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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
Cap. Flow
+$144M
Cap. Flow %
0.3%
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
QCOM icon
Qualcomm
QCOM
+$87.9M
2
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$61.9M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$49.9M
4
DHR icon
Danaher
DHR
+$49.3M
5
EWA icon
iShares MSCI Australia ETF
EWA
+$46.3M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$73.6M
2
AAPL icon
Apple
AAPL
+$69.4M
3
UUP icon
Invesco DB US Dollar Index Bullish Fund
UUP
+$68.7M
4
DIS icon
Walt Disney
DIS
+$58.5M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$52.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.81%
2 Technology 0.93%
3 Consumer Discretionary 0.7%
4 Financials 0.69%
5 Energy 0.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CLX icon
951
CALL
Clorox
CLX
$11.1B
$2.77M 0.01%
26,600
-128,000
-83% -$13.8M
EWT icon
952
iShares MSCI Taiwan ETF
EWT
$12.1B
$2.76M 0.01%
87,428
+87,427
+8,742,700% +$2.82M
HALO icon
953
CALL
Halozyme
HALO
$12.3B
$2.74M 0.01%
+121,300
New +$2.13M
SHLX
954
PUT
DELISTED
Shell Midstream Partners, L.P.
SHLX
$2.74M 0.01%
+60,000
New +$2.57M
UAA icon
955
Under Armour
UAA
$2.17B
$2.74M 0.01%
65,584
+19,964
+44% +$808K
DOC icon
956
PUT
Healthpeak Properties
DOC
$14.1B
$2.73M 0.01%
82,350
-10,651
-11% -$388K
EOG icon
957
CALL
EOG Resources
EOG
$76.2B
$2.73M 0.01%
31,100
-612,200
-95% -$56.6M
AXLL
958
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$2.73M 0.01%
75,600
+74,100
+4,940% +$2.96M
GWW icon
959
PUT
W.W. Grainger
GWW
$60.7B
$2.72M 0.01%
11,500
-85,400
-88% -$20.7M
AUY
960
DELISTED
Yamana Gold, Inc.
AUY
$2.72M 0.01%
907,101
-1,705,039
-65% -$6.23M
GL icon
961
CALL
Globe Life
GL
$13.1B
$2.71M 0.01%
46,600
+46,100
+9,220% +$2.63M
AOS icon
962
A.O. Smith
AOS
$7.99B
$2.71M 0.01%
75,308
+75,296
+627,467% +$2.59M
RIO icon
963
CALL
Rio Tinto
RIO
$169B
$2.7M 0.01%
65,500
+64,900
+10,817% +$2.85M
ABT icon
964
Abbott
ABT
$183B
$2.68M 0.01%
54,537
-1,909
-3% -$91.7K
ETP
965
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
$2.67M 0.01%
51,100
+46,912
+1,120% +$2.62M
ABT icon
966
CALL
Abbott
ABT
$183B
$2.67M 0.01%
54,300
-234,300
-81% -$11.3M
CCL icon
967
PUT
Carnival Corporation Ltd
CCL
$31.8B
$2.65M 0.01%
53,600
-28,300
-35% -$1.34M
ORLY icon
968
PUT
O'Reilly Automotive
ORLY
$69.5B
$2.65M 0.01%
175,500
+70,500
+67% +$1.05M
GRMN
969
CALL
Garmin
GRMN
$53.2B
$2.64M 0.01%
60,200
-6,800
-10% -$313K
FL
970
CALL
DELISTED
Foot Locker
FL
$2.63M 0.01%
39,200
-21,200
-35% -$1.32M
PCP
971
CALL
DELISTED
PRECISION CASTPARTS CORP
PCP
$2.62M 0.01%
13,100
+11,200
+589% +$2.35M
PFG icon
972
CALL
Principal Financial Group
PFG
$24.6B
$2.62M 0.01%
51,000
+44,300
+661% +$2.3M
CCJ icon
973
PUT
Cameco
CCJ
$44.4B
$2.6M 0.01%
182,000
+94,000
+107% +$1.48M
ENR icon
974
CALL
Energizer
ENR
$1.44B
$2.59M 0.01%
+76,300
New +$2.58M
QEP
975
PUT
DELISTED
QEP RESOURCES, INC.
QEP
$2.59M 0.01%
140,000
-1,700
-1% -$34.9K
37 38
39
40 41

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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's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.