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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
CSC
2576
DELISTED
Computer Sciences
CSC
$45K ﹤0.01%
+1,640
New +$45.9K
TPLM
2577
CALL
DELISTED
Triangle Petroleum Corporation
TPLM
$45K ﹤0.01%
9,000
-1,000
-10% -$5.37K
EFII
2578
DELISTED
Electronics for Imaging
EFII
$45K ﹤0.01%
+1,045
New +$45K
AES icon
2579
PUT
AES
AES
$10.5B
$44K ﹤0.01%
3,300
-5,000
-60% -$67.1K
ALB icon
2580
PUT
Albemarle
ALB
$15.5B
$44K ﹤0.01%
800
-700
-47% -$41.8K
BCO icon
2581
PUT
Brink's
BCO
$4.62B
$44K ﹤0.01%
1,500
– –
BEN icon
2582
CALL
Franklin Resources
BEN
$17.2B
$44K ﹤0.01%
900
-3,000
-77% -$154K
CAKE icon
2583
Cheesecake Factory
CAKE
$5.33B
$44K ﹤0.01%
813
+656
+418% +$33.9K
GME icon
2584
GameStop
GME
$8.6B
$44K ﹤0.01%
4,080
-69,920
-94% -$719K
IFF icon
2585
PUT
International Flavors & Fragrances
IFF
$21.9B
$44K ﹤0.01%
400
-400
-50% -$46.2K
KLAC icon
2586
KLA
KLAC
$259B
$44K ﹤0.01%
7,750
-28,230
-78% -$165K
MFC icon
2587
CALL
Manulife Financial
MFC
$73.5B
$44K ﹤0.01%
+2,400
New +$44.6K
SEIC icon
2588
PUT
SEI Investments
SEIC
$12.6B
$44K ﹤0.01%
900
+300
+50% +$14.1K
SON icon
2589
Sonoco
SON
$5.74B
$44K ﹤0.01%
1,027
+167
+19% +$7.52K
ZBRA icon
2590
PUT
Zebra Technologies
ZBRA
$17.8B
$44K ﹤0.01%
400
-2,100
-84% -$218K
PTR
2591
CALL
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$44K ﹤0.01%
400
– –
OA
2592
PUT
DELISTED
Orbital ATK, Inc.
OA
$44K ﹤0.01%
+600
New +$45.1K
LXK
2593
DELISTED
Lexmark Intl Inc
LXK
$44K ﹤0.01%
1,000
-4,915
-83% -$218K
ESS icon
2594
CALL
Essex Property Trust
ESS
$18.5B
$43K ﹤0.01%
+200
New +$44.3K
MAS icon
2595
PUT
Masco
MAS
$15.3B
$43K ﹤0.01%
1,821
-9,218
-84% -$218K
MCHP icon
2596
CALL
Microchip Technology
MCHP
$46B
$43K ﹤0.01%
1,800
-6,200
-78% -$150K
PDCE
2597
PUT
DELISTED
PDC Energy, Inc.
PDCE
$43K ﹤0.01%
800
+300
+60% +$16.9K
NBL
2598
PUT
DELISTED
Noble Energy, Inc.
NBL
$43K ﹤0.01%
1,000
-2,800
-74% -$132K
CRZO
2599
DELISTED
Carrizo Oil & Gas Inc
CRZO
$43K ﹤0.01%
864
-627
-42% -$32.6K
CST
2600
PUT
DELISTED
CST Brands, Inc.
CST
$43K ﹤0.01%
1,100
-600
-35% -$25K
102 103
104
105 106

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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.