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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 | |
|---|---|---|---|---|---|---|
976
PUT
Dollar General
DG
$26.5B
| $2.58M | 0.01% |
33,200
-289,800
| -90% | -$21.9M |
|
977
PUT
Ionis Pharmaceuticals
IONS
$9.21B
| $2.57M | 0.01% |
+44,600
| New | +$2.84M |
|
978
PUT
Duke Energy
DUK
$96.1B
| $2.56M | 0.01% |
36,300
-20,700
| -36% | -$1.56M |
|
979
NETSCOUT
NTCT
$2.81B
| $2.56M | 0.01% |
+69,824
| New | +$2.87M |
|
980
Sysco
SYY
$40.3B
| $2.55M | 0.01% |
+70,735
| New | +$2.65M |
|
981
CALL
AstraZeneca
AZN
$246B
| $2.55M | 0.01% |
+40,000
| New | +$2.74M |
|
982
Akamai
AKAM
$16.8B
| $2.55M | 0.01% |
+36,478
| New | +$2.71M |
|
983
PUT
Skyworks Solutions
SWKS
$10.3B
| $2.54M | 0.01% |
24,500
+10,300
| +73% | +$1.04M |
|
984
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $2.53M | 0.01% |
69,000
-234,900
| -77% | -$8.49M |
|
|
GNC
985
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $2.52M | 0.01% |
56,600
-59,300
| -51% | -$2.7M |
|
986
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $2.51M | 0.01% |
+21,762
| New | +$2.56M |
|
987
CALL
Eli Lilly
LLY
$1.08T
| $2.5M | 0.01% |
+30,000
| New | +$2.29M |
|
|
TTM
988
CALL
DELISTED
Tata Motors Limited
TTM
| $2.49M | 0.01% |
72,200
-4,100
| -5% | -$163K |
|
|
QEP
989
DELISTED
QEP RESOURCES, INC.
QEP
| $2.48M | 0.01% |
134,184
+7,334
| +6% | +$150K |
|
990
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $2.46M | 0.01% |
33,100
+24,100
| +268% | +$1.79M |
|
|
PBFX
991
CALL
DELISTED
PBF LOGISTICS LP
PBFX
| $2.45M | 0.01% |
+102,500
| New | +$2.43M |
|
992
PUT
RH
RH
$3.46B
| $2.45M | 0.01% |
25,100
+20,100
| +402% | +$1.85M |
|
993
Stellantis
STLA
$20.5B
| $2.45M | 0.01% |
258,737
-81,190
| -24% | -$832K |
|
|
DO
994
PUT
DELISTED
Diamond Offshore Drilling
DO
| $2.45M | 0.01% |
94,900
-55,800
| -37% | -$1.69M |
|
995
FedEx
FDX
$76.3B
| $2.44M | 0.01% |
14,303
-19,493
| -58% | -$3.39M |
|
996
McDonald's
MCD
$194B
| $2.44M | 0.01% |
25,627
-24,002
| -48% | -$2.32M |
|
997
PUT
Fastenal
FAST
$60.1B
| $2.44M | 0.01% |
230,800
+184,000
| +393% | +$1.94M |
|
998
CALL
Polaris
PII
$3.99B
| $2.4M | 0.01% |
16,200
+12,400
| +326% | +$1.78M |
|
999
PUT
Invesco Senior Loan ETF
BKLN
$6.75B
| $2.38M | 0.01% |
100,000
-882,000
| -90% | -$21.2M |
|
|
KSU
1000
DELISTED
Kansas City Southern
KSU
| $2.37M | 0.01% |
+26,004
| New | +$2.57M |
|
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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.