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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 | |
|---|---|---|---|---|---|---|
2751
Tyson Foods
TSN
$18.3B
| $30K | ﹤0.01% |
714
-2,868
| -80% | -$118K |
|
|
BRCD
2752
PUT
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $30K | ﹤0.01% |
2,500
-13,600
| -84% | -$165K |
|
|
ISIL
2753
DELISTED
Intersil Corp
ISIL
| $30K | ﹤0.01% |
2,376
-853
| -26% | -$11.6K |
|
|
TLN
2754
PUT
DELISTED
Talen Energy Corporation
TLN
| $30K | ﹤0.01% |
+1,764
| New | +$33.3K |
|
|
UN
2755
DELISTED
Unilever NV New York Registry Shares
UN
| $30K | ﹤0.01% |
+707
| New | +$30.5K |
|
2756
CALL
Cameco
CCJ
$43.9B
| $29K | ﹤0.01% |
2,000
-10,400
| -84% | -$164K |
|
2757
CALL
Coeur Mining
CDE
$21.6B
| $29K | ﹤0.01% |
5,000
-1,000
| -17% | -$5.48K |
|
2758
CALL
Criteo S.A.
CRTO
$851M
| $29K | ﹤0.01% |
600
+300
| +100% | +$13.7K |
|
2759
CALL
Invesco DB Oil Fund
DBO
$294M
| $29K | ﹤0.01% |
+2,000
| New | +$29.4K |
|
2760
CALL
Gogo Inc
GOGO
$355M
| $29K | ﹤0.01% |
1,400
-5,100
| -78% | -$109K |
|
2761
CALL
ICICI Bank
IBN
$104B
| $29K | ﹤0.01% |
3,190
+1,870
| +142% | +$17.6K |
|
2762
PUT
Annaly Capital Management
NLY
$17.1B
| $29K | ﹤0.01% |
800
-4,250
| -84% | -$172K |
|
2763
CALL
PENN Entertainment
PENN
$2.32B
| $29K | ﹤0.01% |
1,600
-290,000
| -99% | -$4.83M |
|
|
MW
2764
DELISTED
THE MENS WAREHOUSE INC
MW
| $29K | ﹤0.01% |
452
-3,179
| -88% | -$186K |
|
|
KKD
2765
CALL
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $29K | ﹤0.01% |
1,500
-2,400
| -62% | -$44.5K |
|
|
STMP
2766
CALL
DELISTED
Stamps.com, Inc.
STMP
| $29K | ﹤0.01% |
400
-300
| -43% | -$20.6K |
|
|
HK
2767
DELISTED
Halcon Resources Corporation
HK
| $29K | ﹤0.01% |
145
+142
| +4,733% | +$33.8K |
|
2768
CEVA Inc
CEVA
$794M
| $28K | ﹤0.01% |
1,442
-465
| -24% | -$9.51K |
|
2769
PUT
Carlyle Group
CG
$15.9B
| $28K | ﹤0.01% |
1,000
-1,300
| -57% | -$38.1K |
|
2770
PUT
Cheniere Energy
CQP
$33.5B
| $28K | ﹤0.01% |
900
-300
| -25% | -$9.64K |
|
2771
CALL
Enbridge
ENB
$110B
| $28K | ﹤0.01% |
600
-100,800
| -99% | -$5.01M |
|
2772
CALL
EPAM Systems
EPAM
$5.97B
| $28K | ﹤0.01% |
400
-800
| -67% | -$54.8K |
|
2773
ING
ING
$105B
| $28K | ﹤0.01% |
1,691
+1,527
| +931% | +$24.3K |
|
|
TBHC
2774
CALL
DELISTED
The Brand House Collective
TBHC
| $28K | ﹤0.01% |
1,000
+600
| +150% | +$15.1K |
|
2775
PUT
Leidos
LDOS
$16.2B
| $28K | ﹤0.01% |
700
-5,800
| -89% | -$244K |
|
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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.