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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
Cap. Flow
+$144M
Cap. Flow %
0.3%
Top 10 Hldgs %
46.02%
Holding
6,208
New
556
Increased
1,212
Reduced
1,629
Closed
1,341

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.81%
2 Technology 0.93%
3 Consumer Discretionary 0.7%
4 Financials 0.69%
5 Energy 0.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
EUO icon
3901
ProShares UltraShort Euro
EUO
$32.8M
$0 ﹤0.01%
1
EUSA icon
3902
iShares MSCI USA Equal Weighted ETF
EUSA
$1.9B
$0 ﹤0.01%
1
EURL icon
3903
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$47.7M
$0 ﹤0.01%
1
EVR icon
3904
CALL
Evercore
EVR
$11.1B
-700
Closed -$36K
EWBC icon
3905
PUT
East-West Bancorp
EWBC
$17.6B
-1,600
Closed -$65K
EWC icon
3906
CALL
iShares MSCI Canada ETF
EWC
$6.81B
-400
Closed -$11K
EWC icon
3907
PUT
iShares MSCI Canada ETF
EWC
$6.81B
-99,700
Closed -$2.71M
EWD icon
3908
iShares MSCI Sweden ETF
EWD
$746M
$0 ﹤0.01%
1
EWG icon
3909
iShares MSCI Germany ETF
EWG
$1.72B
$0 ﹤0.01%
1
-667
-100% -$19.8K
EWH icon
3910
iShares MSCI Hong Kong ETF
EWH
$1.17B
$0 ﹤0.01%
1
-1
-50% -$24
EWI icon
3911
CALL
iShares MSCI Italy ETF
EWI
$1.11B
-12,500
Closed -$370K
EWJ icon
3912
iShares MSCI Japan ETF
EWJ
$23.3B
-2
Closed -$104
EWK icon
3913
iShares MSCI Belgium ETF
EWK
$167M
$0 ﹤0.01%
1
EWM icon
3914
iShares MSCI Malaysia ETF
EWM
$319M
0
EWL icon
3915
iShares MSCI Switzerland ETF
EWL
$2.34B
$0 ﹤0.01%
1
EWN icon
3916
iShares MSCI Netherlands ETF
EWN
$654M
$0 ﹤0.01%
1
EWO icon
3917
iShares MSCI Austria ETF
EWO
$207M
$0 ﹤0.01%
1
EWP icon
3918
iShares MSCI Spain ETF
EWP
$2.24B
$0 ﹤0.01%
1
-100
-99% -$3.54K
EWQ icon
3919
PUT
iShares MSCI France ETF
EWQ
$332M
-150,000
Closed -$3.9M
EWT icon
3920
CALL
iShares MSCI Taiwan ETF
EWT
$12.1B
-2,250
Closed -$71K
EWT icon
3921
PUT
iShares MSCI Taiwan ETF
EWT
$12.1B
-2,400
Closed -$75K
EWUS icon
3922
iShares MSCI United Kingdom Small-Cap ETF
EWUS
$41.9M
$0 ﹤0.01%
1
EWV icon
3923
ProShares Trust UltraShort MSCI Japan
EWV
$5.04M
0
EWX icon
3924
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$684M
$0 ﹤0.01%
1
EWY icon
3925
iShares MSCI South Korea ETF
EWY
$29.1B
$0 ﹤0.01%
1
-84,201
-100% -$4.94M

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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's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.