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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
MU icon
401
CALL
Micron Technology
MU
$1.07T
$13.3M 0.03%
707,000
-350,900
-33% -$9.35M
HAL icon
402
Halliburton
HAL
$27.4B
$13.2M 0.03%
306,840
-27,670
-8% -$1.27M
F icon
403
Ford
F
$55.4B
$13.1M 0.03%
870,257
+479,686
+123% +$7.44M
DYN
404
CALL
DELISTED
Dynegy, Inc.
DYN
$13M 0.03%
+445,000
New +$14.5M
CX icon
405
CALL
Cemex
CX
$16B
$13M 0.03%
1,533,302
-126,817
-8% -$1.13M
TSLA icon
406
Tesla
TSLA
$1.34T
$13M 0.03%
724,740
+18,045
+3% +$285K
CA
407
PUT
DELISTED
CA, Inc.
CA
$13M 0.03%
442,500
+442,300
+221,150% +$13.7M
ASH icon
408
PUT
Ashland
ASH
$3.36B
$12.9M 0.03%
217,073
-262,858
-55% -$16.4M
GLNG icon
409
Golar LNG
GLNG
$5.21B
$12.9M 0.03%
+276,412
New +$12M
RGR icon
410
PUT
Sturm, Ruger & Co
RGR
$601M
$12.9M 0.03%
224,300
+217,400
+3,151% +$11.8M
PCP
411
DELISTED
PRECISION CASTPARTS CORP
PCP
$12.9M 0.03%
64,331
+64,290
+156,805% +$13.5M
EWW icon
412
CALL
iShares MSCI Mexico ETF
EWW
$1.87B
$12.8M 0.03%
225,000
-500
-0.2% -$29.6K
SCTY
413
CALL
DELISTED
SolarCity Corporation
SCTY
$12.8M 0.03%
239,100
-11,600
-5% -$676K
RL icon
414
PUT
Ralph Lauren
RL
$23.1B
$12.8M 0.03%
96,700
-83,600
-46% -$11.3M
KRE icon
415
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
$12.8M 0.03%
288,900
+286,400
+11,456% +$12.2M
LULU icon
416
CALL
lululemon athletica
LULU
$13.6B
$12.8M 0.03%
195,300
+123,800
+173% +$8.05M
REGN icon
417
PUT
Regeneron Pharmaceuticals
REGN
$83B
$12.8M 0.03%
25,000
– –
GSK icon
418
CALL
GSK
GSK
$101B
$12.6M 0.03%
242,480
+202,480
+506% +$11.4M
XLB icon
419
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
$12.5M 0.03%
516,600
-53,400
-9% -$1.34M
TIF
420
PUT
DELISTED
Tiffany & Co.
TIF
$12.4M 0.03%
135,600
+51,700
+62% +$4.63M
EMC
421
DELISTED
EMC CORPORATION
EMC
$12.4M 0.03%
470,994
+281,846
+149% +$7.52M
AEP icon
422
CALL
American Electric Power
AEP
$68.3B
$12.4M 0.03%
234,300
+227,900
+3,561% +$12.6M
SEE
423
CALL
DELISTED
Sealed Air
SEE
$12.4M 0.03%
241,200
+75,000
+45% +$3.6M
RIG icon
424
PUT
Transocean
RIG
$6.39B
$12.4M 0.03%
767,900
+55,800
+8% +$1.01M
QLIK
425
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$12.4M 0.03%
353,948
-30,502
-8% -$1.08M
15 16
17
18 19

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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.