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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
COBO
5551
DELISTED
ProShares USD Covered Bond
COBO
$0 ﹤0.01%
1
– –
GGOV
5552
DELISTED
ProShares German Sovereign/Sub-Sovereign ETF
GGOV
$0 ﹤0.01%
1
– –
KRS
5553
DELISTED
ProShares Short S&P Regional Banking of Proshares Trust
KRS
$0 ﹤0.01%
1
– –
MBLY
5554
DELISTED
Mobileye N.V.
MBLY
– –
-44,926
Closed -$2.13M
VIXH
5555
DELISTED
First Trust CBOE S&P 500 VIX Tail Hedge Fund
VIXH
$0 ﹤0.01%
1
– –
CRDT
5556
DELISTED
WisdomTree Trust WisdomTree Strategic Corporate Bond Fund
CRDT
$0 ﹤0.01%
1
– –
NSR
5557
PUT
DELISTED
Neustar Inc
NSR
– –
-108,700
Closed -$2.68M
ENOC
5558
CALL
DELISTED
EnerNOC, Inc.
ENOC
– –
-400
Closed -$5K
ENOC
5559
DELISTED
EnerNOC, Inc.
ENOC
– –
-36,906
Closed -$421K
ENOC
5560
PUT
DELISTED
EnerNOC, Inc.
ENOC
– –
-1,800
Closed -$20K
IPF
5561
DELISTED
SPDR S&P International Financial Sector
IPF
$0 ﹤0.01%
1
– –
IPN
5562
DELISTED
SPDR S&P International Industrial Sector
IPN
$0 ﹤0.01%
1
– –
IPU
5563
DELISTED
SPDR S&P International Utilities Sector
IPU
$0 ﹤0.01%
1
– –
IPK
5564
DELISTED
SPDR S&P International Technology Sector
IPK
$0 ﹤0.01%
1
– –
IST
5565
DELISTED
SPDR S&P International Telecommunications Sector
IST
$0 ﹤0.01%
1
– –
GML
5566
DELISTED
SPDR S&P Emerging Latin America ETF
GML
$0 ﹤0.01%
1
– –
SIPE
5567
DELISTED
SPDR Bloomberg Barclays 0-5 Year TIPS ETF
SIPE
$0 ﹤0.01%
1
– –
IPD
5568
DELISTED
SPDR S&P International Consumer Discretionary Sector
IPD
$0 ﹤0.01%
1
– –
EMCR
5569
DELISTED
Columbia Emerging Markets Core ETF
EMCR
$0 ﹤0.01%
1
– –
KCG
5570
CALL
DELISTED
KCG Holdings, Inc.
KCG
– –
-2,500
Closed -$30K
KCG
5571
PUT
DELISTED
KCG Holdings, Inc.
KCG
– –
-11,900
Closed -$146K
KATE
5572
DELISTED
Kate Spade & Company
KATE
– –
-8,875
Closed -$257K
CST
5573
CALL
DELISTED
CST Brands, Inc.
CST
– –
-56,000
Closed -$2.46M
HVPW
5574
DELISTED
U.S. Equity High Volatility Put Write Index Fund
HVPW
$0 ﹤0.01%
1
– –
CIE
5575
CALL
DELISTED
Cobalt International Energy, Inc
CIE
– –
-87
Closed -$12K
221 222
223
224 225

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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.