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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 | |
|---|---|---|---|---|---|---|
926
PUT
J.M. Smucker
SJM
$12.5B
| $2.94M | 0.01% |
27,100
-104,900
| -79% | -$12.1M |
|
927
C.H. Robinson
CHRW
$17B
| $2.94M | 0.01% |
47,058
+43,204
| +1,121% | +$2.85M |
|
928
CALL
Fluor
FLR
$7.08B
| $2.94M | 0.01% |
55,400
-13,700
| -20% | -$791K |
|
|
KSU
929
PUT
DELISTED
Kansas City Southern
KSU
| $2.94M | 0.01% |
32,200
+8,300
| +35% | +$819K |
|
930
PUT
Franco-Nevada
FNV
$46.4B
| $2.93M | 0.01% |
61,500
-147,500
| -71% | -$7.48M |
|
931
CALL
Waste Management
WM
$90.7B
| $2.92M | 0.01% |
63,100
+46,100
| +271% | +$2.32M |
|
|
SAVE
932
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.92M | 0.01% |
47,000
-35,300
| -43% | -$2.41M |
|
933
CALL
Ball Corp
BALL
$16.6B
| $2.92M | 0.01% |
83,200
-19,000
| -19% | -$686K |
|
934
Visteon
VC
$2.83B
| $2.91M | 0.01% |
27,689
+8,415
| +44% | +$886K |
|
935
CALL
Lennar Class A
LEN
$21.1B
| $2.9M | 0.01% |
59,672
-479,371
| -89% | -$22M |
|
|
SOHU
936
PUT
Sohu.com
SOHU
$371M
| $2.88M | 0.01% |
48,800
+48,700
| +48,700% | +$3.16M |
|
|
CAM
937
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $2.88M | 0.01% |
55,000
-10,800
| -16% | -$560K |
|
|
APOL
938
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $2.87M | 0.01% |
222,500
+129,000
| +138% | +$2.18M |
|
|
BHI
939
DELISTED
Baker Hughes
BHI
| $2.85M | 0.01% |
+46,228
| New | +$3.02M |
|
940
CALL
Under Armour
UAA
$2.29B
| $2.85M | 0.01% |
68,200
+35,400
| +108% | +$1.43M |
|
941
Terex
TEX
$7.74B
| $2.84M | 0.01% |
122,164
-11,569
| -9% | -$305K |
|
942
PUT
Align Technology
ALGN
$12.3B
| $2.82M | 0.01% |
+45,000
| New | +$2.66M |
|
943
PUT
Eaton
ETN
$178B
| $2.82M | 0.01% |
41,800
-31,600
| -43% | -$2.23M |
|
944
CALL
Walmart Inc
WMT
$901B
| $2.82M | 0.01% |
119,100
-71,100
| -37% | -$1.81M |
|
945
CALL
ArcelorMittal
MT
$55.6B
| $2.81M | 0.01% |
126,477
+82,744
| +189% | +$1.99M |
|
946
Intuit
INTU
$92B
| $2.81M | 0.01% |
27,851
+1,319
| +5% | +$135K |
|
947
CME Group
CME
$93.2B
| $2.79M | 0.01% |
30,000
| – | – |
|
|
RAI
948
PUT
DELISTED
Reynolds American Inc
RAI
| $2.79M | 0.01% |
74,800
-76,800
| -51% | -$2.88M |
|
|
RAX
949
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $2.79M | 0.01% |
75,000
+28,700
| +62% | +$1.32M |
|
|
NE
950
CALL
DELISTED
Noble Corporation
NE
| $2.77M | 0.01% |
180,100
-800
| -0.4% | -$13.2K |
|
Similar funds
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.