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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 | |
|---|---|---|---|---|---|---|
151
PUT
Valero Energy
VLO
$95.1B
| $40.9M | 0.09% |
653,500
+316,000
| +94% | +$18.7M |
|
152
CALL
Delta Air Lines
DAL
$59.1B
| $40.3M | 0.09% |
982,200
-79,100
| -7% | -$3.46M |
|
|
VMW
153
PUT
DELISTED
VMware, Inc
VMW
| $40.1M | 0.08% |
467,600
+352,600
| +307% | +$30.8M |
|
|
CSC
154
CALL
DELISTED
Computer Sciences
CSC
| $40.1M | 0.08% |
1,448,954
+123,159
| +9% | +$3.45M |
|
155
PUT
Newmont
NEM
$120B
| $40M | 0.08% |
1,712,500
-225,400
| -12% | -$5.63M |
|
|
GMCR
156
DELISTED
KEURIG GREEN MTN INC
GMCR
| $39.9M | 0.08% |
520,819
+314,323
| +152% | +$30.9M |
|
157
PUT
Phillips 66
PSX
$90B
| $39.9M | 0.08% |
495,400
+277,000
| +127% | +$22M |
|
158
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
| $39.8M | 0.08% |
213,284
+148,842
| +231% | +$30.4M |
|
159
PUT
VanEck Gold Miners ETF
GDX
$26.9B
| $39.8M | 0.08% |
2,240,000
-1,735,500
| -44% | -$33.7M |
|
160
CALL
Freeport-McMoran
FCX
$96.9B
| $39.3M | 0.08% |
2,111,200
+947,300
| +81% | +$19.6M |
|
161
PUT
DuPont de Nemours
DD
$19.5B
| $38.5M | 0.08% |
297,345
-35,303
| -11% | -$4.57M |
|
162
PUT
ConocoPhillips
COP
$150B
| $38.5M | 0.08% |
627,300
+17,800
| +3% | +$1.16M |
|
163
PUT
Coca-Cola
KO
$376B
| $38.3M | 0.08% |
977,300
-488,800
| -33% | -$19.9M |
|
|
164
CALL
Danaher
DHR
$145B
| $37.9M | 0.08% |
658,366
+42,850
| +7% | +$2.45M |
|
165
Autodesk
ADSK
$52.7B
| $37.4M | 0.08% |
746,767
+404,871
| +118% | +$23.1M |
|
166
PUT
Merck
MRK
$328B
| $37.2M | 0.08% |
684,030
-643,157
| -48% | -$36.1M |
|
167
PUT
MetLife
MET
$61.4B
| $36.9M | 0.08% |
740,071
+237,752
| +47% | +$11.3M |
|
168
PUT
Oracle
ORCL
$450B
| $36.5M | 0.08% |
904,800
-130,300
| -13% | -$5.65M |
|
169
PUT
United Airlines
UAL
$40.6B
| $36.4M | 0.08% |
686,700
+429,900
| +167% | +$24.9M |
|
|
PXD
170
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $35.9M | 0.08% |
259,200
+233,900
| +925% | +$37.1M |
|
171
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $35.6M | 0.08% |
1,719,200
+1,161,200
| +208% | +$25.4M |
|
|
ETFC
172
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $35.5M | 0.08% |
1,185,800
+783,400
| +195% | +$23M |
|
173
PUT
Micron Technology
MU
$1.07T
| $35.2M | 0.07% |
1,869,500
+157,700
| +9% | +$4.2M |
|
|
VXX
174
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $35.2M | 0.07% |
109,500
-13,581
| -11% | -$4.42M |
|
175
PUT
Capri Holdings
CPRI
$1.77B
| $35.2M | 0.07% |
836,200
+264,300
| +46% | +$14.9M |
|
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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.