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 | |
|---|---|---|---|---|---|---|
1951
CALL
AutoNation
AN
$6.92B
| $214K | ﹤0.01% |
3,400
-6,000
| -64% | -$381K |
|
1952
PUT
OFG Bancorp
OFG
$2.21B
| $213K | ﹤0.01% |
+20,000
| New | +$287K |
|
1953
PUT
Steel Dynamics
STLD
$37.6B
| $213K | ﹤0.01% |
10,300
-114,700
| -92% | -$2.47M |
|
|
OAK
1954
CALL
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $213K | ﹤0.01% |
4,000
+3,500
| +700% | +$186K |
|
|
SONC
1955
CALL
DELISTED
Sonic Corp
SONC
| $213K | ﹤0.01% |
+7,400
| New | +$227K |
|
1956
PUT
Trinity Industries
TRN
$2.38B
| $212K | ﹤0.01% |
11,112
-296,968
| -96% | -$6.65M |
|
1957
Bristol-Myers Squibb
BMY
$132B
| $211K | ﹤0.01% |
+3,169
| New | +$209K |
|
1958
Scotiabank
BNS
$108B
| $211K | ﹤0.01% |
4,284
+3,838
| +861% | +$196K |
|
|
CMA
1959
CALL
DELISTED
Comerica
CMA
| $211K | ﹤0.01% |
4,100
-45,300
| -92% | -$2.21M |
|
1960
CALL
Methanex
MEOH
$4.12B
| $211K | ﹤0.01% |
3,800
+3,000
| +375% | +$169K |
|
1961
PUT
Norfolk Southern
NSC
$75.1B
| $209K | ﹤0.01% |
2,400
-33,200
| -93% | -$3.24M |
|
1962
PUT
EPR Properties
EPR
$4.77B
| $208K | ﹤0.01% |
3,800
-1,100
| -22% | -$63.9K |
|
1963
CALL
Ingredion
INGR
$6.58B
| $208K | ﹤0.01% |
2,600
+700
| +37% | +$56.2K |
|
1964
Crown Castle
CCI
$32.2B
| $207K | ﹤0.01% |
2,580
-7,936
| -75% | -$662K |
|
|
MHFI
1965
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $207K | ﹤0.01% |
+2,060
| New | +$215K |
|
1966
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $206K | ﹤0.01% |
10,500
-167,100
| -94% | -$3.44M |
|
1967
CALL
Northrop Grumman
NOC
$81.2B
| $206K | ﹤0.01% |
1,300
-7,500
| -85% | -$1.2M |
|
1968
CALL
Kennametal
KMT
$2.52B
| $205K | ﹤0.01% |
+6,000
| New | +$215K |
|
1969
WEC Energy
WEC
$35.1B
| $205K | ﹤0.01% |
4,566
+1,622
| +55% | +$77.9K |
|
1970
CALL
Papa John's
PZZA
$806M
| $204K | ﹤0.01% |
2,700
+500
| +23% | +$33.4K |
|
|
GRUB
1971
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $204K | ﹤0.01% |
3,000
+550
| +22% | +$44.5K |
|
1972
PUT
Equity Residential
EQR
$25.1B
| $203K | ﹤0.01% |
2,900
-12,500
| -81% | -$928K |
|
1973
PUT
TransDigm Group
TDG
$67.7B
| $202K | ﹤0.01% |
900
+800
| +800% | +$179K |
|
|
1974
CALL
Steel Dynamics
STLD
$37.6B
| $201K | ﹤0.01% |
9,700
-137,700
| -93% | -$2.96M |
|
|
GPOR
1975
CALL
DELISTED
Gulfport Energy Corp.
GPOR
| $201K | ﹤0.01% |
5,000
+3,600
| +257% | +$165K |
|
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.