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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 | |
|---|---|---|---|---|---|---|
|
TGNA
2076
PUT
DELISTED
TEGNA Inc
TGNA
| $159K | ﹤0.01% |
7,813
-1,745
| -18% | -$32.8K |
|
2077
PUT
Jefferies Financial Group
JEF
$13.1B
| $158K | ﹤0.01% |
7,261
-9,384
| -56% | -$200K |
|
|
CHK
2078
DELISTED
Chesapeake Energy Corporation
CHK
| $158K | ﹤0.01% |
71
-1,401
| -95% | -$3.95M |
|
2079
Newell Brands
NWL
$2.56B
| $157K | ﹤0.01% |
3,816
+1,116
| +41% | +$44.7K |
|
2080
CALL
Arthur J. Gallagher & Co
AJG
$63.6B
| $156K | ﹤0.01% |
3,300
-2,000
| -38% | -$96.3K |
|
|
BKS
2081
PUT
DELISTED
Barnes & Noble
BKS
| $156K | ﹤0.01% |
9,156
+5,494
| +150% | +$85.8K |
|
|
SALE
2082
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $156K | ﹤0.01% |
8,742
+4,925
| +129% | +$94.8K |
|
2083
Red Robin
RRGB
$152M
| $155K | ﹤0.01% |
+1,804
| New | +$149K |
|
|
CAB
2084
PUT
DELISTED
Cabela's Inc
CAB
| $155K | ﹤0.01% |
3,100
-4,700
| -60% | -$249K |
|
2085
CALL
Angi Inc
ANGI
$196M
| $154K | ﹤0.01% |
2,500
| – | – |
|
2086
PUT
Burlington
BURL
$23.2B
| $154K | ﹤0.01% |
3,000
-85,600
| -97% | -$4.58M |
|
|
DBD
2087
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $154K | ﹤0.01% |
4,400
+2,700
| +159% | +$95.2K |
|
|
KCG
2088
DELISTED
KCG Holdings, Inc.
KCG
| $154K | ﹤0.01% |
12,451
-520
| -4% | -$6.77K |
|
|
GGP
2089
CALL
DELISTED
GGP Inc.
GGP
| $154K | ﹤0.01% |
6,000
+3,300
| +122% | +$92K |
|
2090
Acuity Brands
AYI
$10.8B
| $153K | ﹤0.01% |
848
-1,616
| -66% | -$284K |
|
2091
PUT
Cheesecake Factory
CAKE
$5.33B
| $152K | ﹤0.01% |
2,800
-4,000
| -59% | -$207K |
|
2092
PUT
CenterPoint Energy
CNP
$26.8B
| $152K | ﹤0.01% |
8,000
-11,600
| -59% | -$235K |
|
2093
CALL
Thomson Reuters
TRI
$44.1B
| $152K | ﹤0.01% |
3,447
-689
| -17% | -$32.3K |
|
2094
CALL
United Natural Foods
UNFI
$2.85B
| $152K | ﹤0.01% |
2,400
+2,200
| +1,100% | +$149K |
|
|
CAM
2095
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $152K | ﹤0.01% |
2,900
-2,000
| -41% | -$104K |
|
2096
Altisource Portfolio Solutions
ASPS
$65.8M
| $151K | ﹤0.01% |
614
-254
| -29% | -$53.4K |
|
2097
CALL
Aon
AON
$76B
| $150K | ﹤0.01% |
1,500
-800
| -35% | -$80.1K |
|
2098
CALL
Veeva Systems
VEEV
$37.4B
| $150K | ﹤0.01% |
5,400
+2,100
| +64% | +$57K |
|
|
EXPR
2099
DELISTED
Express, Inc.
EXPR
| $150K | ﹤0.01% |
415
-376
| -48% | -$131K |
|
|
AWAY
2100
CALL
DELISTED
HOMEAWAY INC COM
AWAY
| $150K | ﹤0.01% |
4,800
-9,800
| -67% | -$292K |
|
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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.