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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
TMUS icon
776
T-Mobile US
TMUS
$191B
$4.2M 0.01%
108,358
+97,064
+859% +$3.48M
CSCO icon
777
Cisco
CSCO
$487B
$4.2M 0.01%
152,922
-497,457
-76% -$14.3M
TSEM icon
778
CALL
Tower Semiconductor
TSEM
$30.3B
$4.2M 0.01%
272,000
+268,800
+8,400% +$4.3M
ODP
779
CALL
DELISTED
ODP
ODP
$4.18M 0.01%
48,320
+46,970
+3,479% +$4.32M
KBH icon
780
CALL
KB Home
KBH
$3.48B
$4.17M 0.01%
251,500
+145,100
+136% +$2.21M
PCG icon
781
CALL
PG&E
PCG
$37.9B
$4.17M 0.01%
85,000
+80,900
+1,973% +$4.21M
MT icon
782
PUT
ArcelorMittal
MT
$56.4B
$4.14M 0.01%
186,304
-875
-0.5% -$21.1K
ONIT
783
CALL
Onity Group
ONIT
$331M
$4.11M 0.01%
26,873
+14,153
+111% +$2.06M
DHI icon
784
CALL
D.R. Horton
DHI
$41.2B
$4.11M 0.01%
150,200
+35,000
+30% +$941K
HSY icon
785
CALL
Hershey
HSY
$36.1B
$4.09M 0.01%
46,100
+32,000
+227% +$3.02M
VNQ icon
786
CALL
Vanguard Real Estate ETF
VNQ
$38.4B
$4.08M 0.01%
54,700
-1,700
-3% -$136K
TRP icon
787
CALL
TC Energy
TRP
$66.8B
$4.06M 0.01%
100,000
-45,100
-31% -$1.98M
VLO icon
788
CALL
Valero Energy
VLO
$93.8B
$4.06M 0.01%
64,800
+18,400
+40% +$1.09M
COF icon
789
Capital One
COF
$135B
$4.05M 0.01%
46,045
+42,112
+1,071% +$3.54M
CPB icon
790
CALL
Campbell Soup
CPB
$6.64B
$4.05M 0.01%
85,000
-16,900
-17% -$789K
NE
791
PUT
DELISTED
Noble Corporation
NE
$4.04M 0.01%
262,200
+257,200
+5,144% +$4.24M
VNQ icon
792
PUT
Vanguard Real Estate ETF
VNQ
$38.4B
$4.03M 0.01%
53,900
+40,700
+308% +$3.25M
OXY icon
793
PUT
Occidental Petroleum
OXY
$58.7B
$4.02M 0.01%
51,688
-19,433
-27% -$1.52M
TM icon
794
PUT
Toyota
TM
$223B
$4.01M 0.01%
30,000
+18,100
+152% +$2.5M
JCP
795
DELISTED
J.C. Penney Company, Inc.
JCP
$3.99M 0.01%
470,901
-15,899
-3% -$137K
NRF
796
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
$3.99M 0.01%
+125,350
New +$4.51M
BBY icon
797
PUT
Best Buy
BBY
$17.5B
$3.98M 0.01%
122,000
-5,500
-4% -$195K
AGU
798
CALL
DELISTED
Agrium
AGU
$3.96M 0.01%
37,400
+32,500
+663% +$3.42M
PAYX icon
799
CALL
Paychex
PAYX
$42.5B
$3.95M 0.01%
84,300
-16,800
-17% -$821K
MDT icon
800
CALL
Medtronic
MDT
$114B
$3.94M 0.01%
53,200
+50,000
+1,563% +$3.82M
30 31
32
33 34

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HF
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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.