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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
DOC icon
901
CALL
Healthpeak Properties
DOC
$14.1B
$3.12M 0.01%
93,879
+7,466
+9% +$272K
PANW icon
902
PUT
Palo Alto Networks
PANW
$313B
$3.11M 0.01%
106,800
-14,400
-12% -$384K
YOKU
903
PUT
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
$3.1M 0.01%
126,400
-1,575,000
-93% -$35.6M
CCL icon
904
CALL
Carnival Corporation Ltd
CCL
$38B
$3.1M 0.01%
62,700
-12,300
-16% -$580K
PX
905
CALL
DELISTED
Praxair Inc
PX
$3.1M 0.01%
25,900
+22,700
+709% +$2.76M
YUM icon
906
CALL
Yum! Brands
YUM
$39.5B
$3.1M 0.01%
47,850
-91,667
-66% -$5.81M
SWK icon
907
CALL
Stanley Black & Decker
SWK
$15.7B
$3.08M 0.01%
29,300
+10,000
+52% +$1.02M
SPG icon
908
CALL
Simon Property Group
SPG
$71B
$3.08M 0.01%
17,800
+13,300
+296% +$2.44M
IDCC icon
909
CALL
InterDigital
IDCC
$8.72B
$3.07M 0.01%
54,000
+4,000
+8% +$223K
JOYY
910
JOYY Inc
JOYY
$3.7B
$3.07M 0.01%
44,134
+44,113
+210,062% +$2.94M
HRI icon
911
Herc Holdings
HRI
$5.72B
$3.06M 0.01%
+56,314
New +$3.48M
OIL
912
CALL
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$3.05M 0.01%
253,300
-1,000
-0.4% -$12K
ADBE icon
913
CALL
Adobe
ADBE
$105B
$3.03M 0.01%
37,400
-10,500
-22% -$819K
SU icon
914
PUT
Suncor Energy
SU
$74B
$3.02M 0.01%
109,700
-33,300
-23% -$1.01M
OIL
915
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$3.01M 0.01%
250,000
-4,000
-2% -$48.1K
MRO
916
CALL
DELISTED
Marathon Oil Corporation
MRO
$2.98M 0.01%
112,300
-169,500
-60% -$4.78M
TSN icon
917
PUT
Tyson Foods
TSN
$19.9B
$2.98M 0.01%
69,800
-15,800
-18% -$649K
OIH icon
918
CALL
VanEck Oil Services ETF
OIH
$1.97B
$2.97M 0.01%
4,260
+850
+25% +$628K
INCY icon
919
CALL
Incyte
INCY
$24.5B
$2.97M 0.01%
+28,500
New +$2.95M
XLP icon
920
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$2.97M 0.01%
+62,400
New +$3.05M
KSS icon
921
CALL
Kohl's
KSS
$2.1B
$2.97M 0.01%
47,400
+21,900
+86% +$1.52M
EG icon
922
CALL
Everest Group
EG
$14B
$2.97M 0.01%
16,300
+9,300
+133% +$1.69M
AAP icon
923
CALL
Advance Auto Parts
AAP
$3.19B
$2.96M 0.01%
18,600
-8,200
-31% -$1.25M
SKX
924
DELISTED
Skechers
SKX
$2.95M 0.01%
80,730
+72,918
+933% +$2.34M
PFF icon
925
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
$2.94M 0.01%
+75,100
New +$2.98M
35 36
37
38 39

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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.