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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
XLY icon
76
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$77.6M 0.16%
2,029,200
+1,824,200
+890% +$69.8M
WMB icon
77
CALL
Williams Companies
WMB
$92.8B
$77.5M 0.16%
1,350,100
+817,000
+153% +$42.1M
JD icon
78
CALL
JD.com
JD
$37.4B
$76.8M 0.16%
2,253,100
+743,600
+49% +$25.3M
USO icon
79
CALL
United States Oil Fund
USO
$1.65B
$76.3M 0.16%
479,650
-216,975
-31% -$34.5M
GILD icon
80
PUT
Gilead Sciences
GILD
$182B
$76.1M 0.16%
649,700
-712,000
-52% -$77.8M
PEP icon
81
PUT
PepsiCo
PEP
$189B
$75.8M 0.16%
812,300
+70,700
+10% +$6.76M
EMC
82
PUT
DELISTED
EMC CORPORATION
EMC
$75.6M 0.16%
2,865,600
-841,300
-23% -$22.4M
BKNG icon
83
CALL
Booking.com
BKNG
$135B
$74.4M 0.16%
1,615,000
+695,000
+76% +$33.2M
INTC icon
84
PUT
Intel
INTC
$552B
$72.8M 0.15%
2,394,100
-1,757,700
-42% -$56.8M
GM icon
85
PUT
General Motors
GM
$75.3B
$72.7M 0.15%
2,182,100
-58,400
-3% -$2.08M
PFE icon
86
CALL
Pfizer
PFE
$158B
$72.2M 0.15%
2,271,054
-1,126,515
-33% -$36.7M
EBAY icon
87
CALL
eBay
EBAY
$46.5B
$71.5M 0.15%
2,819,837
+2,457,735
+679% +$61.3M
GMCR
88
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
$71.4M 0.15%
932,100
+777,200
+502% +$76.3M
CMCSA icon
89
CALL
Comcast
CMCSA
$93.4B
$71.3M 0.15%
2,372,600
+572,600
+32% +$16.8M
ORCL icon
90
CALL
Oracle
ORCL
$468B
$71.3M 0.15%
1,770,100
+1,032,200
+140% +$44.8M
OIH icon
91
PUT
VanEck Oil Services ETF
OIH
$2.1B
$71.2M 0.15%
102,060
+82,110
+412% +$60.7M
VZ icon
92
CALL
Verizon
VZ
$209B
$68.9M 0.15%
1,478,800
-1,443,600
-49% -$70.7M
TWTR
93
PUT
DELISTED
Twitter, Inc.
TWTR
$68.9M 0.15%
1,901,000
+397,000
+26% +$16.2M
XOM icon
94
PUT
ExxonMobil
XOM
$661B
$68M 0.14%
817,600
-253,300
-24% -$21.8M
SLB icon
95
PUT
SLB Ltd
SLB
$84.7B
$67.4M 0.14%
782,100
-753,100
-49% -$68M
JNJ icon
96
PUT
Johnson & Johnson
JNJ
$649B
$67.1M 0.14%
688,500
-36,900
-5% -$3.7M
MNST icon
97
CALL
Monster Beverage
MNST
$84.5B
$65.9M 0.14%
5,904,000
-3,338,400
-36% -$37.3M
DHR icon
98
Danaher
DHR
$144B
$64.5M 0.14%
1,121,825
+861,548
+331% +$49.3M
AAL icon
99
PUT
American Airlines Group
AAL
$8.55B
$63.9M 0.13%
1,600,800
-194,000
-11% -$8.85M
DXJ icon
100
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.14B
$62.9M 0.13%
1,099,200
-1,200,700
-52% -$69.6M
2 3
4
5 6

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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.