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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 | |
|---|---|---|---|---|---|---|
1526
PUT
Constellation Brands
STZ
$22.8B
| $626K | ﹤0.01% |
5,400
+1,600
| +42% | +$189K |
|
1527
CALL
Canadian Solar
CSIQ
$1.06B
| $625K | ﹤0.01% |
21,800
+1,100
| +5% | +$37.7K |
|
1528
AvalonBay Communities
AVB
$26.3B
| $624K | ﹤0.01% |
3,902
-1,349
| -26% | -$225K |
|
1529
Herbalife
HLF
$1.21B
| $622K | ﹤0.01% |
22,584
-40,558
| -64% | -$982K |
|
|
EA
1530
DELISTED
Electronic Arts
EA
| $615K | ﹤0.01% |
9,252
-155,795
| -94% | -$9.58M |
|
|
CIT
1531
PUT
DELISTED
CIT Group Inc.
CIT
| $614K | ﹤0.01% |
13,200
-3,300
| -20% | -$154K |
|
1532
CALL
Arista Networks
ANET
$242B
| $613K | ﹤0.01% |
+120,000
| New | +$537K |
|
1533
PUT
Papa John's
PZZA
$785M
| $612K | ﹤0.01% |
8,100
+5,700
| +238% | +$380K |
|
1534
CALL
Sarepta Therapeutics
SRPT
$1.81B
| $609K | ﹤0.01% |
+20,000
| New | +$409K |
|
1535
Synaptics
SYNA
$4.09B
| $609K | ﹤0.01% |
7,016
-670
| -9% | -$61.1K |
|
1536
PUT
Terex
TEX
$7.58B
| $606K | ﹤0.01% |
26,100
-48,600
| -65% | -$1.28M |
|
1537
CALL
Dine Brands
DIN
$453M
| $604K | ﹤0.01% |
6,100
+400
| +7% | +$39.9K |
|
1538
Sony
SONY
$140B
| $600K | ﹤0.01% |
105,730
-774,935
| -88% | -$4.75M |
|
|
KERX
1539
CALL
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $599K | ﹤0.01% |
+60,000
| New | +$643K |
|
|
CVC
1540
CALL
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $599K | ﹤0.01% |
+25,000
| New | +$543K |
|
1541
CALL
American Financial Group
AFG
$11.9B
| $598K | ﹤0.01% |
+9,200
| New | +$594K |
|
|
HCBK
1542
CALL
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $596K | ﹤0.01% |
+60,300
| New | +$582K |
|
1543
Celanese
CE
$4.88B
| $595K | ﹤0.01% |
8,283
-5,546
| -40% | -$369K |
|
1544
PUT
Teva Pharmaceuticals
TEVA
$42.1B
| $591K | ﹤0.01% |
+10,000
| New | +$617K |
|
1545
CALL
Group 1 Automotive
GPI
$3.16B
| $590K | ﹤0.01% |
6,500
+4,900
| +306% | +$419K |
|
1546
ArcelorMittal
MT
$55.7B
| $590K | ﹤0.01% |
26,535
-28,104
| -51% | -$677K |
|
1547
PUT
Kohl's
KSS
$2.16B
| $588K | ﹤0.01% |
9,400
-20,100
| -68% | -$1.4M |
|
|
TSRO
1548
CALL
DELISTED
TESARO, Inc.
TSRO
| $588K | ﹤0.01% |
+10,000
| New | +$574K |
|
|
SAFM
1549
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $586K | ﹤0.01% |
7,800
+5,400
| +225% | +$428K |
|
1550
CALL
Trip.com Group
TCOM
$29.7B
| $582K | ﹤0.01% |
16,000
+13,800
| +627% | +$482K |
|
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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.