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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-1.17%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$47.4B
AUM Growth
+$5.11B
Cap. Flow
+$144M
Cap. Flow %
0.3%
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
QCOM icon
Qualcomm
QCOM
+$87.9M
2
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$61.9M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$49.9M
4
DHR icon
Danaher
DHR
+$49.3M
5
EWA icon
iShares MSCI Australia ETF
EWA
+$46.3M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$73.6M
2
AAPL icon
Apple
AAPL
+$69.4M
3
UUP icon
Invesco DB US Dollar Index Bullish Fund
UUP
+$68.7M
4
DIS icon
Walt Disney
DIS
+$58.5M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$52.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.81%
2 Technology 0.93%
3 Consumer Discretionary 0.7%
4 Financials 0.69%
5 Energy 0.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RLY icon
4676
State Street Multi-Asset Real Return ETF
RLY
$1.42B
$0 ﹤0.01%
1
– –
RNG icon
4677
PUT
RingCentral
RNG
$5.82B
– –
-1,000
Closed -$15K
RNR icon
4678
CALL
RenaissanceRe
RNR
$13.4B
– –
-1,600
Closed -$160K
ROBO icon
4679
ROBO Global Robotics & Automation Index ETF
ROBO
$2.02B
$0 ﹤0.01%
1
– –
ROM icon
4680
ProShares Ultra Technology
ROM
$1.28B
$0 ﹤0.01%
32
– –
RPG icon
4681
Invesco S&P 500 Pure Growth ETF
RPG
$1.93B
$0 ﹤0.01%
5
– –
RPV icon
4682
Invesco S&P 500 Pure Value ETF
RPV
$1.73B
$0 ﹤0.01%
1
– –
RRX icon
4683
CALL
Regal Rexnord
RRX
$10.6B
– –
-1,000
Closed -$80K
RS icon
4684
PUT
Reliance Steel & Aluminium
RS
$20.2B
– –
-400
Closed -$24K
RSP icon
4685
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
$0 ﹤0.01%
1
– –
RSPD icon
4686
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$287M
$0 ﹤0.01%
3
– –
RSPG icon
4687
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$646M
$0 ﹤0.01%
1
– –
RSPF icon
4688
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$304M
$0 ﹤0.01%
1
– –
RSPH icon
4689
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$823M
$0 ﹤0.01%
10
– –
RSPM icon
4690
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
$0 ﹤0.01%
5
– –
RSPN icon
4691
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$990M
$0 ﹤0.01%
5
– –
RSPS icon
4692
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$240M
$0 ﹤0.01%
5
– –
RSPU icon
4693
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$521M
$0 ﹤0.01%
2
– –
RSPT icon
4694
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.83B
$0 ﹤0.01%
10
– –
RTH icon
4695
CALL
VanEck Retail ETF
RTH
$242M
– –
-1,500
Closed -$116K
RVNU icon
4696
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$140M
$0 ﹤0.01%
1
– –
RWJ icon
4697
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.03B
$0 ﹤0.01%
3
– –
RWK icon
4698
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$0 ﹤0.01%
1
– –
RWM icon
4699
ProShares Short Russell2000
RWM
$134M
– –
0
– –
RWO icon
4700
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.23B
$0 ﹤0.01%
1
– –
186 187
188
189 190

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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's Q2 2015 filing shows 556 new, 1,212 increased, 1,629 reduced and 1,341 closed positions. Its largest new stake was Caterpillar: 318,087 shares worth $27M. The largest sale was Amazon, an estimated $73.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.