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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
RTLA
6051
DELISTED
iPath Long Extended Russell 2000 TR Index ETN
RTLA
$0 ﹤0.01%
1
– –
DXJR
6052
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
$0 ﹤0.01%
1
– –
KROO
6053
DELISTED
IQ Australia Small Cap ETF
KROO
$0 ﹤0.01%
1
– –
XIV
6054
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$0 ﹤0.01%
1
– –
ALDW
6055
DELISTED
Alon USA Partners LP
ALDW
– –
-3,894
Closed -$71K
ALDW
6056
PUT
DELISTED
Alon USA Partners LP
ALDW
– –
-3,300
Closed -$60K
DLBL
6057
DELISTED
iPath US Treasury Long Bond Bull ETN
DLBL
$0 ﹤0.01%
1
– –
MLPJ
6058
DELISTED
Global X Junior MLP ETF
MLPJ
$0 ﹤0.01%
1
– –
DGI
6059
CALL
DELISTED
DigitalGlobe Inc.
DGI
– –
-1,000
Closed -$34K
DGI
6060
PUT
DELISTED
DigitalGlobe Inc.
DGI
– –
-51,800
Closed -$1.77M
TBZ
6061
DELISTED
ProShares UltraShort 3-7 Year Treasury
TBZ
$0 ﹤0.01%
1
– –
FCH
6062
CALL
DELISTED
Felcor Lodging Trust
FCH
– –
-3,000
Closed -$34K
SSRI
6063
CALL
DELISTED
Silver Standard Resources
SSRI
– –
-3,000
Closed -$14K
SSRI
6064
DELISTED
Silver Standard Resources
SSRI
$0 ﹤0.01%
+76
New +$449
SSRI
6065
PUT
DELISTED
Silver Standard Resources
SSRI
– –
-1,000
Closed -$5K
QAUS
6066
DELISTED
SPDR MSCI Australia StrategicFactors ETF
QAUS
$0 ﹤0.01%
1
– –
IRY
6067
DELISTED
SPDR S&P International Health Care Sector
IRY
$0 ﹤0.01%
1
– –
QESP
6068
DELISTED
SPDR MSCI Spain StrategicFactors ETF
QESP
$0 ﹤0.01%
1
– –
GMTB
6069
DELISTED
Columbia Core Bond ETF
GMTB
$0 ﹤0.01%
1
– –
IRV
6070
DELISTED
SPDR S&P International Materials Sector
IRV
$0 ﹤0.01%
1
– –
MAUI
6071
DELISTED
AdvisorShares Market Adaptive Unconstrained Income ETF
MAUI
$0 ﹤0.01%
1
– –
GIVE
6072
DELISTED
AdvisorShares Global Echo ETF
GIVE
$0 ﹤0.01%
1
– –
MEMP
6073
PUT
DELISTED
Memorial Production Partners LP Common Units
MEMP
– –
-1,500
Closed -$24K
CFNL
6074
DELISTED
Cardinal Financial Corp
CFNL
– –
-534
Closed -$11K
CFNL
6075
PUT
DELISTED
Cardinal Financial Corp
CFNL
– –
-1,000
Closed -$20K
241 242
243
244 245

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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.