We are live on ! Find out more
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
PEI
2601
CALL
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$43K ﹤0.01%
133
-67
-34% -$22.6K
BOH icon
2602
Bank of Hawaii
BOH
$3.13B
$42K ﹤0.01%
626
+532
+566% +$33.6K
CRI icon
2603
CALL
Carter's
CRI
$1.47B
$42K ﹤0.01%
400
-200
-33% -$20.1K
KMB icon
2604
PUT
Kimberly-Clark
KMB
$36.5B
$42K ﹤0.01%
400
-8,600
-96% -$937K
XLNX
2605
DELISTED
Xilinx Inc
XLNX
$42K ﹤0.01%
953
-251,802
-100% -$11.3M
LM
2606
DELISTED
Legg Mason, Inc.
LM
$42K ﹤0.01%
817
-6,106
-88% -$329K
OAK
2607
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$42K ﹤0.01%
789
-731
-48% -$38.8K
USG
2608
PUT
DELISTED
Usg
USG
$42K ﹤0.01%
1,500
-2,600
-63% -$71.4K
PLKI
2609
PUT
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$42K ﹤0.01%
700
-100
-13% -$5.78K
RYL
2610
PUT
DELISTED
RYLAND GROUP INC
RYL
$42K ﹤0.01%
900
-5,200
-85% -$231K
DST
2611
DELISTED
DST Systems Inc.
DST
$42K ﹤0.01%
666
-1,108
-62% -$65.7K
AIRM
2612
CALL
DELISTED
Air Methods Corp
AIRM
$42K ﹤0.01%
1,000
-2,300
-70% -$101K
CHD icon
2613
PUT
Church & Dwight Co
CHD
$24.5B
$41K ﹤0.01%
1,000
-8,200
-89% -$344K
ES icon
2614
CALL
Eversource Energy
ES
$27.2B
$41K ﹤0.01%
900
-5,100
-85% -$247K
J icon
2615
CALL
Jacobs Solutions
J
$17B
$41K ﹤0.01%
1,209
-242
-17% -$8.84K
NLY icon
2616
Annaly Capital Management
NLY
$17.4B
$41K ﹤0.01%
1,122
-888
-44% -$35.9K
SPB icon
2617
PUT
Spectrum Brands
SPB
$2.07B
$41K ﹤0.01%
400
– –
VWO icon
2618
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$41K ﹤0.01%
1,000
-6,800
-87% -$292K
ZOES
2619
CALL
DELISTED
Zoe's Kitchen, Inc.
ZOES
$41K ﹤0.01%
+1,000
New +$34.9K
VAL
2620
CALL
DELISTED
Valspar
VAL
$41K ﹤0.01%
500
-8,100
-94% -$679K
AES icon
2621
CALL
AES
AES
$10.5B
$40K ﹤0.01%
3,000
-7,000
-70% -$93.9K
FHN icon
2622
PUT
First Horizon
FHN
$12.1B
$40K ﹤0.01%
2,500
– –
O icon
2623
CALL
Realty Income
O
$59.1B
$40K ﹤0.01%
929
-2,167
-70% -$99.1K
SANM icon
2624
PUT
Sanmina
SANM
$10.9B
$40K ﹤0.01%
2,000
-800
-29% -$17.5K
SPWR
2625
DELISTED
SunPower Corporation Common Stock
SPWR
$40K ﹤0.01%
+2,139
New +$44.9K
103 104
105
106 107

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.