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 | |
|---|---|---|---|---|---|---|
876
CALL
Humana
HUM
$44.8B
| $3.31M | 0.01% |
17,300
+7,400
| +75% | +$1.37M |
|
877
PUT
Avis
CAR
$4.97B
| $3.31M | 0.01% |
75,000
-3,600
| -5% | -$190K |
|
878
Applied Materials
AMAT
$417B
| $3.3M | 0.01% |
171,877
-58,084
| -25% | -$1.19M |
|
879
Workday
WDAY
$44.8B
| $3.3M | 0.01% |
43,194
+36,057
| +505% | +$3.07M |
|
|
SPLS
880
PUT
DELISTED
Staples Inc
SPLS
| $3.28M | 0.01% |
214,000
+81,500
| +62% | +$1.33M |
|
|
CTXS
881
CALL
DELISTED
Citrix Systems Inc
CTXS
| $3.28M | 0.01% |
58,646
+57,265
| +4,147% | +$3.04M |
|
882
CALL
Deckers Outdoor
DECK
$12.8B
| $3.27M | 0.01% |
273,000
+208,200
| +321% | +$2.56M |
|
883
PUT
DaVita
DVA
$11.4B
| $3.27M | 0.01% |
41,200
-319,000
| -89% | -$26.2M |
|
|
SCHW
884
CALL
Charles Schwab
SCHW
$186B
| $3.27M | 0.01% |
100,100
-9,600
| -9% | -$303K |
|
|
GRA
885
DELISTED
W.R. Grace & Co.
GRA
| $3.21M | 0.01% |
32,011
+7,332
| +30% | +$722K |
|
886
PUT
Fluor
FLR
$7.08B
| $3.21M | 0.01% |
60,500
-48,600
| -45% | -$2.81M |
|
887
CALL
VeriSign
VRSN
$26B
| $3.2M | 0.01% |
51,900
+38,500
| +287% | +$2.48M |
|
|
NSM
888
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $3.19M | 0.01% |
190,200
+187,900
| +8,170% | +$4.07M |
|
889
Murphy Oil
MUR
$5.12B
| $3.19M | 0.01% |
76,736
-18,257
| -19% | -$831K |
|
890
PUT
Stanley Black & Decker
SWK
$15.7B
| $3.19M | 0.01% |
30,300
+18,100
| +148% | +$1.84M |
|
|
DD
891
DELISTED
Du Pont De Nemours E I
DD
| $3.19M | 0.01% |
52,487
-86,571
| -62% | -$5.83M |
|
892
Lennar Class A
LEN
$21.1B
| $3.17M | 0.01% |
+65,282
| New | +$3M |
|
893
Honeywell
HON
$72.9B
| $3.17M | 0.01% |
34,594
-13,974
| -29% | -$1.3M |
|
|
NRF
894
DELISTED
NorthStar Realty Finance Corp.
NRF
| $3.17M | 0.01% |
99,635
+95,828
| +2,517% | +$3.45M |
|
|
RAX
895
PUT
DELISTED
Rackspace Hosting Inc
RAX
| $3.16M | 0.01% |
85,000
+84,900
| +84,900% | +$3.9M |
|
896
PUT
Altria Group
MO
$109B
| $3.16M | 0.01% |
64,600
+29,500
| +84% | +$1.5M |
|
|
SUNE
897
DELISTED
SUNEDISON, INC COM
SUNE
| $3.13M | 0.01% |
104,828
+99,424
| +1,840% | +$2.83M |
|
898
New Oriental
EDU
$8.84B
| $3.13M | 0.01% |
127,512
+126,154
| +9,290% | +$3.13M |
|
899
PUT
Tower Semiconductor
TSEM
$28.2B
| $3.13M | 0.01% |
202,500
+200,500
| +10,025% | +$3.21M |
|
|
PPL
900
PPL Corp
PPL
$26.5B
| $3.12M | 0.01% |
105,826
+60,307
| +132% | +$1.88M |
|
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.