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Parallax Volatility Advisers

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
Cap. Flow
+$5.22B
Cap. Flow %
11.02%
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 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
GS icon
226
Goldman Sachs
GS
$304B
$27.7M 0.06%
132,461
-164,475
-55% -$33.5M
CMG icon
227
PUT
Chipotle Mexican Grill
CMG
$41.3B
$27.4M 0.06%
2,265,000
-5,425,000
-71% -$68.6M
QIHU
228
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$27.3M 0.06%
402,700
+12,000
+3% +$724K
CAT icon
229
Caterpillar
CAT
$393B
$27M 0.06%
+318,087
New +$27.4M
BP icon
230
CALL
BP
BP
$110B
$27M 0.06%
802,354
+34,993
+5% +$1.23M
GMCR
231
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
$26.6M 0.06%
346,600
-382,000
-52% -$37.5M
SNDK
232
PUT
DELISTED
SANDISK CORP
SNDK
$26.3M 0.06%
451,600
-63,000
-12% -$4.22M
TCOM icon
233
PUT
Trip.com Group
TCOM
$28.3B
$26.1M 0.06%
719,600
-510,400
-41% -$17.8M
BUD icon
234
AB InBev
BUD
$158B
$26.1M 0.06%
216,485
-39,861
-16% -$4.89M
ZG icon
235
PUT
Zillow
ZG
$8.15B
$26M 0.05%
898,800
+165,900
+23% +$5.18M
NKE icon
236
PUT
Nike
NKE
$61.2B
$25.8M 0.05%
478,200
-2,331,600
-83% -$119M
WMT icon
237
Walmart Inc
WMT
$921B
$25.8M 0.05%
1,091,283
+832,380
+322% +$21.2M
GIS icon
238
CALL
General Mills
GIS
$20.8B
$25.8M 0.05%
462,800
-244,200
-35% -$13.7M
KRE icon
239
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
$25.3M 0.05%
573,900
+367,300
+178% +$15.6M
LNG icon
240
PUT
Cheniere Energy
LNG
$55B
$25.3M 0.05%
365,500
+336,200
+1,147% +$25.2M
F icon
241
CALL
Ford
F
$55.4B
$25.2M 0.05%
1,681,100
-651,400
-28% -$10.1M
TFCFA
242
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$25.2M 0.05%
774,000
+524,800
+211% +$17.6M
NOV icon
243
PUT
NOV
NOV
$7.36B
$25.1M 0.05%
519,900
+249,000
+92% +$12.8M
DIA icon
244
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
$25M 0.05%
142,205
+137,745
+3,088% +$24.8M
QLIK
245
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$24.9M 0.05%
712,500
-100,000
-12% -$3.54M
DE icon
246
CALL
Deere & Co
DE
$165B
$24.7M 0.05%
254,400
+197,100
+344% +$17.9M
MU icon
247
Micron Technology
MU
$1.07T
$24.5M 0.05%
1,301,870
+838,518
+181% +$22.4M
AA icon
248
Alcoa
AA
$13.1B
$24.5M 0.05%
913,992
+480
+0.1% +$14.9K
DD
249
CALL
DELISTED
Du Pont De Nemours E I
DD
$24.5M 0.05%
402,562
+94,454
+31% +$6.36M
PBR icon
250
PUT
Petrobras
PBR
$115B
$24.4M 0.05%
2,700,600
-646,300
-19% -$5.78M
8 9
10
11 12

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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.