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Parallax Volatility Advisers

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
Cap. Flow
+$144M
Cap. Flow %
0.3%
Top 10 Hldgs %
46.02%
Holding
6,208
New
556
Increased
1,212
Reduced
1,629
Closed
1,341

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
MCHI icon
4401
iShares MSCI China ETF
MCHI
$6.14B
$0 ﹤0.01%
1
MCK icon
4402
CALL
McKesson
MCK
$104B
-16,900
Closed -$3.82M
MCO icon
4403
CALL
Moody's
MCO
$82.2B
-1,300
Closed -$135K
MCO icon
4404
PUT
Moody's
MCO
$82.2B
-3,800
Closed -$395K
MDIV icon
4405
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
$0 ﹤0.01%
1
MDT icon
4406
Medtronic
MDT
$118B
-18,736
Closed -$1.43M
MDY icon
4407
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
$0 ﹤0.01%
1
-5,933
-100% -$1.65M
MDY icon
4408
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
-2,800
Closed -$777K
MDYG icon
4409
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.82B
$0 ﹤0.01%
3
MDYV icon
4410
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.79B
$0 ﹤0.01%
2
MED icon
4411
CALL
Medifast
MED
$136M
-500
Closed -$15K
MED icon
4412
Medifast
MED
$136M
-576
Closed -$17K
MED icon
4413
PUT
Medifast
MED
$136M
-3,500
Closed -$105K
MEI icon
4414
Methode Electronics
MEI
$499M
-5,905
Closed -$264K
MELI icon
4415
Mercado Libre
MELI
$95.1B
-12,696
Closed -$1.8M
MGC icon
4416
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
$0 ﹤0.01%
1
MGK icon
4417
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.4B
$0 ﹤0.01%
5
MGM icon
4418
MGM Resorts International
MGM
$10.2B
-30,000
Closed -$609K
MGV icon
4419
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.7B
$0 ﹤0.01%
1
MIDD icon
4420
CALL
Middleby
MIDD
$4.79B
-200
Closed -$21K
MIDD icon
4421
Middleby
MIDD
$4.79B
-971
Closed -$100K
MIDD icon
4422
PUT
Middleby
MIDD
$4.79B
-800
Closed -$83K
MIDU icon
4423
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$65.8M
$0 ﹤0.01%
4
-1
-20% -$25
MINT icon
4424
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.5B
$0 ﹤0.01%
1
MITK icon
4425
CALL
Mitek Systems
MITK
$779M
-3,000
Closed -$9K

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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'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.