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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 | |
|---|---|---|---|---|---|---|
2001
Masco
MAS
$15.3B
| $189K | ﹤0.01% |
8,055
-528
| -6% | -$12.5K |
|
2002
Dycom Industries
DY
$12.3B
| $188K | ﹤0.01% |
+3,192
| New | +$169K |
|
2003
First Horizon
FHN
$12.1B
| $188K | ﹤0.01% |
11,991
-5,001
| -29% | -$73.9K |
|
2004
Ribbon Communications
RBBN
$383M
| $188K | ﹤0.01% |
27,174
+26,960
| +12,598% | +$211K |
|
|
WCN
2005
PUT
Waste Connections
WCN
$42B
| $188K | ﹤0.01% |
+6,000
| New | +$191K |
|
2006
CALL
Autoliv
ALV
$9B
| $187K | ﹤0.01% |
+2,221
| New | +$195K |
|
2007
CALL
International Flavors & Fragrances
IFF
$21.9B
| $187K | ﹤0.01% |
+1,700
| New | +$196K |
|
2008
CALL
Murphy Oil
MUR
$4.78B
| $187K | ﹤0.01% |
4,500
-36,500
| -89% | -$1.66M |
|
|
MHR
2009
CALL
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
| $187K | ﹤0.01% |
100,000
+96,500
| +2,757% | +$191K |
|
2010
PUT
Fidelity National Information Services
FIS
$22.1B
| $186K | ﹤0.01% |
3,000
-7,900
| -72% | -$506K |
|
2011
TE Connectivity
TEL
$62.6B
| $186K | ﹤0.01% |
2,899
+2,463
| +565% | +$170K |
|
2012
Corpay
CPAY
$25.7B
| $186K | ﹤0.01% |
+1,192
| New | +$187K |
|
|
EEP
2013
CALL
DELISTED
Enbridge Energy Partners
EEP
| $186K | ﹤0.01% |
5,600
+2,900
| +107% | +$107K |
|
2014
PUT
American Electric Power
AEP
$68.4B
| $185K | ﹤0.01% |
3,500
-9,100
| -72% | -$504K |
|
2015
PUT
Cimpress
CMPR
$2.31B
| $185K | ﹤0.01% |
2,200
+1,300
| +144% | +$111K |
|
2016
General Dynamics
GD
$106B
| $185K | ﹤0.01% |
1,305
-14,604
| -92% | -$2.03M |
|
|
WPZ
2017
DELISTED
Williams Partners L.P.
WPZ
| $185K | ﹤0.01% |
3,821
-10,742
| -74% | -$557K |
|
|
DWRE
2018
CALL
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $185K | ﹤0.01% |
2,600
+900
| +53% | +$58K |
|
2019
PUT
Republic Services
RSG
$65.7B
| $184K | ﹤0.01% |
4,700
-4,300
| -48% | -$173K |
|
2020
Kimco Realty
KIM
$16.4B
| $183K | ﹤0.01% |
8,114
+7,021
| +642% | +$171K |
|
2021
Manhattan Associates
MANH
$11.4B
| $183K | ﹤0.01% |
3,067
-13
| -0.4% | -$719 |
|
|
MFRM
2022
PUT
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $183K | ﹤0.01% |
3,000
-300
| -9% | -$18.3K |
|
|
ESI
2023
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $183K | ﹤0.01% |
46,144
-103,520
| -69% | -$480K |
|
2024
Jacobs Solutions
J
$17B
| $182K | ﹤0.01% |
5,413
-10,298
| -66% | -$376K |
|
2025
PUT
iShares Gold Trust
IAU
$64.4B
| $181K | ﹤0.01% |
8,000
-500
| -6% | -$11.5K |
|
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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.