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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
EXPE icon
301
PUT
Expedia Group
EXPE
$39.4B
$18.8M 0.04%
172,100
+59,800
+53% +$6.19M
CRM icon
302
CALL
Salesforce
CRM
$165B
$18.8M 0.04%
270,100
-35,100
-12% -$2.5M
SCHW
303
PUT
Charles Schwab
SCHW
$190B
$18.8M 0.04%
574,900
+292,500
+104% +$9.24M
SCTY
304
PUT
DELISTED
SolarCity Corporation
SCTY
$18.8M 0.04%
350,400
-18,400
-5% -$1.07M
UNP icon
305
CALL
Union Pacific
UNP
$177B
$18.7M 0.04%
196,100
-107,200
-35% -$11.2M
MDLZ icon
306
PUT
Mondelez International
MDLZ
$81.1B
$18.7M 0.04%
454,000
-246,100
-35% -$9.65M
GG
307
PUT
DELISTED
Goldcorp Inc
GG
$18.6M 0.04%
1,145,600
-631,600
-36% -$11.5M
WDAY icon
308
CALL
Workday
WDAY
$51B
$18.6M 0.04%
242,800
+240,000
+8,571% +$20.4M
INFY icon
309
Infosys
INFY
$50.3B
$18.5M 0.04%
2,338,794
+1,552,538
+197% +$12.6M
T icon
310
AT&T
T
$168B
$18.4M 0.04%
687,733
-142,827
-17% -$3.69M
XLK icon
311
State Street Technology Select Sector SPDR ETF
XLK
$125B
$18.4M 0.04%
889,050
-187,152
-17% -$3.99M
ACN icon
312
PUT
Accenture
ACN
$109B
$18.4M 0.04%
189,900
+67,900
+56% +$6.49M
BX icon
313
PUT
Blackstone
BX
$112B
$18.3M 0.04%
457,327
-575,633
-56% -$23.7M
SLV icon
314
PUT
iShares Silver Trust
SLV
$31.3B
$18.3M 0.04%
1,217,500
-268,100
-18% -$4.21M
TRQ
315
CALL
DELISTED
Turquoise Hill Resources Ltd
TRQ
$18.1M 0.04%
+477,500
New +$19.6M
BA icon
316
Boeing
BA
$182B
$17.8M 0.04%
128,467
-36,731
-22% -$5.36M
PM icon
317
PUT
Philip Morris
PM
$294B
$17.8M 0.04%
221,700
-149,300
-40% -$12.3M
BP icon
318
PUT
BP
BP
$110B
$17.8M 0.04%
528,406
+196,971
+59% +$6.9M
MSFT icon
319
Microsoft
MSFT
$3.69T
$17.7M 0.04%
399,949
-760,801
-66% -$34.7M
PRU icon
320
Prudential Financial
PRU
$43B
$17.7M 0.04%
201,708
+144,032
+250% +$12.2M
GIS icon
321
General Mills
GIS
$20.8B
$17.6M 0.04%
316,732
+147,110
+87% +$8.24M
HPQ icon
322
HP
HPQ
$28.6B
$17.6M 0.04%
1,293,307
+117,069
+10% +$1.74M
KO icon
323
CALL
Coca-Cola
KO
$376B
$17.5M 0.04%
446,700
-663,700
-60% -$27M
HAL icon
324
CALL
Halliburton
HAL
$27.4B
$17.5M 0.04%
406,300
-263,200
-39% -$12.1M
LVS icon
325
CALL
Las Vegas Sands
LVS
$29.6B
$17.4M 0.04%
331,200
+142,100
+75% +$7.59M
11 12
13
14 15

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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.