We are live on ! Find out more
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
TFI icon
4876
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.01B
$0 ﹤0.01%
1
TFLO icon
4877
iShares Treasury Floating Rate Bond ETF
TFLO
$6.67B
$0 ﹤0.01%
1
TG icon
4878
CALL
Tredegar Corp
TG
$269M
-800
Closed -$16K
TG icon
4879
PUT
Tredegar Corp
TG
$269M
-800
Closed -$16K
TGI
4880
DELISTED
Triumph Group
TGI
-683
Closed -$41K
TGI
4881
PUT
DELISTED
Triumph Group
TGI
-1,000
Closed -$60K
THD icon
4882
CALL
iShares MSCI Thailand ETF
THD
$348M
-51,200
Closed -$4.06M
THD icon
4883
iShares MSCI Thailand ETF
THD
$348M
$0 ﹤0.01%
1
THO icon
4884
PUT
Thor Industries
THO
$3.74B
-4,600
Closed -$292K
THRM icon
4885
Gentherm
THRM
$1.18B
-304
Closed -$16.1K
THRM icon
4886
PUT
Gentherm
THRM
$1.18B
-1,800
Closed -$90K
TILT icon
4887
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.22B
$0 ﹤0.01%
1
TIPX icon
4888
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.06B
$0 ﹤0.01%
1
TIPZ icon
4889
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.1M
$0 ﹤0.01%
1
TLH icon
4890
iShares 10-20 Year Treasury Bond ETF
TLH
$11B
$0 ﹤0.01%
1
TLTD icon
4891
Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF
TLTD
$685M
$0 ﹤0.01%
1
TLTE icon
4892
Northern Trust Morningstar Emerging Markets Factor Tilt ETF
TLTE
$362M
$0 ﹤0.01%
1
TMF icon
4893
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.12B
0
TMO icon
4894
Thermo Fisher Scientific
TMO
$224B
-862
Closed -$112K
TMV icon
4895
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$205M
0
TNET icon
4896
CALL
TriNet
TNET
$3.06B
-100
Closed -$4K
TNK icon
4897
PUT
Teekay Tankers
TNK
$3.34B
-625
Closed -$29K
TOK icon
4898
iShares MSCI Kokusai Fund
TOK
$238M
$0 ﹤0.01%
1
TOL icon
4899
Toll Brothers
TOL
$12.4B
-24,158
Closed -$904K
TOLZ icon
4900
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$173M
$0 ﹤0.01%
1

Similar funds

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.