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 | |
|---|---|---|---|---|---|---|
|
ALXN
1051
DELISTED
Alexion Pharmaceuticals
ALXN
| $2.07M | ﹤0.01% |
+11,428
| New | +$1.97M |
|
1052
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
| $2.06M | ﹤0.01% |
75,000
+5,000
| +7% | +$146K |
|
1053
CALL
Lincoln National
LNC
$8.51B
| $2.05M | ﹤0.01% |
34,600
-24,400
| -41% | -$1.43M |
|
1054
PUT
Travel + Leisure Co
TNL
$4.52B
| $2.05M | ﹤0.01% |
55,375
+15,283
| +38% | +$599K |
|
1055
Groupon
GRPN
$889M
| $2.04M | ﹤0.01% |
20,331
+20,061
| +7,430% | +$2.59M |
|
1056
CALL
Agilent Technologies
A
$42.2B
| $2.04M | ﹤0.01% |
53,000
+30,900
| +140% | +$1.28M |
|
1057
CALL
Williams-Sonoma
WSM
$29.5B
| $2.04M | ﹤0.01% |
49,600
+37,800
| +320% | +$1.48M |
|
1058
PUT
SLM Corp
SLM
$5.11B
| $2.04M | ﹤0.01% |
206,500
+198,500
| +2,481% | +$2.01M |
|
1059
CALL
Fastenal
FAST
$60.1B
| $2.04M | ﹤0.01% |
193,200
+189,200
| +4,730% | +$1.99M |
|
|
AVP
1060
CALL
DELISTED
Avon Products, Inc.
AVP
| $2.04M | ﹤0.01% |
325,000
-95,500
| -23% | -$709K |
|
1061
CALL
Celanese
CE
$4.92B
| $2.03M | ﹤0.01% |
28,200
+18,400
| +188% | +$1.22M |
|
|
ESV
1062
CALL
DELISTED
Ensco Rowan plc
ESV
| $2.03M | ﹤0.01% |
22,750
+22,700
| +45,400% | +$2.21M |
|
|
CHL
1063
PUT
DELISTED
China Mobile Limited
CHL
| $2.02M | ﹤0.01% |
31,500
+24,900
| +377% | +$1.7M |
|
1064
Home Depot
HD
$353B
| $2.02M | ﹤0.01% |
18,143
-11,907
| -40% | -$1.33M |
|
|
1065
Williams-Sonoma
WSM
$29.5B
| $2.02M | ﹤0.01% |
49,000
+41,384
| +543% | +$1.62M |
|
1066
PUT
New Oriental
EDU
$8.84B
| $2.01M | ﹤0.01% |
82,100
+81,000
| +7,364% | +$2.01M |
|
1067
PUT
Broadcom
AVGO
$1.98T
| $2.01M | ﹤0.01% |
151,000
-67,000
| -31% | -$878K |
|
1068
PUT
Sherwin-Williams
SHW
$88.5B
| $2.01M | ﹤0.01% |
21,900
+3,600
| +20% | +$341K |
|
1069
PUT
Ulta Beauty
ULTA
$23.3B
| $2.01M | ﹤0.01% |
13,000
-19,700
| -60% | -$3.03M |
|
1070
PUT
Diageo
DEO
$52.8B
| $2M | ﹤0.01% |
17,200
+13,300
| +341% | +$1.51M |
|
1071
CALL
Rockwell Automation
ROK
$49.6B
| $2M | ﹤0.01% |
16,000
+4,600
| +40% | +$554K |
|
1072
CALL
United Parks & Resorts
PRKS
$2B
| $1.99M | ﹤0.01% |
108,100
+107,700
| +26,925% | +$2.23M |
|
1073
PUT
Southern Company
SO
$106B
| $1.99M | ﹤0.01% |
47,500
+28,600
| +151% | +$1.25M |
|
|
ETP
1074
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $1.97M | ﹤0.01% |
51,900
-2,100
| -4% | -$85.8K |
|
|
MRSH
1075
CALL
Marsh
MRSH
$91.3B
| $1.96M | ﹤0.01% |
34,600
+24,300
| +236% | +$1.4M |
|
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.