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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
FSYS
3226
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$8K ﹤0.01%
1,100
+387
+54% +$3.6K
FSYS
3227
PUT
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$8K ﹤0.01%
1,100
-3,000
-73% -$27.9K
NGLS
3228
CALL
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$8K ﹤0.01%
+200
New +$8.65K
ZU
3229
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$8K ﹤0.01%
597
-2,209
-79% -$30K
RESI
3230
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$8K ﹤0.01%
452
+156
+53% +$2.94K
ABG icon
3231
Asbury Automotive
ABG
$3.85B
$7K ﹤0.01%
+73
New +$6.34K
BWXT icon
3232
CALL
BWX Technologies
BWXT
$15.6B
$7K ﹤0.01%
280
-3,215
-92% -$75.5K
CIVI
3233
PUT
DELISTED
Civitas Resources
CIVI
$7K ﹤0.01%
+4
New +$10.4K
COHR icon
3234
Coherent
COHR
$74.2B
$7K ﹤0.01%
389
-625
-62% -$11.6K
FHI icon
3235
PUT
Federated Hermes
FHI
$4.72B
$7K ﹤0.01%
200
-4,500
-96% -$155K
FTNT icon
3236
Fortinet
FTNT
$117B
$7K ﹤0.01%
800
-12,330
-94% -$95.8K
MRVL icon
3237
PUT
Marvell Technology
MRVL
$196B
$7K ﹤0.01%
500
– –
NBR icon
3238
Nabors Industries
NBR
$1.21B
$7K ﹤0.01%
10
-57
-85% -$43K
OI icon
3239
PUT
O-I Glass
OI
$1.08B
$7K ﹤0.01%
300
– –
QUIK icon
3240
QuickLogic
QUIK
$257M
$7K ﹤0.01%
+332
New +$8.06K
RAMP icon
3241
LiveRamp
RAMP
$2.3B
$7K ﹤0.01%
+405
New +$7.27K
RDN icon
3242
Radian Group
RDN
$4.93B
$7K ﹤0.01%
351
-4,258
-92% -$76.5K
RYAM icon
3243
CALL
Rayonier Advanced Materials
RYAM
$610M
$7K ﹤0.01%
+400
New +$6.59K
SEM
3244
DELISTED
Select Medical
SEM
$7K ﹤0.01%
+843
New +$7.08K
SPXC icon
3245
CALL
SPX Corp
SPXC
$10.8B
$7K ﹤0.01%
397
-1,589
-80% -$31K
SPXC icon
3246
PUT
SPX Corp
SPXC
$10.8B
$7K ﹤0.01%
397
-2,780
-88% -$54.2K
SYY icon
3247
PUT
Sysco
SYY
$40.3B
$7K ﹤0.01%
200
-117,200
-100% -$4.38M
TDC icon
3248
PUT
Teradata
TDC
$2.55B
$7K ﹤0.01%
200
-900
-82% -$37K
TDW icon
3249
Tidewater
TDW
$4.12B
$7K ﹤0.01%
9
-18
-67% -$14.6K
TDW icon
3250
PUT
Tidewater
TDW
$4.12B
$7K ﹤0.01%
9
-31
-78% -$25.2K
128 129
130
131 132

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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.