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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
USG
5401
CALL
DELISTED
Usg
USG
– –
-3,200
Closed -$84K
CBK
5402
DELISTED
Christopher & Banks Corporation
CBK
– –
-16,212
Closed -$90K
ELLI
5403
PUT
DELISTED
Ellie Mae Inc
ELLI
– –
-900
Closed -$50K
BDD
5404
DELISTED
DB Base Metals Double Long Exchange Traded Notes due June 1, 2038
BDD
$0 ﹤0.01%
1
– –
WMW
5405
DELISTED
ELEMENTS ETN MSTR Wide Moat FC TR
WMW
$0 ﹤0.01%
1
– –
PLND
5406
DELISTED
VanEck Vectors Poland ETF
PLND
$0 ﹤0.01%
1
– –
IDTI
5407
CALL
DELISTED
Integrated Device Technology I
IDTI
– –
-10,000
Closed -$200K
CLD
5408
DELISTED
Cloud Peak Energy Inc
CLD
– –
-3,246
Closed -$19K
CLD
5409
PUT
DELISTED
Cloud Peak Energy Inc
CLD
– –
-4,000
Closed -$23K
TFCFA
5410
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-3,233
Closed -$109K
AUSE
5411
DELISTED
WisdomTree Australia Dividend Fund
AUSE
$0 ﹤0.01%
1
– –
ICON
5412
CALL
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-100
Closed -$34K
HGI
5413
DELISTED
Invesco Zacks International Multi-Asset Income ETF
HGI
$0 ﹤0.01%
1
– –
PUW
5414
DELISTED
Invesco WilderHill Progressive Energy ETF
PUW
$0 ﹤0.01%
1
– –
WREI
5415
DELISTED
Invesco Wilshire US REIT ETF
WREI
$0 ﹤0.01%
1
– –
ENY
5416
DELISTED
Invesco Canadian Energy Income ETF
ENY
$0 ﹤0.01%
1
– –
PAF
5417
DELISTED
Invesco FTSE RAFI Asia Pacific ex-Japan ETF
PAF
$0 ﹤0.01%
1
– –
PZI
5418
DELISTED
Invesco Zacks Micro Cap ETF
PZI
$0 ﹤0.01%
1
– –
ATHN
5419
DELISTED
Athenahealth, Inc.
ATHN
– –
-4,297
Closed -$514K
VXZ
5420
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
– –
0
– –
CVRR
5421
CALL
DELISTED
CVR Refining, LP
CVRR
– –
-600
Closed -$12K
CVRR
5422
PUT
DELISTED
CVR Refining, LP
CVRR
– –
-1,000
Closed -$21K
ENLK
5423
CALL
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-2,400
Closed -$60K
ENLK
5424
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-2,716
Closed -$67K
ENLK
5425
PUT
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-2,300
Closed -$57K
215 216
217
218 219

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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.