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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 | |
|---|---|---|---|---|---|---|
|
PSXP
2426
PUT
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $65K | ﹤0.01% |
+900
| New | +$64.9K |
|
2427
PUT
Fair Isaac
FICO
$22.5B
| $64K | ﹤0.01% |
700
-500
| -42% | -$44.9K |
|
2428
PUT
MasTec
MTZ
$21.9B
| $64K | ﹤0.01% |
3,200
-3,400
| -52% | -$63.6K |
|
2429
CALL
OSI Systems
OSIS
$3.89B
| $64K | ﹤0.01% |
900
+600
| +200% | +$43.4K |
|
|
SF
2430
CALL
Stifel
SF
$12.6B
| $64K | ﹤0.01% |
2,475
-1,125
| -31% | -$27.7K |
|
2431
CALL
Teekay
TK
$985M
| $64K | ﹤0.01% |
1,500
-3,500
| -70% | -$166K |
|
2432
Toyota
TM
$225B
| $64K | ﹤0.01% |
479
-3,353
| -88% | -$462K |
|
2433
CALL
Trex
TREX
$5.01B
| $64K | ﹤0.01% |
5,200
-4,400
| -46% | -$56.4K |
|
|
HNT
2434
CALL
DELISTED
HEALTH NET INC
HNT
| $64K | ﹤0.01% |
1,000
-4,100
| -80% | -$245K |
|
2435
Public Service Enterprise Group
PEG
$37.7B
| $63K | ﹤0.01% |
+1,598
| New | +$66.3K |
|
2436
CALL
Wabash National
WNC
$527M
| $63K | ﹤0.01% |
5,000
-1,000
| -17% | -$13.9K |
|
|
CBAY
2437
DELISTED
Cymabay Therapeutics
CBAY
| $63K | ﹤0.01% |
+23,400
| New | +$96.1K |
|
|
DMND
2438
CALL
DELISTED
DIAMOND FOODS, INC.
DMND
| $63K | ﹤0.01% |
2,000
-100
| -5% | -$3.04K |
|
|
TW
2439
CALL
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $63K | ﹤0.01% |
500
| – | – |
|
2440
CALL
AllianceBernstein
AB
$3.47B
| $62K | ﹤0.01% |
+2,100
| New | +$65.2K |
|
2441
Azenta
AZTA
$1.48B
| $62K | ﹤0.01% |
5,444
+1,229
| +29% | +$14.1K |
|
2442
British American Tobacco
BTI
$128B
| $62K | ﹤0.01% |
+1,142
| New | +$63K |
|
2443
PUT
Canadian Natural Resources
CNQ
$93.8B
| $62K | ﹤0.01% |
4,758
-67,434
| -93% | -$1.02M |
|
2444
PUT
Capital One
COF
$134B
| $62K | ﹤0.01% |
700
-19,800
| -97% | -$1.66M |
|
2445
CALL
Dorman Products
DORM
$4.18B
| $62K | ﹤0.01% |
+1,300
| New | +$63.3K |
|
2446
PUT
KLA
KLAC
$259B
| $62K | ﹤0.01% |
11,000
-81,000
| -88% | -$474K |
|
2447
CALL
PRA Group
PRAA
$755M
| $62K | ﹤0.01% |
1,000
-1,000
| -50% | -$57.6K |
|
2448
abrdn Physical Gold Shares ETF
SGOL
$7.41B
| $62K | ﹤0.01% |
5,440
+5,310
| +4,085% | +$62K |
|
2449
PUT
Corpay
CPAY
$25.7B
| $62K | ﹤0.01% |
400
-200
| -33% | -$31.4K |
|
|
ACH
2450
CALL
DELISTED
Alum Corp of China Ltd
ACH
| $62K | ﹤0.01% |
+5,000
| New | +$75.2K |
|
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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.