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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 | |
|---|---|---|---|---|---|---|
176
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
| $35M | 0.07% |
297,879
+72,708
| +32% | +$8.92M |
|
|
PPLI
177
People Inc
PPLI
$3.02B
| $34.5M | 0.07% |
2,426,074
+2,354,145
| +3,273% | +$31.2M |
|
178
PUT
HP
HPQ
$28.6B
| $34.3M | 0.07% |
2,513,583
-40,297
| -2% | -$598K |
|
179
CALL
American Tower
AMT
$79.4B
| $34.2M | 0.07% |
366,900
-42,100
| -10% | -$3.98M |
|
|
X
180
PUT
DELISTED
US Steel
X
| $34.2M | 0.07% |
1,656,500
-519,600
| -24% | -$12.7M |
|
181
CALL
Intercontinental Exchange
ICE
$85B
| $33.9M | 0.07% |
757,000
-1,500
| -0.2% | -$69.6K |
|
182
CALL
KKR & Co
KKR
$99.5B
| $33.7M | 0.07% |
1,476,000
+1,310,300
| +791% | +$30.1M |
|
|
TWX
183
PUT
DELISTED
Time Warner Inc
TWX
| $33.7M | 0.07% |
385,800
+132,600
| +52% | +$11.3M |
|
184
PUT
Texas Instruments
TXN
$253B
| $33.7M | 0.07% |
654,500
-739,700
| -53% | -$40.8M |
|
185
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $33.3M | 0.07% |
396,000
+395,700
| +131,900% | +$30.8M |
|
186
CALL
Bank of America
BAC
$448B
| $33.3M | 0.07% |
1,953,600
+1,006,500
| +106% | +$16.6M |
|
187
PUT
Williams Companies
WMB
$90.1B
| $33.1M | 0.07% |
577,200
+427,400
| +285% | +$22M |
|
188
PUT
MGIC Investment
MTG
$6.29B
| $33.1M | 0.07% |
2,906,500
+2,839,200
| +4,219% | +$30.3M |
|
189
CALL
Viatris
VTRS
$18.5B
| $33.1M | 0.07% |
+487,300
| New | +$34.4M |
|
190
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $33M | 0.07% |
694,100
+692,300
| +38,461% | +$33.8M |
|
|
SUNE
191
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $32.2M | 0.07% |
1,076,900
+903,800
| +522% | +$25.7M |
|
|
YHOO
192
DELISTED
Yahoo Inc
YHOO
| $32M | 0.07% |
815,685
+792,775
| +3,460% | +$34.1M |
|
193
American Express
AXP
$232B
| $31.9M | 0.07% |
410,709
+116,992
| +40% | +$9.28M |
|
|
XLNX
194
CALL
DELISTED
Xilinx Inc
XLNX
| $31.7M | 0.07% |
717,200
+490,000
| +216% | +$22.1M |
|
195
PUT
Home Depot
HD
$342B
| $31.5M | 0.07% |
283,800
-1,382,700
| -83% | -$155M |
|
196
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $31.4M | 0.07% |
+682,600
| New | +$33.3M |
|
197
PUT
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $31.4M | 0.07% |
1,516,800
+1,156,800
| +321% | +$24.7M |
|
|
DD
198
PUT
DELISTED
Du Pont De Nemours E I
DD
| $31.3M | 0.07% |
516,181
-121,516
| -19% | -$8.18M |
|
199
PUT
NetApp
NTAP
$39.6B
| $31.3M | 0.07% |
991,800
+975,300
| +5,911% | +$33.8M |
|
200
PUT
Netflix
NFLX
$326B
| $31.2M | 0.07% |
3,325,000
+2,261,000
| +213% | +$18.9M |
|
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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.