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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 | |
|---|---|---|---|---|---|---|
|
GLOG
1976
CALL
DELISTED
GASLOG LTD
GLOG
| $200K | ﹤0.01% |
10,000
| – | – |
|
|
INFN
1977
PUT
DELISTED
Infinera Corporation Common Stock
INFN
| $199K | ﹤0.01% |
9,500
+400
| +4% | +$8.13K |
|
1978
PUT
Dine Brands
DIN
$452M
| $198K | ﹤0.01% |
2,000
-5,600
| -74% | -$558K |
|
|
DMND
1979
PUT
DELISTED
DIAMOND FOODS, INC.
DMND
| $198K | ﹤0.01% |
6,300
+300
| +5% | +$9.12K |
|
1980
PUT
Invesco DB Oil Fund
DBO
$366M
| $197K | ﹤0.01% |
13,500
-11,300
| -46% | -$166K |
|
1981
TJX Companies
TJX
$178B
| $197K | ﹤0.01% |
5,968
-5,964
| -50% | -$198K |
|
|
KING
1982
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $197K | ﹤0.01% |
13,814
-5,881
| -30% | -$91.2K |
|
1983
CALL
AMC Global Media
AMCX
$489M
| $196K | ﹤0.01% |
2,400
+1,700
| +243% | +$132K |
|
1984
PUT
RPM International
RPM
$15B
| $196K | ﹤0.01% |
4,000
-1,600
| -29% | -$78.8K |
|
|
DATA
1985
DELISTED
Tableau Software, Inc.
DATA
| $196K | ﹤0.01% |
1,697
+1,026
| +153% | +$111K |
|
1986
Boston Scientific
BSX
$71.5B
| $195K | ﹤0.01% |
+11,043
| New | +$197K |
|
1987
CALL
Cintas
CTAS
$81.3B
| $195K | ﹤0.01% |
9,200
-58,000
| -86% | -$1.22M |
|
1988
Iridium Communications
IRDM
$5.29B
| $194K | ﹤0.01% |
21,290
+18,008
| +549% | +$185K |
|
1989
CALL
Landstar System
LSTR
$6.21B
| $194K | ﹤0.01% |
2,900
-2,900
| -50% | -$188K |
|
1990
M&T Bank
MTB
$36.2B
| $194K | ﹤0.01% |
+1,549
| New | +$191K |
|
1991
Manulife Financial
MFC
$73.5B
| $193K | ﹤0.01% |
10,363
+9,834
| +1,859% | +$183K |
|
|
ONCE
1992
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $193K | ﹤0.01% |
+3,200
| New | +$212K |
|
|
CPLA
1993
PUT
DELISTED
Capella Education Company
CPLA
| $193K | ﹤0.01% |
+3,600
| New | +$208K |
|
1994
CALL
Veeco
VECO
$3.23B
| $192K | ﹤0.01% |
6,700
-18,100
| -73% | -$556K |
|
1995
Fidelity National Information Services
FIS
$22.1B
| $191K | ﹤0.01% |
3,087
-1,516
| -33% | -$97.1K |
|
1996
CALL
Ubiquiti
UI
$34.3B
| $191K | ﹤0.01% |
6,000
+5,900
| +5,900% | +$181K |
|
1997
CALL
Hilton Worldwide
HLT
$71.5B
| $190K | ﹤0.01% |
2,300
-3,767
| -62% | -$331K |
|
1998
Invesco
IVZ
$13.9B
| $190K | ﹤0.01% |
+5,068
| New | +$203K |
|
|
MIC
1999
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $190K | ﹤0.01% |
2,300
-8,100
| -78% | -$684K |
|
2000
Affiliated Managers Group
AMG
$9.76B
| $189K | ﹤0.01% |
865
-1,003
| -54% | -$223K |
|
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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.