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 | |
|---|---|---|---|---|---|---|
|
CY
1001
PUT
DELISTED
Cypress Semiconductor
CY
| $2.36M | 0.01% |
201,000
+184,600
| +1,126% | +$2.43M |
|
1002
CALL
Hasbro
HAS
$13.7B
| $2.36M | 0.01% |
31,600
+15,300
| +94% | +$1.09M |
|
|
GREK
1003
Global X MSCI Greece ETF
GREK
$330M
| $2.35M | 0.01% |
77,745
+25,335
| +48% | +$880K |
|
|
ISIL
1004
CALL
DELISTED
Intersil Corp
ISIL
| $2.33M | ﹤0.01% |
+186,300
| New | +$2.54M |
|
1005
CALL
First Majestic Silver
AG
$9.35B
| $2.33M | ﹤0.01% |
482,000
+471,000
| +4,282% | +$2.39M |
|
1006
iShares US Real Estate ETF
IYR
$4.48B
| $2.32M | ﹤0.01% |
32,592
+11,889
| +57% | +$902K |
|
1007
PUT
Seagate
STX
$186B
| $2.32M | ﹤0.01% |
48,900
-369,800
| -88% | -$20.4M |
|
1008
CALL
Boston Beer
SAM
$1.85B
| $2.32M | ﹤0.01% |
10,000
+9,500
| +1,900% | +$2.44M |
|
1009
CALL
Sprouts Farmers Market
SFM
$7.87B
| $2.32M | ﹤0.01% |
85,900
+76,800
| +844% | +$2.36M |
|
1010
PUT
TripAdvisor
TRIP
$1.28B
| $2.32M | ﹤0.01% |
26,600
-69,100
| -72% | -$5.62M |
|
1011
PUT
Agilent Technologies
A
$42.2B
| $2.31M | ﹤0.01% |
60,000
| – | – |
|
|
RDC
1012
PUT
DELISTED
Rowan Companies Plc
RDC
| $2.3M | ﹤0.01% |
109,100
+3,200
| +3% | +$67.7K |
|
1013
Itaú Unibanco
ITUB
$82.7B
| $2.3M | ﹤0.01% |
524,646
+55,615
| +12% | +$262K |
|
1014
Brown-Forman Class B
BF.B
$12.9B
| $2.29M | ﹤0.01% |
+71,600
| New | +$2.17M |
|
1015
PUT
TSMC
TSM
$2.19T
| $2.29M | ﹤0.01% |
101,000
-11,600
| -10% | -$277K |
|
|
ATHN
1016
CALL
DELISTED
Athenahealth, Inc.
ATHN
| $2.29M | ﹤0.01% |
+20,000
| New | +$2.39M |
|
1017
Energy Transfer Partners
ET
$71.6B
| $2.29M | ﹤0.01% |
+71,400
| New | +$2.39M |
|
1018
PUT
Weyerhaeuser
WY
$18B
| $2.28M | ﹤0.01% |
72,300
+9,500
| +15% | +$305K |
|
1019
CALL
Brookdale Senior Living
BKD
$3B
| $2.26M | ﹤0.01% |
65,000
-63,600
| -49% | -$2.34M |
|
|
LLTC
1020
CALL
DELISTED
Linear Technology Corp
LLTC
| $2.26M | ﹤0.01% |
51,000
-47,900
| -48% | -$2.23M |
|
|
WLL
1021
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $2.25M | ﹤0.01% |
223
+176
| +374% | +$1.83M |
|
1022
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $2.25M | ﹤0.01% |
61,400
-239,300
| -80% | -$8.65M |
|
1023
Oneok
OKE
$57.7B
| $2.24M | ﹤0.01% |
56,773
+51,047
| +891% | +$2.26M |
|
|
JWN
1024
PUT
DELISTED
Nordstrom
JWN
| $2.23M | ﹤0.01% |
30,000
-19,400
| -39% | -$1.47M |
|
|
WLL
1025
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $2.23M | ﹤0.01% |
221
+214
| +3,057% | +$2.23M |
|
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.