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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
OSPN icon
3101
CALL
OneSpan
OSPN
$618M
$12K ﹤0.01%
400
+300
+300% +$8.15K
TIMB icon
3102
TIM SA
TIMB
$8.8B
$12K ﹤0.01%
735
-910
-55% -$14.5K
TIMB icon
3103
PUT
TIM SA
TIMB
$8.8B
$12K ﹤0.01%
700
-1,000
-59% -$15.9K
TITN icon
3104
PUT
Titan Machinery
TITN
$445M
$12K ﹤0.01%
800
-3,500
-81% -$49.9K
UVE icon
3105
Universal Insurance Holdings
UVE
$1.23B
$12K ﹤0.01%
510
+189
+59% +$4.82K
WEN icon
3106
CALL
Wendy's
WEN
$1.46B
$12K ﹤0.01%
1,000
-2,000
-67% -$22K
DCP
3107
CALL
DELISTED
DCP Midstream, LP
DCP
$12K ﹤0.01%
400
-1,500
-79% -$56.3K
NAV
3108
CALL
DELISTED
Navistar International
NAV
$12K ﹤0.01%
500
-6,400
-93% -$175K
WPX
3109
PUT
DELISTED
WPX Energy, Inc.
WPX
$12K ﹤0.01%
1,000
-1,700
-63% -$22.4K
ZOES
3110
PUT
DELISTED
Zoe's Kitchen, Inc.
ZOES
$12K ﹤0.01%
+300
New +$10.5K
LINE
3111
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$12K ﹤0.01%
1,400
-200
-13% -$2.34K
PBY
3112
PUT
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$12K ﹤0.01%
1,000
-5,000
-83% -$50.7K
CMLP
3113
CALL
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$12K ﹤0.01%
1,000
-300
-23% -$4.24K
PGH
3114
CALL
DELISTED
Pengrowth Energy Corporation
PGH
$12K ﹤0.01%
5,000
-2,500
-33% -$7.39K
UFS
3115
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
$12K ﹤0.01%
300
-1,300
-81% -$56.9K
DNY
3116
DELISTED
DONNELLEY R R & SONS CO
DNY
$12K ﹤0.01%
716
-5,360
-88% -$89.8K
BHE icon
3117
Benchmark Electronics
BHE
$2.96B
$11K ﹤0.01%
484
-2,250
-82% -$53.3K
ECL icon
3118
PUT
Ecolab
ECL
$79.9B
$11K ﹤0.01%
100
-2,700
-96% -$310K
FTI icon
3119
TechnipFMC
FTI
$27.3B
$11K ﹤0.01%
364
-7,281
-95% -$224K
LAZ icon
3120
CALL
Lazard
LAZ
$4.31B
$11K ﹤0.01%
200
-1,600
-89% -$89K
MITK icon
3121
PUT
Mitek Systems
MITK
$834M
$11K ﹤0.01%
3,000
-4,800
-62% -$16.4K
NTGR icon
3122
NETGEAR
NTGR
$635M
$11K ﹤0.01%
+360
New +$11.3K
ODP
3123
DELISTED
ODP
ODP
$11K ﹤0.01%
126
-629
-83% -$57.9K
PNFP icon
3124
PUT
Pinnacle Financial Partners Inc
PNFP
$15.8B
$11K ﹤0.01%
200
-800
-80% -$39.6K
QLYS icon
3125
Qualys
QLYS
$6.35B
$11K ﹤0.01%
+264
New +$11.8K
123 124
125
126 127

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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.