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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 | |
|---|---|---|---|---|---|---|
|
MLNX
1901
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $243K | ﹤0.01% |
5,000
+4,600
| +1,150% | +$223K |
|
1902
CALL
BJ's Restaurants
BJRI
$1.48B
| $242K | ﹤0.01% |
5,000
-4,300
| -46% | -$208K |
|
|
NLSN
1903
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $242K | ﹤0.01% |
5,400
-2,000
| -27% | -$90.6K |
|
1904
CALL
Magna International
MGA
$18.8B
| $241K | ﹤0.01% |
4,300
-3,300
| -43% | -$184K |
|
1905
iShares S&P 100 ETF
OEF
$20.5B
| $241K | ﹤0.01% |
2,650
+1,429
| +117% | +$132K |
|
|
SFLY
1906
DELISTED
Shutterfly, Inc.
SFLY
| $241K | ﹤0.01% |
5,043
+4,977
| +7,541% | +$231K |
|
1907
CALL
Advanced Micro Devices
AMD
$789B
| $240K | ﹤0.01% |
100,000
-815,000
| -89% | -$1.97M |
|
1908
Crown Holdings
CCK
$13.1B
| $240K | ﹤0.01% |
4,537
+4,266
| +1,574% | +$235K |
|
|
GGP
1909
DELISTED
GGP Inc.
GGP
| $240K | ﹤0.01% |
9,334
-8,432
| -47% | -$235K |
|
1910
KeyCorp
KEY
$24.4B
| $239K | ﹤0.01% |
+15,934
| New | +$235K |
|
1911
CALL
Snap-on
SNA
$21.5B
| $239K | ﹤0.01% |
+1,500
| New | +$231K |
|
1912
CALL
AGCO
AGCO
$7.2B
| $238K | ﹤0.01% |
4,200
+1,600
| +62% | +$81.2K |
|
1913
CALL
Myriad Genetics
MYGN
$312M
| $238K | ﹤0.01% |
+7,000
| New | +$238K |
|
1914
Quanta Services
PWR
$101B
| $238K | ﹤0.01% |
8,274
+4,759
| +135% | +$139K |
|
1915
CALL
MGM Resorts International
MGM
$11.2B
| $237K | ﹤0.01% |
12,900
-1,271,600
| -99% | -$25.8M |
|
1916
PUT
Sempra
SRE
$54.8B
| $237K | ﹤0.01% |
4,800
+2,400
| +100% | +$127K |
|
|
EXXI
1917
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $237K | ﹤0.01% |
90,033
+78,978
| +714% | +$291K |
|
|
DWRE
1918
PUT
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $235K | ﹤0.01% |
3,300
+2,200
| +200% | +$142K |
|
1919
Tower Semiconductor
TSEM
$28.5B
| $234K | ﹤0.01% |
15,163
+14,166
| +1,421% | +$227K |
|
1920
CALL
Carpenter Technology
CRS
$28.4B
| $232K | ﹤0.01% |
+6,000
| New | +$251K |
|
1921
PUT
Canadian Solar
CSIQ
$1.08B
| $232K | ﹤0.01% |
8,100
-16,900
| -68% | -$580K |
|
|
ANAC
1922
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $232K | ﹤0.01% |
+2,992
| New | +$196K |
|
|
SCHW
1923
Charles Schwab
SCHW
$187B
| $231K | ﹤0.01% |
7,081
+3,026
| +75% | +$95.6K |
|
|
MTBL
1924
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
| $231K | ﹤0.01% |
+40,644
| New | +$204K |
|
|
PCL
1925
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $231K | ﹤0.01% |
5,689
+351
| +7% | +$14.7K |
|
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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.