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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
1,628
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
UMPQ
5201
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-776
Closed -$13K
UMPQ
5202
PUT
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-5,000
Closed -$86K
GRU
5203
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
FNI
5204
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
SWIR
5205
DELISTED
Sierra Wireless
SWIR
– –
-1,441
Closed -$46.6K
SWIR
5206
PUT
DELISTED
Sierra Wireless
SWIR
– –
-3,800
Closed -$126K
WIL
5207
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
5208
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
5209
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
TEN
5210
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-1,500
Closed -$86K
ECOM
5211
CALL
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-1,000
Closed -$10K
ECOM
5212
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-69,633
Closed -$675K
ECOM
5213
PUT
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-2,000
Closed -$20K
ZVO
5214
CALL
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-2,600
Closed -$25K
ZVO
5215
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-700
Closed -$7K
RJA
5216
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
5217
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
5218
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
5219
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
TMX
5220
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-3,583
Closed -$81K
CAPD
5221
DELISTED
iPath Shiller CAPE ETN
CAPD
$0 ﹤0.01%
10
– –
WBII
5222
DELISTED
WBI BullBear Global Income ETF
WBII
$0 ﹤0.01%
1
– –
DRE
5223
CALL
DELISTED
Duke Realty Corp.
DRE
– –
-1,000
Closed -$22K
DRE
5224
DELISTED
Duke Realty Corp.
DRE
– –
-1,000
Closed -$22K
DRE
5225
PUT
DELISTED
Duke Realty Corp.
DRE
– –
-1,000
Closed -$22K
207 208
209
210 211

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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.