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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 | |
|---|---|---|---|---|---|---|
2126
AerCap
AER
$23.8B
| $140K | ﹤0.01% |
3,063
+2,020
| +194% | +$95.7K |
|
|
SPLK
2127
CALL
DELISTED
Splunk Inc
SPLK
| $140K | ﹤0.01% |
2,000
-2,000
| -50% | -$135K |
|
2128
CALL
Canadian National Railway
CNI
$76.6B
| $139K | ﹤0.01% |
2,400
| – | – |
|
2129
CALL
Commault Systems
CVLT
$5.61B
| $139K | ﹤0.01% |
+3,300
| New | +$150K |
|
2130
PUT
KeyCorp
KEY
$24.4B
| $139K | ﹤0.01% |
9,200
-212,800
| -96% | -$3.14M |
|
2131
CALL
Ryder
R
$10.1B
| $139K | ﹤0.01% |
1,600
-1,400
| -47% | -$132K |
|
2132
Progressive
PGR
$125B
| $138K | ﹤0.01% |
4,974
+1,813
| +57% | +$49.4K |
|
2133
PUT
Trex
TREX
$5.01B
| $138K | ﹤0.01% |
11,200
+6,000
| +115% | +$76.9K |
|
2134
CALL
Textron
TXT
$15.4B
| $138K | ﹤0.01% |
3,100
-7,800
| -72% | -$354K |
|
2135
CALL
UGI
UGI
$7.33B
| $138K | ﹤0.01% |
+4,000
| New | +$142K |
|
2136
Rambus
RMBS
$11B
| $137K | ﹤0.01% |
+9,457
| New | +$135K |
|
2137
PUT
VeriSign
VRSN
$26.6B
| $136K | ﹤0.01% |
2,200
-4,500
| -67% | -$290K |
|
2138
Dick's Sporting Goods
DKS
$18.7B
| $135K | ﹤0.01% |
2,617
+145
| +6% | +$7.97K |
|
2139
LKQ Corp
LKQ
$6.29B
| $134K | ﹤0.01% |
4,424
-8,131
| -65% | -$226K |
|
2140
Republic Services
RSG
$65.7B
| $134K | ﹤0.01% |
3,412
-13,028
| -79% | -$524K |
|
2141
CALL
SLM Corp
SLM
$5.15B
| $134K | ﹤0.01% |
13,600
+10,600
| +353% | +$107K |
|
|
SWI
2142
CALL
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $134K | ﹤0.01% |
2,900
-2,800
| -49% | -$138K |
|
2143
PUT
Mohawk Industries
MHK
$9.22B
| $133K | ﹤0.01% |
700
-162,100
| -100% | -$30M |
|
2144
CALL
Sonoco
SON
$5.74B
| $133K | ﹤0.01% |
3,100
-8,600
| -74% | -$387K |
|
2145
PUT
Thomson Reuters
TRI
$44.1B
| $133K | ﹤0.01% |
+3,016
| New | +$141K |
|
2146
Genuine Parts
GPC
$18.7B
| $132K | ﹤0.01% |
1,477
+634
| +75% | +$58.4K |
|
2147
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $131K | ﹤0.01% |
+5,700
| New | +$136K |
|
2148
TotalEnergies
TTE
$190B
| $130K | ﹤0.01% |
1,669,842,127
+1,518,441,418
| +1,003% | +$152K |
|
|
SE
2149
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $130K | ﹤0.01% |
4,000
-7,400
| -65% | -$263K |
|
2150
BCE
BCE
$21.2B
| $129K | ﹤0.01% |
3,029
+2,447
| +420% | +$107K |
|
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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.