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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
1,629
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
HYG icon
51
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$105M 0.22%
1,181,600
+881,600
+294% +$79.7M
CSCO icon
52
PUT
Cisco
CSCO
$447B
$104M 0.22%
3,803,300
-1,453,900
-28% -$41.7M
AXP icon
53
PUT
American Express
AXP
$232B
$102M 0.22%
1,317,200
-250,100
-16% -$19.8M
QCOM icon
54
Qualcomm
QCOM
$173B
$101M 0.21%
1,611,520
+1,288,617
+399% +$87.9M
AAPL icon
55
CALL
Apple
AAPL
$4.46T
$100M 0.21%
3,202,400
-1,041,600
-25% -$33.3M
DAL icon
56
PUT
Delta Air Lines
DAL
$59.1B
$100M 0.21%
2,441,800
+63,800
+3% +$2.79M
BAC icon
57
PUT
Bank of America
BAC
$448B
$98.8M 0.21%
5,802,900
-355,800
-6% -$5.86M
META icon
58
CALL
Meta Platforms (Facebook)
META
$1.52T
$98.3M 0.21%
1,146,000
+626,900
+121% +$51.2M
DHR icon
59
PUT
Danaher
DHR
$145B
$95.9M 0.2%
1,666,372
+1,113,494
+201% +$63.8M
YHOO
60
CALL
DELISTED
Yahoo Inc
YHOO
$94.6M 0.2%
2,407,200
+1,030,800
+75% +$44.3M
BKNG icon
61
PUT
Booking.com
BKNG
$160B
$94.4M 0.2%
2,050,000
+937,500
+84% +$44.7M
OXY icon
62
CALL
Occidental Petroleum
OXY
$57.7B
$92.2M 0.19%
1,187,318
-201,543
-15% -$15.7M
DIS icon
63
CALL
Walt Disney
DIS
$178B
$88.9M 0.19%
778,800
+368,000
+90% +$40.4M
EWJ icon
64
CALL
iShares MSCI Japan ETF
EWJ
$23.2B
$86.9M 0.18%
1,695,025
+723,975
+75% +$37.7M
MS icon
65
CALL
Morgan Stanley
MS
$343B
$86.5M 0.18%
2,229,800
+820,400
+58% +$31.2M
XOP icon
66
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
$84M 0.18%
450,075
+61,775
+16% +$12.6M
TWTR
67
CALL
DELISTED
Twitter, Inc.
TWTR
$83.7M 0.18%
2,309,600
+1,311,400
+131% +$53.6M
IYR icon
68
CALL
iShares US Real Estate ETF
IYR
$4.58B
$83.6M 0.18%
1,172,200
+206,800
+21% +$15.7M
XOP icon
69
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
$83M 0.18%
444,675
+63,275
+17% +$12.9M
GOOG icon
70
PUT
Alphabet (Google) Class C
GOOG
$4.21T
$82.1M 0.17%
3,064,000
-3,941,180
-56% -$106M
CSCO icon
71
CALL
Cisco
CSCO
$447B
$82M 0.17%
2,986,600
+765,200
+34% +$21.9M
EA
72
PUT
DELISTED
Electronic Arts
EA
$81.9M 0.17%
1,232,100
+163,900
+15% +$10.1M
EWA icon
73
PUT
iShares MSCI Australia ETF
EWA
$1.45B
$81M 0.17%
3,850,000
+2,728,400
+243% +$62.2M
AMZN icon
74
CALL
Amazon
AMZN
$2.86T
$80.7M 0.17%
3,720,000
-496,000
-12% -$10.4M
EBAY icon
75
PUT
eBay
EBAY
$45.5B
$78.5M 0.17%
3,096,878
+1,046,865
+51% +$26.1M
1 2
3
4 5

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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.