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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 | |
|---|---|---|---|---|---|---|
|
SMC
1801
Summit Midstream
SMC
$434M
| $336K | ﹤0.01% |
+677
| New | +$336K |
|
|
HBI
1802
PUT
DELISTED
Hanesbrands
HBI
| $334K | ﹤0.01% |
10,000
+8,400
| +525% | +$275K |
|
1803
CALL
Zebra Technologies
ZBRA
$17.9B
| $333K | ﹤0.01% |
+3,000
| New | +$311K |
|
1804
Lincoln National
LNC
$8.68B
| $332K | ﹤0.01% |
+5,614
| New | +$329K |
|
1805
PUT
Royal Gold
RGLD
$19.7B
| $332K | ﹤0.01% |
5,400
+3,900
| +260% | +$250K |
|
1806
Roper Technologies
ROP
$40.1B
| $332K | ﹤0.01% |
1,926
-1,293
| -40% | -$224K |
|
1807
PUT
abrdn Physical Gold Shares ETF
SGOL
$7.44B
| $332K | ﹤0.01% |
+29,000
| New | +$339K |
|
1808
Toronto Dominion Bank
TD
$200B
| $330K | ﹤0.01% |
7,772
+2,544
| +49% | +$114K |
|
|
WCC
1809
CALL
WESCO International
WCC
$18B
| $330K | ﹤0.01% |
4,800
+4,600
| +2,300% | +$330K |
|
|
RYL
1810
CALL
DELISTED
RYLAND GROUP INC
RYL
| $329K | ﹤0.01% |
7,100
-3,000
| -30% | -$133K |
|
1811
Diageo
DEO
$53.7B
| $327K | ﹤0.01% |
2,820
+2,654
| +1,599% | +$302K |
|
1812
Wolfspeed
WOLF
$1.57B
| $327K | ﹤0.01% |
12,572
-411
| -3% | -$12.9K |
|
|
MXIM
1813
DELISTED
Maxim Integrated Products
MXIM
| $327K | ﹤0.01% |
9,467
+1,859
| +24% | +$63.6K |
|
1814
Expedia Group
EXPE
$37.1B
| $326K | ﹤0.01% |
+2,980
| New | +$308K |
|
1815
Viavi Solutions
VIAV
$9.31B
| $326K | ﹤0.01% |
+49,537
| New | +$362K |
|
1816
PUT
Cigna
CI
$73.6B
| $325K | ﹤0.01% |
2,000
-700
| -26% | -$96.7K |
|
1817
iShares MSCI Singapore ETF
EWS
$1.15B
| $325K | ﹤0.01% |
12,914
-1,397
| -10% | -$36.8K |
|
1818
iShares US Transportation ETF
IYT
$2.27B
| $324K | ﹤0.01% |
8,940
+8,136
| +1,012% | +$312K |
|
1819
CALL
Scotiabank
BNS
$108B
| $320K | ﹤0.01% |
6,485
+40
| +0.6% | +$2.04K |
|
|
EXXI
1820
CALL
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $319K | ﹤0.01% |
121,200
| – | – |
|
1821
Keurig Dr Pepper
KDP
$39.9B
| $318K | ﹤0.01% |
4,356
+3,956
| +989% | +$302K |
|
1822
Plains All American Pipeline
PAA
$16.3B
| $315K | ﹤0.01% |
7,219
+5,988
| +486% | +$287K |
|
|
WIRE
1823
PUT
DELISTED
Encore Wire Corp
WIRE
| $314K | ﹤0.01% |
+7,100
| New | +$308K |
|
|
CALY
1824
PUT
Callaway Golf Company
CALY
$3.07B
| $313K | ﹤0.01% |
35,000
| – | – |
|
|
ULTI
1825
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $312K | ﹤0.01% |
1,900
-2,400
| -56% | -$405K |
|
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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.