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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
TIF
451
CALL
DELISTED
Tiffany & Co.
TIF
$10.8M 0.02%
118,200
-41,700
-26% -$3.73M
EXC icon
452
CALL
Exelon
EXC
$47B
$10.8M 0.02%
483,410
+214,226
+80% +$5.13M
RTX icon
453
PUT
RTX Corp
RTX
$297B
$10.7M 0.02%
152,703
-115,838
-43% -$8.5M
GM icon
454
General Motors
GM
$75.8B
$10.6M 0.02%
318,661
+182,217
+134% +$6.5M
D icon
455
CALL
Dominion Energy
D
$60.3B
$10.6M 0.02%
158,700
+94,900
+149% +$6.68M
VALE icon
456
CALL
Vale
VALE
$58.7B
$10.6M 0.02%
1,799,700
+221,900
+14% +$1.49M
VALE icon
457
Vale
VALE
$58.7B
$10.6M 0.02%
1,795,047
+1,792,476
+69,719% +$12M
XLB icon
458
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
$10.6M 0.02%
436,200
+424,200
+3,535% +$10.7M
TFCFA
459
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$10.5M 0.02%
323,400
+296,200
+1,089% +$9.96M
MMM icon
460
PUT
3M
MMM
$94.2B
$10.5M 0.02%
81,089
+31,335
+63% +$4.2M
FITB
461
PUT
Fifth Third Bancorp
FITB
$52.5B
$10.4M 0.02%
497,600
+261,200
+110% +$5.29M
BHI
462
PUT
DELISTED
Baker Hughes
BHI
$10.3M 0.02%
167,100
-91,800
-35% -$6M
KR icon
463
PUT
Kroger
KR
$35.1B
$10.3M 0.02%
283,400
+9,800
+4% +$356K
M icon
464
CALL
Macy's
M
$6.27B
$10.1M 0.02%
149,100
+138,300
+1,281% +$9.35M
PHM icon
465
PUT
Pultegroup
PHM
$24.9B
$10M 0.02%
498,300
-19,500
-4% -$396K
EPC icon
466
CALL
Edgewell Personal Care
EPC
$1.31B
$10M 0.02%
76,300
+66,048
+644% +$6.82M
ADBE icon
467
PUT
Adobe
ADBE
$108B
$10M 0.02%
123,800
-40,600
-25% -$3.17M
LQD icon
468
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$10M 0.02%
86,437
+79,725
+1,188% +$9.45M
EXPD icon
469
PUT
Expeditors International
EXPD
$24.3B
$10M 0.02%
216,900
-21,000
-9% -$989K
PCP
470
PUT
DELISTED
PRECISION CASTPARTS CORP
PCP
$9.99M 0.02%
50,000
+49,800
+24,900% +$10.5M
AMTD
471
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$9.98M 0.02%
271,100
+181,000
+201% +$6.72M
MA icon
472
CALL
Mastercard
MA
$497B
$9.98M 0.02%
106,800
-88,500
-45% -$8.12M
BHP icon
473
PUT
BHP
BHP
$222B
$9.94M 0.02%
273,748
-108,131
-28% -$4.37M
C icon
474
Citigroup
C
$233B
$9.94M 0.02%
179,938
-422,749
-70% -$23M
MBLY
475
PUT
DELISTED
Mobileye N.V.
MBLY
$9.94M 0.02%
186,900
-96,200
-34% -$4.56M
17 18
19
20 21

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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.