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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 | |
|---|---|---|---|---|---|---|
|
SINA
601
PUT
DELISTED
Sina Corp
SINA
| $7.03M | 0.01% |
131,300
-2,000
| -2% | -$91.1K |
|
602
CALL
Republic Services
RSG
$65.9B
| $7.03M | 0.01% |
179,500
+1,400
| +0.8% | +$56.3K |
|
603
AbbVie
ABBV
$443B
| $7.02M | 0.01% |
104,502
-59,969
| -36% | -$3.92M |
|
604
PUT
Golar LNG
GLNG
$5.21B
| $7.02M | 0.01% |
150,000
+149,400
| +24,900% | +$6.48M |
|
605
PUT
Cummins
CMI
$87B
| $7.02M | 0.01% |
53,500
-18,100
| -25% | -$2.49M |
|
|
TTM
606
DELISTED
Tata Motors Limited
TTM
| $7.01M | 0.01% |
203,358
+124,963
| +159% | +$4.98M |
|
|
MNDT
607
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $6.96M | 0.01% |
142,351
+778
| +0.5% | +$35.2K |
|
608
CALL
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.8M
| $6.95M | 0.01% |
90,000
+77,200
| +603% | +$6.01M |
|
|
STI
609
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $6.93M | 0.01% |
161,200
-3,500
| -2% | -$149K |
|
|
PARA
610
PUT
DELISTED
Paramount Global Class B
PARA
| $6.92M | 0.01% |
124,600
+51,100
| +70% | +$3.09M |
|
|
ETP
611
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $6.92M | 0.01% |
132,500
+81,448
| +160% | +$4.54M |
|
612
Chevron
CVX
$388B
| $6.89M | 0.01% |
71,435
+1,848
| +3% | +$194K |
|
613
CALL
Aflac
AFL
$60.7B
| $6.89M | 0.01% |
221,400
+197,400
| +823% | +$6.25M |
|
|
CMA
614
PUT
DELISTED
Comerica
CMA
| $6.86M | 0.01% |
133,700
-4,300
| -3% | -$209K |
|
615
PUT
Colgate-Palmolive
CL
$74.1B
| $6.83M | 0.01% |
104,400
+54,000
| +107% | +$3.66M |
|
616
PUT
D.R. Horton
DHI
$41.9B
| $6.83M | 0.01% |
249,700
-145,300
| -37% | -$3.91M |
|
|
HES
617
PUT
DELISTED
Hess
HES
| $6.81M | 0.01% |
101,800
+41,200
| +68% | +$2.92M |
|
618
Ashland
ASH
$3.36B
| $6.81M | 0.01% |
114,147
+93,969
| +466% | +$5.86M |
|
619
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $6.8M | 0.01% |
317,594
+314,518
| +10,225% | +$6.79M |
|
620
CALL
SLB Ltd
SLB
$77.3B
| $6.79M | 0.01% |
78,800
+9,300
| +13% | +$839K |
|
|
DISH
621
PUT
DELISTED
DISH Network Corp.
DISH
| $6.77M | 0.01% |
+100,000
| New | +$6.99M |
|
622
CALL
Huntington Bancshares
HBAN
$35.9B
| $6.76M | 0.01% |
597,400
+397,400
| +199% | +$4.45M |
|
623
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$306M
| $6.76M | 0.01% |
135,700
+135,699
| +13,569,900% | +$6.35M |
|
624
CALL
Welltower
WELL
$169B
| $6.7M | 0.01% |
102,100
+94,100
| +1,176% | +$6.75M |
|
|
SWN
625
CALL
DELISTED
Southwestern Energy Company
SWN
| $6.66M | 0.01% |
293,200
+292,800
| +73,200% | +$7.51M |
|
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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.