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 | |
|---|---|---|---|---|---|---|
1851
CALL
Avery Dennison
AVY
$13.4B
| $280K | ﹤0.01% |
4,600
+1,100
| +31% | +$63.9K |
|
1852
PUT
Norwegian Cruise Line
NCLH
$8.57B
| $280K | ﹤0.01% |
5,000
+4,800
| +2,400% | +$258K |
|
1853
PUT
Southern Copper
SCCO
$170B
| $280K | ﹤0.01% |
10,248
+6,041
| +144% | +$173K |
|
1854
Lear
LEA
$8.09B
| $279K | ﹤0.01% |
2,486
-4,337
| -64% | -$498K |
|
1855
Amphenol
APH
$210B
| $278K | ﹤0.01% |
19,148
+8,584
| +81% | +$123K |
|
|
LOGM
1856
CALL
DELISTED
LogMein, Inc.
LOGM
| $278K | ﹤0.01% |
4,300
+3,700
| +617% | +$232K |
|
|
RAI
1857
DELISTED
Reynolds American Inc
RAI
| $277K | ﹤0.01% |
7,424
-40,604
| -85% | -$1.52M |
|
1858
CALL
Chubb
CB
$134B
| $275K | ﹤0.01% |
2,700
+400
| +17% | +$43.1K |
|
1859
CALL
W&T Offshore
WTI
$563M
| $274K | ﹤0.01% |
50,000
-400,000
| -89% | -$2.3M |
|
1860
CALL
COPT Defense Properties
CDP
$4.14B
| $273K | ﹤0.01% |
11,600
+10,800
| +1,350% | +$288K |
|
1861
Urban Outfitters
URBN
$6.81B
| $273K | ﹤0.01% |
7,802
+6,131
| +367% | +$237K |
|
1862
CALL
Check Point Software Technologies
CHKP
$13.3B
| $271K | ﹤0.01% |
3,400
-13,500
| -80% | -$1.14M |
|
1863
CALL
Teekay Tankers
TNK
$2.65B
| $271K | ﹤0.01% |
5,125
+4,250
| +486% | +$228K |
|
1864
Oceaneering
OII
$5.02B
| $270K | ﹤0.01% |
5,793
-7,190
| -55% | -$378K |
|
|
CIT
1865
DELISTED
CIT Group Inc.
CIT
| $270K | ﹤0.01% |
5,805
+4,247
| +273% | +$198K |
|
|
1866
PUT
Lear
LEA
$8.09B
| $269K | ﹤0.01% |
2,400
+700
| +41% | +$80.4K |
|
1867
Ryder
R
$10B
| $269K | ﹤0.01% |
3,078
-4,658
| -60% | -$440K |
|
|
NLSN
1868
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $269K | ﹤0.01% |
6,000
+5,000
| +500% | +$227K |
|
1869
PUT
Scotiabank
BNS
$109B
| $268K | ﹤0.01% |
5,439
+684
| +14% | +$34.9K |
|
|
CIT
1870
CALL
DELISTED
CIT Group Inc.
CIT
| $265K | ﹤0.01% |
5,700
+2,000
| +54% | +$93.1K |
|
1871
Arthur J. Gallagher & Co
AJG
$64.1B
| $263K | ﹤0.01% |
+5,569
| New | +$268K |
|
1872
CALL
CNO Financial Group
CNO
$5.15B
| $263K | ﹤0.01% |
+14,300
| New | +$259K |
|
1873
PUT
Group 1 Automotive
GPI
$3.14B
| $263K | ﹤0.01% |
2,900
-300
| -9% | -$25.6K |
|
1874
PUT
United Rentals
URI
$71.5B
| $263K | ﹤0.01% |
3,000
+300
| +11% | +$28.7K |
|
1875
PUT
Welltower
WELL
$170B
| $263K | ﹤0.01% |
4,000
-2,000
| -33% | -$143K |
|
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.