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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 | |
|---|---|---|---|---|---|---|
1601
Carnival Corporation Ltd
CCL
$38B
| $531K | ﹤0.01% |
10,758
-39,218
| -78% | -$1.85M |
|
1602
PUT
TJX Companies
TJX
$175B
| $529K | ﹤0.01% |
16,000
-119,600
| -88% | -$3.98M |
|
|
SKX
1603
CALL
DELISTED
Skechers
SKX
| $527K | ﹤0.01% |
14,400
+600
| +4% | +$19.3K |
|
|
LVLT
1604
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $527K | ﹤0.01% |
10,000
+7,600
| +317% | +$417K |
|
1605
PUT
Invesco
IVZ
$14B
| $525K | ﹤0.01% |
14,000
+5,000
| +56% | +$200K |
|
1606
PUT
Methanex
MEOH
$4.27B
| $523K | ﹤0.01% |
9,400
+3,700
| +65% | +$209K |
|
1607
Marathon Petroleum
MPC
$90B
| $522K | ﹤0.01% |
9,988
+8,316
| +497% | +$423K |
|
|
EFII
1608
PUT
DELISTED
Electronics for Imaging
EFII
| $522K | ﹤0.01% |
+12,000
| New | +$517K |
|
|
WLL
1609
DELISTED
Whiting Petroleum Corporation
WLL
| $519K | ﹤0.01% |
52
-25
| -32% | -$260K |
|
1610
CALL
Outfront Media
OUT
$5.29B
| $517K | ﹤0.01% |
20,827
-32,207
| -61% | -$886K |
|
1611
Skyworks Solutions
SWKS
$10.4B
| $512K | ﹤0.01% |
4,915
-3,277
| -40% | -$332K |
|
1612
CALL
Synaptics
SYNA
$4.09B
| $512K | ﹤0.01% |
5,900
-6,100
| -51% | -$557K |
|
1613
PUT
Conagra Brands
CAG
$7.07B
| $503K | ﹤0.01% |
14,778
-44,718
| -75% | -$1.34M |
|
1614
PUT
Arthur J. Gallagher & Co
AJG
$64.7B
| $501K | ﹤0.01% |
10,600
+10,000
| +1,667% | +$482K |
|
1615
Canadian Natural Resources
CNQ
$97.4B
| $500K | ﹤0.01% |
38,080
-15,886
| -29% | -$239K |
|
1616
PUT
BJ's Restaurants
BJRI
$1.46B
| $499K | ﹤0.01% |
10,300
+9,100
| +758% | +$439K |
|
1617
PUT
Crown Castle
CCI
$31.3B
| $499K | ﹤0.01% |
6,200
-114,300
| -95% | -$9.54M |
|
1618
Fidelity National Financial
FNF
$12.9B
| $498K | ﹤0.01% |
+19,398
| New | +$501K |
|
|
DYN
1619
PUT
DELISTED
Dynegy, Inc.
DYN
| $497K | ﹤0.01% |
+17,000
| New | +$553K |
|
|
NWBO
1620
PUT
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
| $497K | ﹤0.01% |
+50,000
| New | +$438K |
|
1621
DHT Holdings
DHT
$2.95B
| $496K | ﹤0.01% |
+63,869
| New | +$503K |
|
|
OREX
1622
PUT
DELISTED
Orexigen Therapeutics, Inc.
OREX
| $495K | ﹤0.01% |
+10,000
| New | +$598K |
|
1623
CALL
GameStop
GME
$8.43B
| $494K | ﹤0.01% |
46,000
-84,800
| -65% | -$872K |
|
1624
PUT
Edison International
EIX
$26.1B
| $493K | ﹤0.01% |
8,900
-2,900
| -25% | -$174K |
|
1625
PUT
Vornado Realty Trust
VNO
$7.26B
| $493K | ﹤0.01% |
6,432
+2,102
| +49% | +$174K |
|
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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.