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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 | |
|---|---|---|---|---|---|---|
2251
CALL
Ralph Lauren
RL
$23.6B
| $105K | ﹤0.01% |
800
-4,500
| -85% | -$608K |
|
2252
Edison International
EIX
$26.4B
| $104K | ﹤0.01% |
1,873
-2,229
| -54% | -$134K |
|
2253
McCormick & Company Non-Voting
MKC
$14.2B
| $104K | ﹤0.01% |
2,572
-282
| -10% | -$11K |
|
2254
Regions Financial
RF
$26.8B
| $104K | ﹤0.01% |
10,039
+6,373
| +174% | +$64.2K |
|
2255
PUT
Thermo Fisher Scientific
TMO
$220B
| $104K | ﹤0.01% |
800
-231,500
| -100% | -$30.2M |
|
2256
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $103K | ﹤0.01% |
2,800
-97,200
| -97% | -$3.75M |
|
2257
Hormel Foods
HRL
$13.8B
| $103K | ﹤0.01% |
3,662
-1,784
| -33% | -$50.5K |
|
2258
PUT
Universal Display
OLED
$4.19B
| $103K | ﹤0.01% |
2,000
-9,700
| -83% | -$489K |
|
2259
CALL
SBA Communications
SBAC
$19.5B
| $103K | ﹤0.01% |
900
-3,100
| -78% | -$364K |
|
|
MW
2260
PUT
DELISTED
THE MENS WAREHOUSE INC
MW
| $103K | ﹤0.01% |
+1,600
| New | +$93.4K |
|
2261
CALL
Cullen/Frost Bankers
CFR
$10.2B
| $102K | ﹤0.01% |
+1,300
| New | +$96K |
|
2262
CALL
Cardiff Oncology
CRDF
$77.2M
| $102K | ﹤0.01% |
+139
| New | +$98.6K |
|
2263
PUT
Element Solutions
ESI
$9.23B
| $102K | ﹤0.01% |
4,000
+3,700
| +1,233% | +$99.9K |
|
|
HA
2264
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $102K | ﹤0.01% |
4,300
-200
| -4% | -$4.67K |
|
|
RYL
2265
DELISTED
RYLAND GROUP INC
RYL
| $102K | ﹤0.01% |
+2,194
| New | +$97.5K |
|
2266
PUT
A.O. Smith
AOS
$8.7B
| $101K | ﹤0.01% |
2,800
-400
| -13% | -$13.8K |
|
2267
Zimmer Biomet
ZBH
$18.4B
| $101K | ﹤0.01% |
957
-7,713
| -89% | -$853K |
|
|
FRGI
2268
PUT
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $100K | ﹤0.01% |
2,000
+1,900
| +1,900% | +$100K |
|
|
FNSR
2269
DELISTED
Finisar Corp
FNSR
| $100K | ﹤0.01% |
+5,623
| New | +$119K |
|
|
RPRX
2270
DELISTED
Repros Therapeutics Inc.
RPRX
| $100K | ﹤0.01% |
+14,000
| New | +$109K |
|
2271
CALL
ManpowerGroup
MAN
$2.63B
| $99K | ﹤0.01% |
1,100
-5,100
| -82% | -$440K |
|
2272
PUT
Rockwell Automation
ROK
$49B
| $99K | ﹤0.01% |
800
-7,000
| -90% | -$843K |
|
2273
PUT
Smith & Wesson
SWBI
$637M
| $99K | ﹤0.01% |
7,806
+130
| +2% | +$1.5K |
|
2274
PUT
Watsco Inc
WSO
$13.6B
| $99K | ﹤0.01% |
800
| – | – |
|
2275
PUT
Cedar Fair
FUN
$1.67B
| $98K | ﹤0.01% |
+1,800
| New | +$103K |
|
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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.