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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
VZ icon
26
PUT
Verizon
VZ
$200B
$233M 0.49%
5,006,200
-1,892,500
-27% -$92.6M
BABA icon
27
PUT
Alibaba
BABA
$293B
$216M 0.46%
2,631,100
-1,311,800
-33% -$113M
JPM icon
28
CALL
JPMorgan Chase
JPM
$965B
$206M 0.43%
3,033,600
-305,800
-9% -$20M
META icon
29
PUT
Meta Platforms (Facebook)
META
$1.52T
$196M 0.41%
2,281,100
-163,500
-7% -$13.4M
WFC icon
30
PUT
Wells Fargo
WFC
$266B
$193M 0.41%
3,436,600
-4,074,900
-54% -$227M
MSFT icon
31
CALL
Microsoft
MSFT
$3.69T
$189M 0.4%
4,279,400
+3,241,300
+312% +$148M
DIS icon
32
PUT
Walt Disney
DIS
$181B
$185M 0.39%
1,619,200
-1,006,700
-38% -$111M
XLE icon
33
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.9B
$174M 0.37%
4,622,200
+2,328,200
+101% +$92.4M
KMI icon
34
CALL
Kinder Morgan
KMI
$71.4B
$172M 0.36%
4,470,400
+4,413,400
+7,743% +$184M
IBM icon
35
PUT
IBM
IBM
$223B
$160M 0.34%
1,031,251
+6,799
+0.7% +$1.09M
C icon
36
PUT
Citigroup
C
$233B
$142M 0.3%
2,574,500
-864,400
-25% -$47M
USO icon
37
PUT
United States Oil Fund
USO
$1.77B
$136M 0.29%
856,613
-145,987
-15% -$23.2M
EFA icon
38
CALL
iShares MSCI EAFE ETF
EFA
$80.3B
$134M 0.28%
2,109,300
-348,000
-14% -$23.2M
QCOM icon
39
CALL
Qualcomm
QCOM
$173B
$132M 0.28%
2,105,600
+1,403,400
+200% +$95.7M
BABA icon
40
CALL
Alibaba
BABA
$293B
$131M 0.28%
1,597,200
+304,900
+24% +$26.2M
T icon
41
CALL
AT&T
T
$168B
$128M 0.27%
4,761,655
+1,113,373
+31% +$28.8M
GLD icon
42
PUT
SPDR Gold Trust
GLD
$142B
$125M 0.26%
1,112,100
+363,200
+48% +$41.6M
AMZN icon
43
PUT
Amazon
AMZN
$2.86T
$123M 0.26%
5,646,000
-1,820,000
-24% -$38M
T icon
44
PUT
AT&T
T
$168B
$121M 0.26%
4,506,840
+285,398
+7% +$7.38M
C icon
45
CALL
Citigroup
C
$233B
$121M 0.26%
2,187,600
+534,300
+32% +$29.1M
YHOO
46
PUT
DELISTED
Yahoo Inc
YHOO
$120M 0.25%
3,051,400
+1,935,200
+173% +$83.1M
UPS icon
47
PUT
United Parcel Service
UPS
$89.8B
$116M 0.24%
1,193,900
-210,200
-15% -$20.9M
DXJ icon
48
WisdomTree Japan Hedged Equity Fund
DXJ
$7.55B
$112M 0.24%
1,957,068
+1,066,787
+120% +$61.9M
CMCSA icon
49
PUT
Comcast
CMCSA
$92.9B
$108M 0.23%
3,588,800
+950,000
+36% +$27.9M
PG icon
50
PUT
Procter & Gamble
PG
$335B
$108M 0.23%
1,378,100
+95,700
+7% +$7.7M
1
2
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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.