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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 | |
|---|---|---|---|---|---|---|
2026
Idexx Laboratories
IDXX
$46.2B
| $181K | ﹤0.01% |
+2,828
| New | +$196K |
|
|
WNR
2027
CALL
DELISTED
Western Refining Inc
WNR
| $181K | ﹤0.01% |
4,200
-91,100
| -96% | -$4.05M |
|
2028
Alnylam Pharmaceuticals
ALNY
$29.3B
| $180K | ﹤0.01% |
+1,500
| New | +$179K |
|
2029
PUT
Bank of Hawaii
BOH
$3.13B
| $180K | ﹤0.01% |
2,700
+1,500
| +125% | +$94.7K |
|
2030
PUT
F5
FFIV
$22.7B
| $180K | ﹤0.01% |
1,500
-12,700
| -89% | -$1.56M |
|
2031
CALL
BCE
BCE
$21.2B
| $179K | ﹤0.01% |
4,200
-2,400
| -36% | -$105K |
|
2032
CSX Corp
CSX
$93.1B
| $179K | ﹤0.01% |
16,452
-27,807
| -63% | -$322K |
|
2033
CALL
HSBC
HSBC
$356B
| $179K | ﹤0.01% |
4,489
-21,711
| -83% | -$904K |
|
|
EBIX
2034
PUT
DELISTED
Ebix Inc
EBIX
| $179K | ﹤0.01% |
5,500
+3,600
| +189% | +$116K |
|
2035
CALL
Westlake Corp
WLK
$9.9B
| $178K | ﹤0.01% |
2,600
+400
| +18% | +$29.1K |
|
2036
PUT
American Tower
AMT
$80.4B
| $177K | ﹤0.01% |
1,900
-20,700
| -92% | -$1.96M |
|
2037
CALL
Brink's
BCO
$4.62B
| $177K | ﹤0.01% |
+6,000
| New | +$181K |
|
2038
Jefferies Financial Group
JEF
$13.1B
| $177K | ﹤0.01% |
8,153
-3,921
| -32% | -$83.7K |
|
2039
PUT
L3Harris
LHX
$53.4B
| $177K | ﹤0.01% |
2,300
-1,300
| -36% | -$103K |
|
2040
CALL
W.P. Carey
WPC
$16.4B
| $177K | ﹤0.01% |
+3,063
| New | +$192K |
|
|
2041
PUT
W.P. Carey
WPC
$16.4B
| $177K | ﹤0.01% |
+3,063
| New | +$192K |
|
|
IRBT
2042
DELISTED
iRobot
IRBT
| $176K | ﹤0.01% |
5,516
-767
| -12% | -$25.2K |
|
2043
PUT
iShares US Transportation ETF
IYT
$2.28B
| $174K | ﹤0.01% |
4,800
+800
| +20% | +$30.7K |
|
|
DNB
2044
DELISTED
Dun & Bradstreet
DNB
| $174K | ﹤0.01% |
1,429
+226
| +19% | +$29.1K |
|
2045
PUT
PACCAR
PCAR
$70.1B
| $173K | ﹤0.01% |
4,050
-1,200
| -23% | -$51.8K |
|
2046
PUT
Whirlpool
WHR
$2.82B
| $173K | ﹤0.01% |
1,000
-92,300
| -99% | -$17.3M |
|
2047
CALL
Unilever
UL
$136B
| $172K | ﹤0.01% |
3,556
+2,667
| +300% | +$132K |
|
2048
Ventas
VTR
$47.9B
| $171K | ﹤0.01% |
+2,413
| New | +$189K |
|
2049
CALL
WEC Energy
WEC
$35.1B
| $171K | ﹤0.01% |
3,800
+1,600
| +73% | +$76.8K |
|
2050
CALL
Dolby
DLB
$5.79B
| $170K | ﹤0.01% |
4,300
+500
| +13% | +$19.8K |
|
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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.