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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 | |
|---|---|---|---|---|---|---|
1701
Vulcan Materials
VMC
$32.8B
| $420K | ﹤0.01% |
5,008
-11,975
| -71% | -$1.04M |
|
1702
Automatic Data Processing
ADP
$106B
| $418K | ﹤0.01% |
5,212
-6,772
| -57% | -$577K |
|
|
CLGX
1703
CALL
DELISTED
Corelogic, Inc.
CLGX
| $417K | ﹤0.01% |
10,500
-4,200
| -29% | -$160K |
|
1704
H&R Block
HRB
$5.65B
| $416K | ﹤0.01% |
14,039
+3,150
| +29% | +$98.8K |
|
|
MON
1705
CALL
DELISTED
Monsanto Co
MON
| $416K | ﹤0.01% |
3,900
-331,400
| -99% | -$38.4M |
|
1706
CALL
AeroVironment
AVAV
$7.34B
| $415K | ﹤0.01% |
+15,900
| New | +$420K |
|
|
HOT
1707
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $415K | ﹤0.01% |
5,100
+3,600
| +240% | +$301K |
|
1708
CALL
Capital One
COF
$131B
| $414K | ﹤0.01% |
4,700
-4,800
| -51% | -$403K |
|
1709
Weibo
WB
$1.64B
| $414K | ﹤0.01% |
24,136
+12,395
| +106% | +$208K |
|
|
PPL
1710
CALL
PPL Corp
PPL
$26.4B
| $413K | ﹤0.01% |
14,000
-2,212
| -14% | -$69.1K |
|
1711
CALL
Invesco
IVZ
$14.3B
| $412K | ﹤0.01% |
11,000
-16,300
| -60% | -$653K |
|
1712
Aptiv
APTV
$9.46B
| $411K | ﹤0.01% |
4,826
-10,379
| -68% | -$889K |
|
1713
CALL
Southern Copper
SCCO
$177B
| $410K | ﹤0.01% |
15,174
+13,864
| +1,058% | +$391K |
|
|
DF
1714
PUT
DELISTED
Dean Foods Company
DF
| $410K | ﹤0.01% |
25,400
| – | – |
|
|
CST
1715
DELISTED
CST Brands, Inc.
CST
| $410K | ﹤0.01% |
10,486
-211,860
| -95% | -$8.82M |
|
|
FMSA
1716
CALL
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $410K | ﹤0.01% |
50,000
| – | – |
|
1717
CALL
AB InBev
BUD
$153B
| $409K | ﹤0.01% |
3,400
+2,300
| +209% | +$282K |
|
1718
iShares MSCI Europe Financials ETF
EUFN
$4.23B
| $408K | ﹤0.01% |
17,878
+17,877
| +1,787,700% | +$427K |
|
1719
Targa Resources
TRGP
$63.7B
| $407K | ﹤0.01% |
4,564
+4,213
| +1,200% | +$411K |
|
|
MMP
1720
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $407K | ﹤0.01% |
5,546
+1,960
| +55% | +$157K |
|
|
FITB
1721
CALL
Fifth Third Bancorp
FITB
$49B
| $406K | ﹤0.01% |
19,500
-126,000
| -87% | -$2.55M |
|
|
HAR
1722
CALL
DELISTED
Harman International Industries
HAR
| $405K | ﹤0.01% |
3,400
+1,000
| +42% | +$129K |
|
|
GOLD
1723
DELISTED
Randgold Resources Ltd
GOLD
| $405K | ﹤0.01% |
6,083
+4,316
| +244% | +$312K |
|
1724
Globalstar
GSAT
$10.6B
| $404K | ﹤0.01% |
+12,775
| New | +$497K |
|
1725
Ericsson
ERIC
$33.1B
| $403K | ﹤0.01% |
38,615
+34,903
| +940% | +$404K |
|
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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.