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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
SIX
1551
DELISTED
Six Flags Entertainment Corp.
SIX
$581K ﹤0.01%
+12,945
New +$620K
RPTP
1552
CALL
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$581K ﹤0.01%
+36,800
New +$447K
NMFC icon
1553
CALL
New Mountain Finance
NMFC
$726M
$580K ﹤0.01%
+40,000
New +$593K
INFN
1554
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$577K ﹤0.01%
27,500
+18,200
+196% +$370K
CBRL icon
1555
Cracker Barrel
CBRL
$1.25B
$575K ﹤0.01%
+3,853
New +$549K
RGLD icon
1556
CALL
Royal Gold
RGLD
$19.8B
$573K ﹤0.01%
9,300
-102,300
-92% -$6.56M
WHR icon
1557
CALL
Whirlpool
WHR
$2.75B
$572K ﹤0.01%
3,300
-26,300
-89% -$4.94M
DLTR icon
1558
Dollar Tree
DLTR
$24.9B
$570K ﹤0.01%
7,220
-20,725
-74% -$1.64M
MR
1559
CALL
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$570K ﹤0.01%
+20,000
New +$583K
CME icon
1560
PUT
CME Group
CME
$94.8B
$567K ﹤0.01%
6,100
-11,500
-65% -$1.07M
RSPP
1561
CALL
DELISTED
RSP Permian, Inc.
RSPP
$565K ﹤0.01%
+20,100
New +$572K
NVRO
1562
CALL
DELISTED
NEVRO CORP.
NVRO
$564K ﹤0.01%
+10,500
New +$535K
JNPR
1563
PUT
DELISTED
Juniper Networks
JNPR
$561K ﹤0.01%
21,600
+14,800
+218% +$389K
AWAY
1564
PUT
DELISTED
HOMEAWAY INC COM
AWAY
$560K ﹤0.01%
18,000
+5,800
+48% +$173K
MKC icon
1565
CALL
McCormick & Company Non-Voting
MKC
$14.3B
$559K ﹤0.01%
13,800
+5,200
+60% +$202K
SGYP
1566
CALL
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$559K ﹤0.01%
+67,300
New +$326K
DFS
1567
PUT
DELISTED
Discover Financial Services
DFS
$558K ﹤0.01%
9,700
-105,000
-92% -$6.16M
ITB icon
1568
PUT
iShares US Home Construction ETF
ITB
$2.35B
$558K ﹤0.01%
20,300
+14,800
+269% +$402K
EMN icon
1569
Eastman Chemical
EMN
$8.39B
$557K ﹤0.01%
6,813
+6,644
+3,931% +$512K
LL
1570
DELISTED
LL Flooring Holdings, Inc.
LL
$557K ﹤0.01%
26,919
-51,411
-66% -$1.35M
IRBT
1571
PUT
DELISTED
iRobot
IRBT
$555K ﹤0.01%
17,400
+15,400
+770% +$505K
ADP icon
1572
PUT
Automatic Data Processing
ADP
$109B
$554K ﹤0.01%
6,900
-21,300
-76% -$1.82M
HEDJ icon
1573
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
$554K ﹤0.01%
+18,000
New +$588K
PPC icon
1574
Pilgrim's Pride
PPC
$6.31B
$554K ﹤0.01%
24,122
-8,673
-26% -$215K
AGNC icon
1575
PUT
AGNC Investment
AGNC
$12.8B
$551K ﹤0.01%
30,000
-4,000
-12% -$82.4K
61 62
63
64 65

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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.