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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 | |
|---|---|---|---|---|---|---|
2226
CALL
Vulcan Materials
VMC
$36.9B
| $109K | ﹤0.01% |
1,300
-3,400
| -72% | -$296K |
|
|
2227
PUT
Vulcan Materials
VMC
$36.9B
| $109K | ﹤0.01% |
1,300
-159,000
| -99% | -$13.9M |
|
|
LMOS
2228
PUT
DELISTED
Lumos Networks Corp
LMOS
| $109K | ﹤0.01% |
7,400
-5,100
| -41% | -$75.4K |
|
|
NLSN
2229
DELISTED
Nielsen Holdings plc
NLSN
| $109K | ﹤0.01% |
+2,424
| New | +$110K |
|
2230
Axos Financial
AX
$5.68B
| $108K | ﹤0.01% |
4,088
+1,748
| +75% | +$41.6K |
|
2231
Raymond James Financial
RJF
$34B
| $108K | ﹤0.01% |
2,708
-1,362
| -33% | -$52.9K |
|
|
FINL
2232
CALL
DELISTED
Finish Line
FINL
| $108K | ﹤0.01% |
3,900
+1,400
| +56% | +$36.2K |
|
|
PSXP
2233
CALL
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $108K | ﹤0.01% |
+1,500
| New | +$108K |
|
2234
CALL
AXIS Capital
AXS
$7.55B
| $107K | ﹤0.01% |
2,000
| – | – |
|
|
2235
PUT
AXIS Capital
AXS
$7.55B
| $107K | ﹤0.01% |
+2,000
| New | +$108K |
|
|
HI
2236
DELISTED
Hillenbrand
HI
| $107K | ﹤0.01% |
3,483
+1,995
| +134% | +$61.6K |
|
2237
PUT
Honda
HMC
$41.3B
| $107K | ﹤0.01% |
3,300
+2,000
| +154% | +$68.1K |
|
|
CHUY
2238
PUT
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $107K | ﹤0.01% |
4,000
-3,700
| -48% | -$94.2K |
|
|
CUDA
2239
CALL
DELISTED
Barracuda Networks, Inc.
CUDA
| $107K | ﹤0.01% |
2,700
+1,600
| +145% | +$65.7K |
|
|
LMOS
2240
DELISTED
Lumos Networks Corp
LMOS
| $107K | ﹤0.01% |
7,248
-2,368
| -25% | -$35K |
|
|
HIBB
2241
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $107K | ﹤0.01% |
2,300
-2,000
| -47% | -$95.5K |
|
2242
AutoNation
AN
$6.92B
| $106K | ﹤0.01% |
1,691
-18,914
| -92% | -$1.2M |
|
2243
Brookdale Senior Living
BKD
$3.4B
| $106K | ﹤0.01% |
+3,067
| New | +$113K |
|
2244
Factset
FDS
$10.2B
| $106K | ﹤0.01% |
651
+253
| +64% | +$41.1K |
|
2245
CALL
Jabil
JBL
$35.8B
| $106K | ﹤0.01% |
5,000
+1,800
| +56% | +$42.4K |
|
2246
PUT
Voya Financial
VOYA
$9.19B
| $106K | ﹤0.01% |
2,300
+1,300
| +130% | +$58.6K |
|
2247
BorgWarner
BWA
$13.9B
| $105K | ﹤0.01% |
2,097
-2,586
| -55% | -$138K |
|
2248
PUT
Dorman Products
DORM
$4.18B
| $105K | ﹤0.01% |
2,200
-200
| -8% | -$9.74K |
|
2249
PUT
Euronet Worldwide
EEFT
$2.7B
| $105K | ﹤0.01% |
1,700
-1,900
| -53% | -$113K |
|
2250
PUT
Kennametal
KMT
$2.52B
| $105K | ﹤0.01% |
3,100
+2,500
| +417% | +$89.6K |
|
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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.