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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
PSA icon
3076
Public Storage
PSA
$61.3B
$13K ﹤0.01%
68
-719
-91% -$138K
QUAD icon
3077
PUT
Quad
QUAD
$525M
$13K ﹤0.01%
700
-900
-56% -$19K
SANM icon
3078
Sanmina
SANM
$10.9B
$13K ﹤0.01%
+641
New +$14K
SWK icon
3079
Stanley Black & Decker
SWK
$15.7B
$13K ﹤0.01%
123
-694
-85% -$70.7K
TMO icon
3080
CALL
Thermo Fisher Scientific
TMO
$220B
$13K ﹤0.01%
100
-100
-50% -$13K
UNFI icon
3081
PUT
United Natural Foods
UNFI
$2.85B
$13K ﹤0.01%
200
– –
XPRO icon
3082
CALL
Expro Ltd
XPRO
$1.91B
$13K ﹤0.01%
117
-166
-59% -$19.7K
VR
3083
PUT
DELISTED
Validus Hold Ltd
VR
$13K ﹤0.01%
300
– –
FINL
3084
DELISTED
Finish Line
FINL
$13K ﹤0.01%
469
-2,328
-83% -$60.2K
CPN
3085
DELISTED
Calpine Corporation
CPN
$13K ﹤0.01%
+730
New +$15.2K
GIMO
3086
PUT
DELISTED
Gigamon Inc.
GIMO
$13K ﹤0.01%
400
-2,200
-85% -$64.9K
COWN
3087
PUT
DELISTED
Cowen Inc. Class A Common Stock
COWN
$13K ﹤0.01%
500
– –
TFM
3088
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$13K ﹤0.01%
+416
New +$14.6K
ETRM
3089
DELISTED
EnteroMedics Inc.
ETRM
$13K ﹤0.01%
+20
New +$23K
ALV icon
3090
PUT
Autoliv
ALV
$9B
$12K ﹤0.01%
139
-555
-80% -$48.8K
CIVI
3091
CALL
DELISTED
Civitas Resources
CIVI
$12K ﹤0.01%
6
+3
+100% +$7.76K
DBO icon
3092
Invesco DB Oil Fund
DBO
$366M
$12K ﹤0.01%
791
-71
-8% -$1.04K
DY icon
3093
CALL
Dycom Industries
DY
$12.3B
$12K ﹤0.01%
200
– –
EQR icon
3094
Equity Residential
EQR
$25.1B
$12K ﹤0.01%
168
-14,997
-99% -$1.11M
FIS icon
3095
CALL
Fidelity National Information Services
FIS
$22.1B
$12K ﹤0.01%
200
-2,600
-93% -$167K
GEO icon
3096
The GEO Group
GEO
$4.04B
$12K ﹤0.01%
519
+402
+344% +$10.4K
IOSP icon
3097
Innospec
IOSP
$2.28B
$12K ﹤0.01%
263
-1,113
-81% -$49.9K
KLIC icon
3098
PUT
Kulicke & Soffa
KLIC
$4.78B
$12K ﹤0.01%
1,000
-2,000
-67% -$27.8K
NFG icon
3099
National Fuel Gas
NFG
$7.65B
$12K ﹤0.01%
+208
New +$13.1K
NTES icon
3100
NetEase
NTES
$84.7B
$12K ﹤0.01%
410
-7,055
-95% -$188K
122 123
124
125 126

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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.