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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
(+12%)
Cap. Flow
+$144M
Cap. Flow
% of AUM
0.3%
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 | Miscellaneous | 94.81% |
| 2 | Technology | 0.93% |
| 3 | Consumer Discretionary | 0.7% |
| 4 | Financials | 0.69% |
| 5 | Energy | 0.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2501
PUT
Asbury Automotive
ABG
$3.77B
| $54K | ﹤0.01% |
600
| – | – |
|
2502
CALL
TechnipFMC
FTI
$30.8B
| $54K | ﹤0.01% |
1,747
-4,032
| -70% | -$124K |
|
2503
PUT
Genuine Parts
GPC
$18.6B
| $54K | ﹤0.01% |
600
-1,900
| -76% | -$175K |
|
2504
PUT
Sprouts Farmers Market
SFM
$6.95B
| $54K | ﹤0.01% |
2,000
-3,000
| -60% | -$92.1K |
|
|
UN
2505
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $54K | ﹤0.01% |
1,300
+300
| +30% | +$12.9K |
|
2506
PUT
Crane NXT
CXT
$2.91B
| $53K | ﹤0.01% |
2,591
-2,879
| -53% | -$61.4K |
|
|
2507
PUT
TechnipFMC
FTI
$30.8B
| $53K | ﹤0.01% |
1,747
-8,333
| -83% | -$256K |
|
2508
CALL
Oxford Industries
OXM
$464M
| $53K | ﹤0.01% |
600
+500
| +500% | +$39.6K |
|
2509
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.97B
| $53K | ﹤0.01% |
2,428
+2,424
| +60,600% | +$56.4K |
|
|
EEP
2510
PUT
DELISTED
Enbridge Energy Partners
EEP
| $53K | ﹤0.01% |
1,600
-5,200
| -76% | -$192K |
|
|
LVLT
2511
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $53K | ﹤0.01% |
1,000
-3,900
| -80% | -$214K |
|
|
HTS
2512
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $53K | ﹤0.01% |
3,248
-1,878
| -37% | -$33.7K |
|
2513
AGCO
AGCO
$8.91B
| $52K | ﹤0.01% |
915
-6,328
| -87% | -$321K |
|
2514
CALL
Altisource Portfolio Solutions
ASPS
$64.1M
| $52K | ﹤0.01% |
213
+163
| +326% | +$34.3K |
|
2515
Moody's
MCO
$82.4B
| $52K | ﹤0.01% |
+480
| New | +$51.7K |
|
2516
iShares Semiconductor ETF
SOXX
$43.8B
| $52K | ﹤0.01% |
1,686
+246
| +17% | +$7.87K |
|
|
NE
2517
DELISTED
Noble Corporation
NE
| $52K | ﹤0.01% |
3,350
-186
| -5% | -$3.07K |
|
|
IMPV
2518
DELISTED
Imperva, Inc.
IMPV
| $52K | ﹤0.01% |
767
+25
| +3% | +$1.38K |
|
|
LPNT
2519
CALL
DELISTED
LifePoint Health, Inc.
LPNT
| $52K | ﹤0.01% |
600
| – | – |
|
2520
CALL
Carlyle Group
CG
$15.8B
| $51K | ﹤0.01% |
1,800
-200
| -10% | -$5.86K |
|
2521
Cirrus Logic
CRUS
$5.49B
| $51K | ﹤0.01% |
1,500
+926
| +161% | +$32.6K |
|
2522
Kennametal
KMT
$2.25B
| $51K | ﹤0.01% |
1,508
+1,164
| +338% | +$41.7K |
|
2523
CALL
Louisiana-Pacific
LPX
$4.68B
| $51K | ﹤0.01% |
3,000
-400
| -12% | -$6.79K |
|
2524
CALL
Red Robin
RRGB
$155M
| $51K | ﹤0.01% |
600
-21,100
| -97% | -$1.74M |
|
2525
PUT
Signet Jewelers
SIG
$3.89B
| $51K | ﹤0.01% |
400
-3,300
| -89% | -$442K |
|
Similar funds
TI
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's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.