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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 | |
|---|---|---|---|---|---|---|
351
Comcast
CMCSA
$92.9B
| $15.6M | 0.03% |
517,990
+29,310
| +6% | +$860K |
|
352
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $15.5M | 0.03% |
725,623
+718,147
| +9,606% | +$15.5M |
|
353
CALL
McDonald's
MCD
$193B
| $15.4M | 0.03% |
162,400
-81,200
| -33% | -$7.85M |
|
354
CALL
AbbVie
ABBV
$443B
| $15.4M | 0.03% |
229,000
+224,000
| +4,480% | +$14.6M |
|
|
ADT
355
PUT
DELISTED
ADT Corp
ADT
| $15.3M | 0.03% |
456,800
+164,900
| +56% | +$6.28M |
|
|
GG
356
CALL
DELISTED
Goldcorp Inc
GG
| $15.3M | 0.03% |
943,900
+59,300
| +7% | +$1.08M |
|
357
Coca-Cola
KO
$376B
| $15.2M | 0.03% |
387,228
+383,014
| +9,089% | +$15.6M |
|
|
RSX
358
DELISTED
VanEck Russia ETF
RSX
| $15.2M | 0.03% |
830,615
-116,521
| -12% | -$2.24M |
|
359
Alphabet (Google) Class C
GOOG
$4.21T
| $15.2M | 0.03% |
562,260
-711,427
| -56% | -$19.1M |
|
360
PUT
AB InBev
BUD
$158B
| $15M | 0.03% |
124,400
-90,700
| -42% | -$11.1M |
|
|
SNDK
361
CALL
DELISTED
SANDISK CORP
SNDK
| $15M | 0.03% |
257,700
-255,200
| -50% | -$17.1M |
|
|
HSP
362
CALL
DELISTED
HOSPIRA INC
HSP
| $14.9M | 0.03% |
168,400
| – | – |
|
363
PUT
Costco
COST
$427B
| $14.8M | 0.03% |
109,800
-26,300
| -19% | -$3.78M |
|
364
CALL
Applied Materials
AMAT
$424B
| $14.8M | 0.03% |
768,000
-25,600
| -3% | -$525K |
|
|
BBBY
365
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $14.7M | 0.03% |
213,600
-197,400
| -48% | -$14.1M |
|
366
PepsiCo
PEP
$192B
| $14.7M | 0.03% |
157,644
+5,190
| +3% | +$496K |
|
367
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$306M
| $14.7M | 0.03% |
295,000
+42,700
| +17% | +$2M |
|
368
CALL
Procter & Gamble
PG
$335B
| $14.7M | 0.03% |
187,600
-190,100
| -50% | -$15.3M |
|
369
PUT
iShares MSCI Japan ETF
EWJ
$23.2B
| $14.6M | 0.03% |
284,875
-62,075
| -18% | -$3.23M |
|
370
PUT
UnitedHealth
UNH
$358B
| $14.6M | 0.03% |
119,500
+28,300
| +31% | +$3.35M |
|
|
MJN
371
DELISTED
Mead Johnson Nutrition Company
MJN
| $14.4M | 0.03% |
159,974
+75,870
| +90% | +$7.32M |
|
372
PUT
Las Vegas Sands
LVS
$29.6B
| $14.4M | 0.03% |
274,300
-31,200
| -10% | -$1.67M |
|
|
B
373
Barrick Mining
B
$67.3B
| $14.4M | 0.03% |
1,351,298
-222,326
| -14% | -$2.71M |
|
374
Amgen
AMGN
$226B
| $14.3M | 0.03% |
92,917
+37,799
| +69% | +$6.06M |
|
375
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $14.3M | 0.03% |
263,700
-106,200
| -29% | -$5.96M |
|
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HF
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.