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 | |
|---|---|---|---|---|---|---|
|
LNKD
201
PUT
DELISTED
LinkedIn Corporation
LNKD
| $30.9M | 0.07% |
149,700
+112,500
| +302% | +$25.1M |
|
202
Wells Fargo
WFC
$266B
| $30.7M | 0.06% |
546,553
-221,344
| -29% | -$12.3M |
|
203
CALL
VanEck Gold Miners ETF
GDX
$26.9B
| $30.5M | 0.06% |
1,717,900
-2,520,100
| -59% | -$49M |
|
204
Yelp
YELP
$1.32B
| $30.4M | 0.06% |
707,492
+603,571
| +581% | +$28M |
|
205
CALL
PepsiCo
PEP
$192B
| $30.1M | 0.06% |
322,200
+20,200
| +7% | +$1.93M |
|
206
PUT
Infosys
INFY
$50.3B
| $29.9M | 0.06% |
3,778,800
+1,187,200
| +46% | +$9.64M |
|
|
207
PUT
Yelp
YELP
$1.32B
| $29.7M | 0.06% |
690,900
+379,900
| +122% | +$17.6M |
|
208
PUT
Southwest Airlines
LUV
$22B
| $29.6M | 0.06% |
894,700
-439,700
| -33% | -$17.2M |
|
209
PUT
Freeport-McMoran
FCX
$93.6B
| $29.5M | 0.06% |
1,582,600
+564,700
| +55% | +$11.7M |
|
210
PUT
Salesforce
CRM
$165B
| $29.4M | 0.06% |
421,800
-260,500
| -38% | -$18.5M |
|
|
XEC
211
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $29.4M | 0.06% |
266,200
+36,600
| +16% | +$4.37M |
|
|
RSX
212
PUT
DELISTED
VanEck Russia ETF
RSX
| $29.2M | 0.06% |
1,600,000
-100,000
| -6% | -$1.93M |
|
213
ExxonMobil
XOM
$652B
| $29M | 0.06% |
348,680
-148,680
| -30% | -$12.8M |
|
214
CALL
APA Corp
APA
$14B
| $29M | 0.06% |
502,400
+417,600
| +492% | +$26.3M |
|
|
215
CALL
ExxonMobil
XOM
$652B
| $28.8M | 0.06% |
346,000
+123,200
| +55% | +$10.6M |
|
|
LNW
216
CALL
DELISTED
Light & Wonder
LNW
| $28.7M | 0.06% |
1,845,000
-81,100
| -4% | -$1.15M |
|
|
APC
217
CALL
DELISTED
Anadarko Petroleum
APC
| $28.6M | 0.06% |
366,400
+32,000
| +10% | +$2.77M |
|
|
JNPR
218
CALL
DELISTED
Juniper Networks
JNPR
| $28.5M | 0.06% |
1,099,200
+1,072,900
| +4,079% | +$28.2M |
|
219
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $28.5M | 0.06% |
+619,500
| New | +$30.2M |
|
220
State Street Energy Select Sector SPDR ETF
XLE
$39.9B
| $28.4M | 0.06% |
755,910
+624,372
| +475% | +$24.8M |
|
|
HES
221
CALL
DELISTED
Hess
HES
| $28.1M | 0.06% |
420,100
+333,700
| +386% | +$23.7M |
|
222
United Airlines
UAL
$41B
| $28.1M | 0.06% |
529,749
+404,494
| +323% | +$23.4M |
|
223
PUT
Vale
VALE
$58.7B
| $27.9M | 0.06% |
4,743,000
+28,300
| +0.6% | +$189K |
|
|
224
Southwest Airlines
LUV
$22B
| $27.9M | 0.06% |
842,591
+245,942
| +41% | +$9.62M |
|
225
CALL
General Motors
GM
$75.8B
| $27.9M | 0.06% |
836,000
-429,300
| -34% | -$15.3M |
|
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.