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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
CFG icon
3676
CALL
Citizens Financial Group
CFG
$29.2B
-32,400
Closed -$782K
CFG icon
3677
PUT
Citizens Financial Group
CFG
$29.2B
-3,800
Closed -$92K
CFO icon
3678
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$408M
$0 ﹤0.01%
1
CGNX icon
3679
PUT
Cognex
CGNX
$10.4B
-600
Closed -$15K
CGW icon
3680
Invesco S&P Global Water Index ETF
CGW
$1.04B
$0 ﹤0.01%
1
CHD icon
3681
CALL
Church & Dwight Co
CHD
$22.6B
-2,800
Closed -$120K
CHIQ icon
3682
Global X MSCI China Consumer Discretionary ETF
CHIQ
$108M
$0 ﹤0.01%
1
CHRD icon
3683
PUT
Chord Energy
CHRD
$8.18B
-600
Closed -$8K
CINF icon
3684
Cincinnati Financial
CINF
$26B
-1,862
Closed -$96K
CINF icon
3685
PUT
Cincinnati Financial
CINF
$26B
-3,000
Closed -$160K
CLH icon
3686
CALL
Clean Harbors
CLH
$16.7B
-900
Closed -$51K
CLH icon
3687
Clean Harbors
CLH
$16.7B
-4,066
Closed -$231K
CLH icon
3688
PUT
Clean Harbors
CLH
$16.7B
-2,300
Closed -$131K
CLNE icon
3689
CALL
Clean Energy Fuels
CLNE
$362M
-1,000
Closed -$5K
CLNE icon
3690
PUT
Clean Energy Fuels
CLNE
$362M
-2,000
Closed -$11K
CLX icon
3691
PUT
Clorox
CLX
$10.8B
-7,500
Closed -$828K
CMBS icon
3692
iShares CMBS ETF
CMBS
$468M
$0 ﹤0.01%
1
CMC icon
3693
CALL
Commercial Metals
CMC
$7.63B
-500
Closed -$8K
CMCO icon
3694
Columbus McKinnon
CMCO
$509M
-312
Closed -$8K
CMCO icon
3695
PUT
Columbus McKinnon
CMCO
$509M
-100
Closed -$3K
CMF icon
3696
iShares California Muni Bond ETF
CMF
$4.56B
$0 ﹤0.01%
2
CMI icon
3697
Cummins
CMI
$76.4B
-15,774
Closed -$2.17M
CMP icon
3698
Compass Minerals
CMP
$1.08B
-537
Closed -$47.3K
CMS icon
3699
CMS Energy
CMS
$21.4B
-1,816
Closed -$61K
CMS icon
3700
PUT
CMS Energy
CMS
$21.4B
-3,000
Closed -$105K

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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.