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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 | |
|---|---|---|---|---|---|---|
|
HCBK
2101
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $150K | ﹤0.01% |
+15,183
| New | +$147K |
|
2102
PUT
Manulife Financial
MFC
$73.5B
| $149K | ﹤0.01% |
8,000
+2,500
| +45% | +$46.5K |
|
2103
PUT
Texas Capital Bancshares
TCBI
$4.32B
| $149K | ﹤0.01% |
2,400
-600
| -20% | -$32.9K |
|
|
CHK
2104
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $149K | ﹤0.01% |
68
-2,090
| -97% | -$5.9M |
|
|
KATE
2105
CALL
DELISTED
Kate Spade & Company
KATE
| $149K | ﹤0.01% |
6,900
+1,100
| +19% | +$31.8K |
|
2106
PUT
CNO Financial Group
CNO
$5.1B
| $147K | ﹤0.01% |
+8,000
| New | +$145K |
|
2107
Matador Resources
MTDR
$6.09B
| $147K | ﹤0.01% |
+5,866
| New | +$157K |
|
|
HCR
2108
CALL
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $147K | ﹤0.01% |
4,800
+2,600
| +118% | +$85.4K |
|
|
ATW
2109
DELISTED
Atwood Oceanics
ATW
| $147K | ﹤0.01% |
5,577
-46,669
| -89% | -$1.43M |
|
2110
CALL
Bank of Hawaii
BOH
$3.13B
| $146K | ﹤0.01% |
2,200
+1,500
| +214% | +$94.7K |
|
2111
Silicon Laboratories
SLAB
$7.23B
| $146K | ﹤0.01% |
2,698
+1,782
| +195% | +$95.3K |
|
2112
PUT
State Street
STT
$50.7B
| $146K | ﹤0.01% |
1,900
-14,100
| -88% | -$1.1M |
|
2113
PUT
NetEase
NTES
$84.7B
| $145K | ﹤0.01% |
5,000
-7,000
| -58% | -$187K |
|
2114
PUT
Rogers Communications
RCI
$18.6B
| $145K | ﹤0.01% |
4,100
+3,200
| +356% | +$112K |
|
|
GLBR
2115
CALL
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $145K | ﹤0.01% |
10,000
-91,460
| -90% | -$1.62M |
|
2116
PUT
Advance Auto Parts
AAP
$3.49B
| $144K | ﹤0.01% |
900
-16,100
| -95% | -$2.46M |
|
2117
CALL
East-West Bancorp
EWBC
$18B
| $144K | ﹤0.01% |
3,200
+900
| +39% | +$38.6K |
|
2118
PPG Industries
PPG
$26.6B
| $144K | ﹤0.01% |
1,255
+677
| +117% | +$77.3K |
|
|
TGNA
2119
CALL
DELISTED
TEGNA Inc
TGNA
| $144K | ﹤0.01% |
7,031
-2,909
| -29% | -$54.8K |
|
|
HAR
2120
PUT
DELISTED
Harman International Industries
HAR
| $143K | ﹤0.01% |
1,200
-1,400
| -54% | -$180K |
|
2121
PUT
Chubb
CB
$135B
| $142K | ﹤0.01% |
1,400
+500
| +56% | +$53.8K |
|
2122
Xerox
XRX
$425M
| $142K | ﹤0.01% |
5,078
+67
| +1% | +$2.07K |
|
2123
PUT
Eldorado Gold
EGO
$9.89B
| $141K | ﹤0.01% |
6,800
-60,400
| -90% | -$1.42M |
|
2124
CALL
Prologis
PLD
$133B
| $141K | ﹤0.01% |
3,800
-400
| -10% | -$16.3K |
|
2125
PUT
Royal Caribbean
RCL
$85.6B
| $141K | ﹤0.01% |
1,800
-7,100
| -80% | -$541K |
|
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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.