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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

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
SGDM icon
4751
Sprott Gold Miners ETF
SGDM
$733M
$0 ﹤0.01%
1
SH icon
4752
CALL
ProShares Short S&P500
SH
$872M
-163
Closed -$28K
SH icon
4753
ProShares Short S&P500
SH
$872M
-157
Closed -$26.4K
SH icon
4754
PUT
ProShares Short S&P500
SH
$872M
-125
Closed -$21K
SHM icon
4755
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.51B
$0 ﹤0.01%
1
SHOO icon
4756
CALL
Steven Madden
SHOO
$3.18B
-2,250
Closed -$57K
SHV icon
4757
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$0 ﹤0.01%
1
SHW icon
4758
CALL
Sherwin-Williams
SHW
$77.8B
-8,100
Closed -$768K
SHYD icon
4759
VanEck Short High Yield Muni ETF
SHYD
$453M
$0 ﹤0.01%
1
SHY icon
4760
iShares 1-3 Year Treasury Bond ETF
SHY
$26.2B
$0 ﹤0.01%
1
SID icon
4761
Companhia Siderúrgica Nacional
SID
$1.76B
-1,200
Closed -$2K
SIG icon
4762
Signet Jewelers
SIG
$3.98B
-1,376
Closed -$184K
SIJ icon
4763
ProShares UltraShort Industrials
SIJ
$6.49M
0
SIL icon
4764
Global X Silver Miners ETF NEW
SIL
$5.35B
0
SILJ icon
4765
Amplify Junior Silver Miners ETF
SILJ
$4.19B
$0 ﹤0.01%
1
SIMO icon
4766
CALL
Silicon Motion
SIMO
$9.42B
-500
Closed -$13K
SIRI icon
4767
PUT
SiriusXM
SIRI
$9.62B
-1,300
Closed -$50K
SIVR icon
4768
abrdn Physical Silver Shares ETF
SIVR
$4.54B
$0 ﹤0.01%
1
SIZE icon
4769
iShares MSCI USA Size Factor ETF
SIZE
$430M
$0 ﹤0.01%
1
SJB icon
4770
ProShares Short High Yield
SJB
$45.7M
$0 ﹤0.01%
1
SJNK icon
4771
CALL
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
-200,000
Closed -$5.84M
SJNK icon
4772
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
$0 ﹤0.01%
1
SJT
4773
CALL
San Juan Basin Royalty Trust
SJT
$144M
-1,000
Closed -$12K
SJT
4774
San Juan Basin Royalty Trust
SJT
$144M
-855
Closed -$10K
SJT
4775
PUT
San Juan Basin Royalty Trust
SJT
$144M
-1,000
Closed -$12K

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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.