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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 | |
|---|---|---|---|---|---|---|
2401
iShares China Large-Cap ETF
FXI
$4.14B
| $70K | ﹤0.01% |
1,518
-422,402
| -100% | -$20.9M |
|
2402
Packaging Corp of America
PKG
$20.5B
| $70K | ﹤0.01% |
1,126
-35,775
| -97% | -$2.52M |
|
2403
CALL
PTC
PTC
$14.2B
| $70K | ﹤0.01% |
+1,700
| New | +$67.2K |
|
2404
CALL
United States Gasoline Fund
UGA
$165M
| $70K | ﹤0.01% |
1,700
-5,800
| -77% | -$228K |
|
|
CPLA
2405
DELISTED
Capella Education Company
CPLA
| $70K | ﹤0.01% |
1,309
+1,221
| +1,388% | +$70.5K |
|
|
ISLE
2406
PUT
DELISTED
Isle of Capri Casinos Inc
ISLE
| $70K | ﹤0.01% |
3,900
+1,300
| +50% | +$20.3K |
|
|
CEB
2407
CALL
DELISTED
CEB Inc.
CEB
| $70K | ﹤0.01% |
800
| – | – |
|
2408
CALL
ATI
ATI
$28.4B
| $69K | ﹤0.01% |
2,300
-2,100
| -48% | -$69.4K |
|
2409
PUT
Eagle Materials
EXP
$5.71B
| $69K | ﹤0.01% |
900
-10,700
| -92% | -$884K |
|
2410
PUT
Fortune Brands Innovations
FBIN
$4.91B
| $69K | ﹤0.01% |
1,755
| – | – |
|
2411
CALL
PPG Industries
PPG
$24B
| $69K | ﹤0.01% |
600
-4,800
| -89% | -$548K |
|
2412
CALL
Roper Technologies
ROP
$38.9B
| $69K | ﹤0.01% |
400
-4,000
| -91% | -$693K |
|
|
GWR
2413
PUT
DELISTED
Genesee & Wyoming Inc.
GWR
| $69K | ﹤0.01% |
900
-2,400
| -73% | -$211K |
|
2414
CALL
Sanmina
SANM
$11B
| $68K | ﹤0.01% |
3,400
-3,700
| -52% | -$80.8K |
|
2415
CALL
Albemarle
ALB
$14.9B
| $67K | ﹤0.01% |
1,200
-1,100
| -48% | -$65.7K |
|
2416
CALL
Lear
LEA
$6.26B
| $67K | ﹤0.01% |
600
+400
| +200% | +$45.9K |
|
2417
CALL
TransDigm Group
TDG
$62.8B
| $67K | ﹤0.01% |
+300
| New | +$67.3K |
|
|
DNKN
2418
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $67K | ﹤0.01% |
1,200
-58,300
| -98% | -$3.02M |
|
2419
PUT
Ares Capital
ARCC
$14.2B
| $66K | ﹤0.01% |
4,000
-5,900
| -60% | -$98.5K |
|
2420
CALL
Barclays
BCS
$88.8B
| $66K | ﹤0.01% |
+4,286
| New | +$64.4K |
|
2421
PUT
Kadant
KAI
$3.47B
| $66K | ﹤0.01% |
1,400
-500
| -26% | -$24.9K |
|
2422
PUT
VanEck Agribusiness ETF
MOO
$1.13B
| $66K | ﹤0.01% |
1,200
-1,300
| -52% | -$72.5K |
|
|
KKD
2423
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $66K | ﹤0.01% |
3,442
+186
| +6% | +$3.45K |
|
2424
iShares Select Dividend ETF
DVY
$23.5B
| $65K | ﹤0.01% |
866
-2,924
| -77% | -$228K |
|
|
IDTI
2425
PUT
DELISTED
Integrated Device Technology I
IDTI
| $65K | ﹤0.01% |
3,000
-1,100
| -27% | -$23.7K |
|
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.