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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
NAT icon
2776
PUT
Nordic American Tanker
NAT
$1.37B
$28K ﹤0.01%
2,016
– –
NBR icon
2777
PUT
Nabors Industries
NBR
$1.21B
$28K ﹤0.01%
40
– –
POOL icon
2778
Pool Corp
POOL
$7.5B
$28K ﹤0.01%
399
-1,798
-82% -$123K
TU icon
2779
CALL
Telus
TU
$15.3B
$28K ﹤0.01%
+1,600
New +$27.5K
VAC icon
2780
CALL
Marriott Vacations Worldwide
VAC
$4.25B
$28K ﹤0.01%
300
-100
-25% -$8.53K
CS
2781
PUT
DELISTED
Credit Suisse Group
CS
$28K ﹤0.01%
1,000
-12,000
-92% -$324K
PEGI
2782
CALL
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$28K ﹤0.01%
+1,000
New +$29.2K
RJET
2783
PUT
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$28K ﹤0.01%
3,100
-1,900
-38% -$21.8K
CAVM
2784
CALL
DELISTED
Cavium, Inc.
CAVM
$28K ﹤0.01%
400
-400
-50% -$28K
SIVB
2785
DELISTED
SVB Financial Group
SIVB
$28K ﹤0.01%
196
+195
+19,500% +$26.4K
ACHC icon
2786
Acadia Healthcare
ACHC
$2.94B
$27K ﹤0.01%
351
+25
+8% +$1.8K
CVSA
2787
CALL
Covista Inc
CVSA
$4.8B
$27K ﹤0.01%
900
-2,300
-72% -$75.9K
BBVA icon
2788
PUT
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
$27K ﹤0.01%
2,840
-6,312
-69% -$60.9K
BKE icon
2789
CALL
Buckle
BKE
$2.37B
$27K ﹤0.01%
600
+400
+200% +$18.4K
CNQ icon
2790
CALL
Canadian Natural Resources
CNQ
$93.8B
$27K ﹤0.01%
2,069
-43,646
-95% -$657K
CVS icon
2791
CVS Health
CVS
$122B
$27K ﹤0.01%
261
-1,952
-88% -$199K
DB icon
2792
PUT
Deutsche Bank
DB
$71.5B
$27K ﹤0.01%
1,008
-9,072
-90% -$263K
JLL icon
2793
Jones Lang LaSalle
JLL
$16.7B
$27K ﹤0.01%
157
-681
-81% -$115K
LSTR icon
2794
PUT
Landstar System
LSTR
$6.21B
$27K ﹤0.01%
400
-500
-56% -$32.5K
TT icon
2795
CALL
Trane Technologies
TT
$106B
$27K ﹤0.01%
400
-17,800
-98% -$1.22M
SCU
2796
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$27K ﹤0.01%
+223
New +$28.4K
VER
2797
PUT
DELISTED
VEREIT, Inc.
VER
$27K ﹤0.01%
660
-860
-57% -$38.8K
CYOU
2798
PUT
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$27K ﹤0.01%
900
-1,400
-61% -$43.2K
GWR
2799
DELISTED
Genesee & Wyoming Inc.
GWR
$27K ﹤0.01%
354
+303
+594% +$26.7K
BMS
2800
PUT
DELISTED
Bemis
BMS
$27K ﹤0.01%
600
-2,200
-79% -$101K
110 111
112
113 114

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Credit Agricole
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Carson Wealth (CWM LLC)
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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.