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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-1.17%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$47.4B
AUM Growth
+$5.11B
(+12%)
Cap. Flow
+$5.22B
Cap. Flow
% of AUM
11.02%
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 | Technology | 0.92% |
| 2 | Consumer Discretionary | 0.7% |
| 3 | Financials | 0.69% |
| 4 | Energy | 0.6% |
| 5 | Communication Services | 0.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2876
Arrow Electronics
ARW
$10.4B
| $22K | ﹤0.01% |
398
-1,761
| -82% | -$107K |
|
2877
CALL
DTE Energy
DTE
$29.1B
| $22K | ﹤0.01% |
353
-9,517
| -96% | -$637K |
|
2878
PUT
Huntsman Corp
HUN
$1.77B
| $22K | ﹤0.01% |
1,000
+600
| +150% | +$13.6K |
|
2879
Lands' End
LE
$403M
| $22K | ﹤0.01% |
877
-73
| -8% | -$2.1K |
|
2880
PUT
Marriott International
MAR
$92.3B
| $22K | ﹤0.01% |
300
-2,200
| -88% | -$174K |
|
2881
PUT
Regal Rexnord
RRX
$11.9B
| $22K | ﹤0.01% |
300
| – | – |
|
2882
Reliance Steel & Aluminium
RS
$21.6B
| $22K | ﹤0.01% |
+371
| New | +$23.5K |
|
|
SKX
2883
PUT
DELISTED
Skechers
SKX
| $22K | ﹤0.01% |
600
-51,900
| -99% | -$1.67M |
|
2884
CALL
Unisys
UIS
$217M
| $22K | ﹤0.01% |
1,100
-16,100
| -94% | -$346K |
|
2885
UnitedHealth
UNH
$370B
| $22K | ﹤0.01% |
183
-63,422
| -100% | -$7.5M |
|
2886
Webster Financial
WBS
$12.8B
| $22K | ﹤0.01% |
+554
| New | +$20.9K |
|
|
CAMP
2887
PUT
DELISTED
CalAmp Corp.
CAMP
| $22K | ﹤0.01% |
52
-22
| -30% | -$9.61K |
|
|
CIE
2888
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $22K | ﹤0.01% |
147
-146
| -50% | -$22.6K |
|
|
MKTO
2889
PUT
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $22K | ﹤0.01% |
800
| – | – |
|
|
AAWW
2890
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $22K | ﹤0.01% |
400
-800
| -67% | -$41.4K |
|
2891
CALL
Alto Ingredients
ALTO
$340M
| $21K | ﹤0.01% |
2,100
-200
| -9% | -$2.31K |
|
2892
PUT
Brookfield
BN
$108B
| $21K | ﹤0.01% |
1,709
| – | – |
|
2893
Boston Properties
BXP
$11.1B
| $21K | ﹤0.01% |
+177
| New | +$23.3K |
|
2894
CALL
Chord Energy
CHRD
$7.39B
| $21K | ﹤0.01% |
1,300
| – | – |
|
2895
Enbridge
ENB
$112B
| $21K | ﹤0.01% |
456
+2
| +0.4% | +$99 |
|
2896
CALL
Equinor
EQNR
$92.4B
| $21K | ﹤0.01% |
1,200
+1,000
| +500% | +$19.3K |
|
2897
PUT
Flowers Foods
FLO
$1.57B
| $21K | ﹤0.01% |
1,000
| – | – |
|
2898
CALL
Flowserve
FLS
$10.2B
| $21K | ﹤0.01% |
400
-3,900
| -91% | -$217K |
|
2899
CALL
ITT
ITT
$19.1B
| $21K | ﹤0.01% |
+500
| New | +$20.8K |
|
2900
CALL
Masco
MAS
$15.3B
| $21K | ﹤0.01% |
910
-4,894
| -84% | -$116K |
|
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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 deployed $5.22B of net new capital in Q2 2015, opening 556 new positions and adding to 1,212 existing holdings. Its largest new stake was Caterpillar: 318,087 shares worth $27M.
By sector, the portfolio is most concentrated in Technology at 0.92% of assets, down from 1.2% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Amazon, an estimated $73.6M trimmed.
- 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.