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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 | |
|---|---|---|---|---|---|---|
2301
CALL
Franco-Nevada
FNV
$46B
| $91K | ﹤0.01% |
1,900
-107,000
| -98% | -$5.42M |
|
2302
PUT
MGM Resorts International
MGM
$11.2B
| $91K | ﹤0.01% |
5,000
-870,700
| -99% | -$17.7M |
|
2303
Voya Financial
VOYA
$9.19B
| $91K | ﹤0.01% |
1,967
-10,320
| -84% | -$465K |
|
|
NSM
2304
PUT
DELISTED
Nationstar Mortgage Holdings
NSM
| $91K | ﹤0.01% |
5,400
-42,400
| -89% | -$919K |
|
2305
CALL
American Eagle Outfitters
AEO
$3.01B
| $90K | ﹤0.01% |
5,200
-3,000
| -37% | -$50.5K |
|
2306
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $90K | ﹤0.01% |
5,000
| – | – |
|
2307
Trex
TREX
$5.01B
| $90K | ﹤0.01% |
7,244
+5,648
| +354% | +$72.4K |
|
2308
PUT
Textron
TXT
$15.4B
| $90K | ﹤0.01% |
2,000
-12,800
| -86% | -$581K |
|
2309
PUT
Vicor
VICR
$10.2B
| $90K | ﹤0.01% |
7,400
| – | – |
|
|
EXPR
2310
PUT
DELISTED
Express, Inc.
EXPR
| $90K | ﹤0.01% |
250
| – | – |
|
|
2311
PUT
American Eagle Outfitters
AEO
$3.01B
| $89K | ﹤0.01% |
5,200
-5,000
| -49% | -$84.1K |
|
2312
Clorox
CLX
$12.7B
| $89K | ﹤0.01% |
860
-171
| -17% | -$18.5K |
|
2313
Sprouts Farmers Market
SFM
$8.01B
| $89K | ﹤0.01% |
+3,310
| New | +$102K |
|
|
CAMP
2314
CALL
DELISTED
CalAmp Corp.
CAMP
| $89K | ﹤0.01% |
213
+200
| +1,538% | +$87.3K |
|
|
CRZO
2315
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $89K | ﹤0.01% |
1,800
-63,900
| -97% | -$3.33M |
|
|
EGN
2316
PUT
DELISTED
Energen
EGN
| $89K | ﹤0.01% |
+1,300
| New | +$90.4K |
|
|
VMEM
2317
DELISTED
VIOLIN MEMORY, INC.
VMEM
| $89K | ﹤0.01% |
9,126
+6,076
| +199% | +$79.8K |
|
2318
Jabil
JBL
$35.8B
| $88K | ﹤0.01% |
4,113
-778
| -16% | -$18.3K |
|
2319
CALL
Johnson & Johnson
JNJ
$625B
| $88K | ﹤0.01% |
900
-79,100
| -99% | -$7.92M |
|
2320
PUT
Ryder
R
$10.1B
| $88K | ﹤0.01% |
1,000
-3,000
| -75% | -$283K |
|
|
XL
2321
PUT
DELISTED
XL Group Ltd.
XL
| $88K | ﹤0.01% |
2,400
-2,400
| -50% | -$90K |
|
2322
CALL
Amphenol
APH
$209B
| $87K | ﹤0.01% |
6,000
-18,400
| -75% | -$264K |
|
2323
Oshkosh
OSK
$9.59B
| $87K | ﹤0.01% |
+2,044
| New | +$103K |
|
2324
PUT
Dana Inc
DAN
$3.06B
| $86K | ﹤0.01% |
4,200
+3,300
| +367% | +$71.4K |
|
2325
CALL
Motorola Solutions
MSI
$77.4B
| $86K | ﹤0.01% |
1,500
-5,900
| -80% | -$353K |
|
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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.