We are live on
!
Find out more
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
(+12%)
Cap. Flow
+$5.22B
Cap. Flow
% of AUM
11.02%
Top 10 Holdings %
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 |
Qualcomm
QCOM
|
+$87.9M |
| 2 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$61.9M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.9M |
| 4 |
Danaher
DHR
|
+$49.3M |
| 5 |
iShares MSCI Australia ETF
EWA
|
+$46.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$73.6M |
| 2 |
Apple
AAPL
|
+$69.4M |
| 3 |
Invesco DB US Dollar Index Bullish Fund
UUP
|
+$68.7M |
| 4 |
Walt Disney
DIS
|
+$58.5M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
3001
CALL
AvalonBay Communities
AVB
$26.8B
| $16K | ﹤0.01% |
100
| – | – |
|
3002
Brink's
BCO
$4.62B
| $16K | ﹤0.01% |
527
+319
| +153% | +$9.65K |
|
3003
PUT
Cullen/Frost Bankers
CFR
$10.2B
| $16K | ﹤0.01% |
+200
| New | +$14.8K |
|
3004
Coty
COTY
$2.48B
| $16K | ﹤0.01% |
+505
| New | +$13.1K |
|
3005
PUT
Flex
FLEX
$44.8B
| $16K | ﹤0.01% |
1,858
| – | – |
|
3006
PUT
IMAX
IMAX
$2.66B
| $16K | ﹤0.01% |
400
-1,600
| -80% | -$62.1K |
|
3007
International Paper
IP
$22B
| $16K | ﹤0.01% |
352
-99,521
| -100% | -$4.93M |
|
3008
Lazard
LAZ
$4.31B
| $16K | ﹤0.01% |
291
-4,332
| -94% | -$241K |
|
3009
CALL
Leidos
LDOS
$17.3B
| $16K | ﹤0.01% |
400
-9,700
| -96% | -$408K |
|
3010
PUT
Manitowoc
MTW
$675M
| $16K | ﹤0.01% |
883
-442
| -33% | -$8.06K |
|
3011
PUT
Navient
NAVI
$853M
| $16K | ﹤0.01% |
900
| – | – |
|
3012
CALL
National CineMedia
NCMI
$378M
| $16K | ﹤0.01% |
100
-970
| -91% | -$154K |
|
3013
CALL
Regis Corp
RGS
$70.2M
| $16K | ﹤0.01% |
50
| – | – |
|
3014
VanEck Retail ETF
RTH
$263M
| $16K | ﹤0.01% |
212
+211
| +21,100% | +$16.1K |
|
|
RWT
3015
PUT
Redwood Trust
RWT
$594M
| $16K | ﹤0.01% |
1,000
-1,500
| -60% | -$25.5K |
|
3016
CALL
Suburban Propane Partners
SPH
$1.18B
| $16K | ﹤0.01% |
+400
| New | +$17K |
|
3017
STMicroelectronics
STM
$50B
| $16K | ﹤0.01% |
1,961
+322
| +20% | +$2.76K |
|
3018
Vicor
VICR
$10.2B
| $16K | ﹤0.01% |
1,276
-112
| -8% | -$1.64K |
|
|
VTLE
3019
CALL
DELISTED
Vital Energy
VTLE
| $16K | ﹤0.01% |
+65
| New | +$18.6K |
|
|
FRGI
3020
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $16K | ﹤0.01% |
318
-56
| -15% | -$2.96K |
|
|
PBCT
3021
CALL
DELISTED
People's United Financial Inc
PBCT
| $16K | ﹤0.01% |
1,000
| – | – |
|
|
EV
3022
CALL
DELISTED
Eaton Vance Corp.
EV
| $16K | ﹤0.01% |
400
-900
| -69% | -$37.1K |
|
|
TCO
3023
DELISTED
Taubman Centers Inc.
TCO
| $16K | ﹤0.01% |
228
-201
| -47% | -$14.9K |
|
|
LOCK
3024
CALL
DELISTED
LifeLock, Inc.
LOCK
| $16K | ﹤0.01% |
+1,000
| New | +$15.5K |
|
|
TLN
3025
DELISTED
Talen Energy Corporation
TLN
| $16K | ﹤0.01% |
+943
| New | +$17.8K |
|
Similar funds
HF
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.