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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
CHS
3401
PUT
DELISTED
Chicos FAS, Inc.
CHS
$3K ﹤0.01%
200
-9,700
-98% -$165K
STON
3402
DELISTED
StoneMor Inc.
STON
$3K ﹤0.01%
+112
New +$3.34K
CTB
3403
DELISTED
Cooper Tire & Rubber Co.
CTB
$3K ﹤0.01%
82
-2,733
-97% -$105K
AKS
3404
CALL
DELISTED
AK Steel Holding Corp
AKS
$3K ﹤0.01%
900
-50,000
-98% -$248K
INXN
3405
DELISTED
Interxion Holding N.V.
INXN
$3K ﹤0.01%
+106
New +$3.15K
PIR
3406
DELISTED
Pier 1 Imports, Inc.
PIR
$3K ﹤0.01%
12
-40
-77% -$10.2K
ASNA
3407
DELISTED
Ascena Retail Group, Inc.
ASNA
$3K ﹤0.01%
8
-244
-97% -$74.6K
MXWL
3408
DELISTED
Maxwell Technologies Inc
MXWL
$3K ﹤0.01%
+474
New +$2.94K
SVU
3409
DELISTED
SUPERVALU Inc.
SVU
$3K ﹤0.01%
45
-6,385
-99% -$426K
KLXI
3410
DELISTED
KLX Inc.
KLXI
$3K ﹤0.01%
+75
New +$2.71K
JJC
3411
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$3K ﹤0.01%
102
+101
+10,100% +$3.33K
JO
3412
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
$3K ﹤0.01%
117
+116
+11,600% +$2.69K
JNS
3413
CALL
DELISTED
Janus Capital Group Inc
JNS
$3K ﹤0.01%
200
– –
ITC
3414
PUT
DELISTED
ITC HOLDINGS CORP
ITC
$3K ﹤0.01%
100
-900
-90% -$31.4K
NKA
3415
CALL
DELISTED
NISKA GAS STORAGE PARTNERS LLC UNIT LTD LIABILITY CO INTS
NKA
$3K ﹤0.01%
800
– –
CTCT
3416
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$3K ﹤0.01%
89
-542
-86% -$17.2K
PBY
3417
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$3K ﹤0.01%
222
+5
+2% +$51
RAS
3418
DELISTED
RAIT Financial Trust
RAS
$3K ﹤0.01%
461
-2,422
-84% -$15.8K
MEMP
3419
DELISTED
Memorial Production Partners LP Common Units
MEMP
$3K ﹤0.01%
+172
New +$2.75K
SPN
3420
DELISTED
Superior Energy Services, Inc.
SPN
$3K ﹤0.01%
+16
New +$3.74K
CCOI icon
3421
Cogent Communications
CCOI
$497M
$2K ﹤0.01%
+65
New +$2.18K
CLNE icon
3422
Clean Energy Fuels
CLNE
$346M
$2K ﹤0.01%
441
+319
+261% +$2.4K
CM icon
3423
Canadian Imperial Bank of Commerce
CM
$108B
$2K ﹤0.01%
+50
New +$1.93K
CVE icon
3424
Cenovus Energy
CVE
$52.1B
$2K ﹤0.01%
+109
New +$1.9K
DAR icon
3425
Darling Ingredients
DAR
$9.44B
$2K ﹤0.01%
121
-17,844
-99% -$263K
135 136
137
138 139

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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.