
Willis Towers Watson
WTW
$31.9B
| $398K | ﹤0.01% |
+3,209
| New | +$409K |
|
|
NTRI
1732
PUT
DELISTED
NutriSystem, Inc.
NTRI
| $398K | ﹤0.01% |
+16,000
| New | +$359K |
|
|
BDSI
1733
CALL
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $398K | ﹤0.01% |
+50,000
| New | +$430K |
|
1734
PUT
Northrop Grumman
NOC
$82.1B
| $397K | ﹤0.01% |
2,500
-9,500
| -79% | -$1.52M |
|
|
WBA
1735
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $397K | ﹤0.01% |
4,700
-407,000
| -99% | -$35.1M |
|
|
WCN
1736
CALL
Waste Connections
WCN
$41.9B
| $396K | ﹤0.01% |
+12,600
| New | +$402K |
|
1737
CF Industries
CF
$18.4B
| $392K | ﹤0.01% |
6,102
-2,083
| -25% | -$127K |
|
1738
PUT
Lands' End
LE
$402M
| $392K | ﹤0.01% |
15,800
-2,300
| -13% | -$66.1K |
|
|
ENT
1739
CALL
DELISTED
Global Eagle Entertainment Inc.
ENT
| $391K | ﹤0.01% |
+1,200
| New | +$401K |
|
1740
CALL
Cboe Global Markets
CBOE
$29.8B
| $390K | ﹤0.01% |
6,800
-2,300
| -25% | -$133K |
|
1741
CALL
Burlington
BURL
$23.4B
| $389K | ﹤0.01% |
7,600
+7,500
| +7,500% | +$401K |
|
1742
PUT
Equifax
EFX
$21.3B
| $388K | ﹤0.01% |
+4,000
| New | +$390K |
|
|
MRSH
1743
Marsh
MRSH
$91B
| $388K | ﹤0.01% |
6,841
+3,425
| +100% | +$198K |
|
|
MIC
1744
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $388K | ﹤0.01% |
4,700
+4,300
| +1,075% | +$363K |
|
|
JOY
1745
CALL
DELISTED
Joy Global Inc
JOY
| $388K | ﹤0.01% |
10,700
+9,000
| +529% | +$362K |
|
1746
Franco-Nevada
FNV
$46.5B
| $387K | ﹤0.01% |
8,112
-57,902
| -88% | -$2.94M |
|
1747
PUT
MannKind Corp
MNKD
$1.26B
| $387K | ﹤0.01% |
+13,580
| New | +$347K |
|
1748
CALL
Texas Instruments
TXN
$256B
| $386K | ﹤0.01% |
7,500
+2,000
| +36% | +$110K |
|
1749
CALL
TJX Companies
TJX
$175B
| $384K | ﹤0.01% |
11,600
-55,000
| -83% | -$1.83M |
|
|
ARO
1750
DELISTED
Aeropostale Inc
ARO
| $381K | ﹤0.01% |
+235,217
| New | +$620K |
|
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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.