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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 | |
|---|---|---|---|---|---|---|
801
PUT
Intuit
INTU
$90.4B
| $3.91M | 0.01% |
38,800
-7,100
| -15% | -$725K |
|
|
CELG
802
DELISTED
Celgene Corp
CELG
| $3.91M | 0.01% |
33,777
+2,862
| +9% | +$327K |
|
803
Travelers Companies
TRV
$78.5B
| $3.88M | 0.01% |
40,093
+7,836
| +24% | +$802K |
|
804
CALL
Ventas
VTR
$45.3B
| $3.88M | 0.01% |
54,644
+47,901
| +710% | +$3.74M |
|
805
Tapestry
TPR
$31.5B
| $3.87M | 0.01% |
111,929
+94,202
| +531% | +$3.6M |
|
|
BEAV
806
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $3.87M | 0.01% |
70,500
+17,700
| +34% | +$1.05M |
|
807
Aflac
AFL
$60.4B
| $3.85M | 0.01% |
123,818
-40,096
| -24% | -$1.27M |
|
808
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.31B
| $3.84M | 0.01% |
33,333
| – | – |
|
|
YELL
809
CALL
DELISTED
Yellow Corporation Common Stock
YELL
| $3.84M | 0.01% |
295,800
-88,700
| -23% | -$1.32M |
|
810
CALL
State Street SPDR S&P Retail ETF
XRT
$639M
| $3.84M | 0.01% |
77,800
+74,000
| +1,947% | +$3.68M |
|
|
CTRA
811
DELISTED
Coterra Energy
CTRA
| $3.83M | 0.01% |
121,490
-43,639
| -26% | -$1.46M |
|
|
AUY
812
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $3.83M | 0.01% |
1,277,000
-2,920,300
| -70% | -$10.7M |
|
|
SN
813
PUT
DELISTED
Sanchez Energy Corporation
SN
| $3.82M | 0.01% |
390,000
-3,000
| -0.8% | -$36.3K |
|
|
WBA
814
DELISTED
Walgreens Boots Alliance
WBA
| $3.82M | 0.01% |
45,225
-68,850
| -60% | -$5.94M |
|
815
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $3.8M | 0.01% |
183,432
+182,186
| +14,622% | +$3.99M |
|
816
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $3.8M | 0.01% |
27,900
-204,000
| -88% | -$29.1M |
|
817
Zions Bancorporation
ZION
$10.4B
| $3.77M | 0.01% |
118,935
+96,814
| +438% | +$2.85M |
|
818
CALL
Nabors Industries
NBR
$1.29B
| $3.75M | 0.01% |
+5,200
| New | +$3.92M |
|
|
AVP
819
PUT
DELISTED
Avon Products, Inc.
AVP
| $3.75M | 0.01% |
598,800
-75,700
| -11% | -$562K |
|
820
PUT
Waste Management
WM
$90.3B
| $3.75M | 0.01% |
80,800
+35,000
| +76% | +$1.76M |
|
821
Tenet Healthcare
THC
$20.9B
| $3.74M | 0.01% |
+64,610
| New | +$3.3M |
|
822
CALL
Gaming and Leisure Properties
GLPI
$12.4B
| $3.73M | 0.01% |
101,900
-233,800
| -70% | -$8.58M |
|
823
CALL
Equity Residential
EQR
$24.3B
| $3.73M | 0.01% |
53,200
+50,900
| +2,213% | +$3.78M |
|
824
CALL
Harley-Davidson
HOG
$2.71B
| $3.73M | 0.01% |
66,200
-24,700
| -27% | -$1.41M |
|
825
PUT
PG&E
PCG
$37.9B
| $3.72M | 0.01% |
75,700
+68,700
| +981% | +$3.57M |
|
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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.