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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
CLMT icon
3201
Calumet Specialty Products
CLMT
$3.44B
$8K ﹤0.01%
308
-753
-71% -$20K
CMP icon
3202
PUT
Compass Minerals
CMP
$1.15B
$8K ﹤0.01%
100
-1,100
-92% -$96.9K
CPA icon
3203
CALL
Copa Holdings
CPA
$5.8B
$8K ﹤0.01%
100
-2,000
-95% -$191K
CVI icon
3204
PUT
CVR Energy
CVI
$3.13B
$8K ﹤0.01%
200
– –
EQNR icon
3205
Equinor
EQNR
$92.4B
$8K ﹤0.01%
430
-82
-16% -$1.58K
FANG icon
3206
CALL
Diamondback Energy
FANG
$52.7B
$8K ﹤0.01%
100
-2,200
-96% -$175K
FHN icon
3207
CALL
First Horizon
FHN
$12.1B
$8K ﹤0.01%
500
-500
-50% -$7.38K
HEES
3208
PUT
DELISTED
H&E Equipment Services
HEES
$8K ﹤0.01%
400
-1,200
-75% -$28.7K
LDOS icon
3209
Leidos
LDOS
$17.3B
$8K ﹤0.01%
208
-2,214
-91% -$93.1K
PENN icon
3210
PUT
PENN Entertainment
PENN
$2.71B
$8K ﹤0.01%
400
-3,300
-89% -$54.9K
QRVO icon
3211
Qorvo
QRVO
$8.74B
$8K ﹤0.01%
+104
New +$8.06K
SABR icon
3212
Sabre
SABR
$835M
$8K ﹤0.01%
342
-687
-67% -$17.3K
SIRI icon
3213
CALL
SiriusXM
SIRI
$10.1B
$8K ﹤0.01%
200
-500
-71% -$19.4K
SLG icon
3214
SL Green Realty
SLG
$3.99B
$8K ﹤0.01%
+73
New +$8.56K
VTLE
3215
PUT
DELISTED
Vital Energy
VTLE
$8K ﹤0.01%
30
– –
W icon
3216
PUT
Wayfair
W
$14.6B
$8K ﹤0.01%
+200
New +$6.47K
WBA
3217
CALL
DELISTED
Walgreens Boots Alliance
WBA
$8K ﹤0.01%
100
-49,700
-100% -$4.28M
XRX icon
3218
PUT
Xerox
XRX
$425M
$8K ﹤0.01%
304
-9,905
-97% -$306K
GHL
3219
PUT
DELISTED
Greenhill & Co., Inc.
GHL
$8K ﹤0.01%
+200
New +$8.09K
WPX
3220
DELISTED
WPX Energy, Inc.
WPX
$8K ﹤0.01%
630
-1,384
-69% -$18.2K
INXN
3221
CALL
DELISTED
Interxion Holding N.V.
INXN
$8K ﹤0.01%
+300
New +$8.9K
AF
3222
CALL
DELISTED
Astoria Financial Corporation
AF
$8K ﹤0.01%
600
– –
VAL
3223
PUT
DELISTED
Valspar
VAL
$8K ﹤0.01%
100
-6,000
-98% -$503K
LOCK
3224
DELISTED
LifeLock, Inc.
LOCK
$8K ﹤0.01%
495
-55,441
-99% -$857K
MRD
3225
CALL
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$8K ﹤0.01%
400
– –
127 128
129
130 131

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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.