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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
JJU
5501
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
1
– –
JJP
5502
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
5503
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
GRN
5504
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
1
– –
AYT
5505
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
1
– –
SGG
5506
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
$0 ﹤0.01%
1
– –
CTNN
5507
DELISTED
iPath Pure Beta Cotton ETN
CTNN
$0 ﹤0.01%
1
– –
NINI
5508
DELISTED
iPath Pure Beta Nickel ETN
NINI
$0 ﹤0.01%
1
– –
IBLN
5509
DELISTED
Direxion iBillionaire Index ETF
IBLN
$0 ﹤0.01%
1
– –
SPXH
5510
DELISTED
Janus Velocity Volatility Hedged Large Cap ETF
SPXH
$0 ﹤0.01%
1
– –
TRSK
5511
DELISTED
Janus Velocity Tail Risk Hedged Large Cap ETF
TRSK
$0 ﹤0.01%
1
– –
BBG
5512
PUT
DELISTED
Bill Barrett Corp
BBG
– –
-70,000
Closed -$581K
DXJC
5513
DELISTED
WisdomTree Japan Hedged Capital Goods Fund
DXJC
$0 ﹤0.01%
1
– –
DXJH
5514
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
$0 ﹤0.01%
1
– –
CNDA
5515
DELISTED
IQ Canada Small Cap ETF
CNDA
$0 ﹤0.01%
1
– –
IOIL
5516
DELISTED
IQ Global Oil Small Cap ETF
IOIL
$0 ﹤0.01%
1
– –
DXPS
5517
DELISTED
WisdomTree United Kingdom Hedged Equity Fund
DXPS
$0 ﹤0.01%
1
– –
SNI
5518
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-4,200
Closed -$288K
SNI
5519
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-1,421
Closed -$97K
RGC
5520
CALL
DELISTED
Regal Entertainment Group
RGC
– –
-1,300
Closed -$30K
CAA
5521
CALL
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-200
Closed -$9K
CAA
5522
PUT
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-100
Closed -$5K
NASH
5523
DELISTED
Nashville Area ETF
NASH
$0 ﹤0.01%
1
– –
WAC
5524
PUT
DELISTED
Walter Investment Mgt Corp
WAC
– –
-400
Closed -$6K
BSFT
5525
DELISTED
BroadSoft, Inc.
BSFT
– –
-3,710
Closed -$131K
219 220
221
222 223

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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.