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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
Cap. Flow
+$144M
Cap. Flow %
0.3%
Top 10 Hldgs %
46.02%
Holding
6,208
New
556
Increased
1,212
Reduced
1,629
Closed
1,341

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.81%
2 Technology 0.93%
3 Consumer Discretionary 0.7%
4 Financials 0.69%
5 Energy 0.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
AVB
3001
CALL
DELISTED
AvalonBay Communities
AVB
$16K ﹤0.01%
100
BCO icon
3002
Brink's
BCO
$4.46B
$16K ﹤0.01%
527
+319
+153% +$9.65K
CFR icon
3003
PUT
Cullen/Frost Bankers
CFR
$10.1B
$16K ﹤0.01%
+200
New +$14.8K
COTY icon
3004
Coty
COTY
$2.37B
$16K ﹤0.01%
+505
New +$13.1K
FLEX icon
3005
PUT
Flex
FLEX
$41.6B
$16K ﹤0.01%
1,858
IMAX icon
3006
PUT
IMAX
IMAX
$2.83B
$16K ﹤0.01%
400
-1,600
-80% -$62.1K
IP icon
3007
International Paper
IP
$18.3B
$16K ﹤0.01%
352
-99,521
-100% -$4.93M
LAZ icon
3008
Lazard
LAZ
$4.16B
$16K ﹤0.01%
291
-4,332
-94% -$241K
LDOS icon
3009
CALL
Leidos
LDOS
$16.1B
$16K ﹤0.01%
400
-9,700
-96% -$408K
MTW icon
3010
PUT
Manitowoc
MTW
$757M
$16K ﹤0.01%
883
-442
-33% -$8.06K
NAVI icon
3011
PUT
Navient
NAVI
$870M
$16K ﹤0.01%
900
NCMI icon
3012
CALL
National CineMedia
NCMI
$224M
$16K ﹤0.01%
100
-970
-91% -$154K
RGS icon
3013
CALL
Regis Corp
RGS
$69M
$16K ﹤0.01%
50
RTH icon
3014
VanEck Retail ETF
RTH
$242M
$16K ﹤0.01%
212
+211
+21,100% +$16.1K
RWT
3015
PUT
Redwood Trust
RWT
$535M
$16K ﹤0.01%
1,000
-1,500
-60% -$25.5K
SPH icon
3016
CALL
Suburban Propane Partners
SPH
$1.16B
$16K ﹤0.01%
+400
New +$17K
STM icon
3017
STMicroelectronics
STM
$46B
$16K ﹤0.01%
1,961
+322
+20% +$2.76K
VICR icon
3018
Vicor
VICR
$8.48B
$16K ﹤0.01%
1,276
-112
-8% -$1.64K
VTLE
3019
CALL
DELISTED
Vital Energy
VTLE
$16K ﹤0.01%
+65
New +$18.6K
FRGI
3020
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$16K ﹤0.01%
318
-56
-15% -$2.96K
PBCT
3021
CALL
DELISTED
People's United Financial Inc
PBCT
$16K ﹤0.01%
1,000
EV
3022
CALL
DELISTED
Eaton Vance Corp.
EV
$16K ﹤0.01%
400
-900
-69% -$37.1K
TCO
3023
DELISTED
Taubman Centers Inc.
TCO
$16K ﹤0.01%
228
-201
-47% -$14.9K
LOCK
3024
CALL
DELISTED
LifeLock, Inc.
LOCK
$16K ﹤0.01%
+1,000
New +$15.5K
TLN
3025
DELISTED
Talen Energy Corporation
TLN
$16K ﹤0.01%
+943
New +$17.8K

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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's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.