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Parallax Volatility Advisers

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
Cap. Flow
+$5.22B
Cap. Flow %
11.02%
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 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
FXB icon
4026
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.6M
$0 ﹤0.01%
1
– –
FXB icon
4027
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.6M
– –
-4,300
Closed -$626K
FXC icon
4028
CALL
Invesco CurrencyShares Canadian Dollar Trust
FXC
$69.7M
– –
-400
Closed -$32K
FXC icon
4029
Invesco CurrencyShares Canadian Dollar Trust
FXC
$69.7M
$0 ﹤0.01%
1
– –
FXE icon
4030
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
$0 ﹤0.01%
1
– –
FXD icon
4031
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$273M
$0 ﹤0.01%
1
– –
FXF icon
4032
CALL
Invesco CurrencyShares Swiss Franc Trust
FXF
$396M
– –
-2,000
Closed -$200K
FXF icon
4033
Invesco CurrencyShares Swiss Franc Trust
FXF
$396M
$0 ﹤0.01%
1
-4
-80% -$414
FXF icon
4034
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$396M
– –
-200
Closed -$20K
FXG icon
4035
First Trust Consumer Staples AlphaDEX Fund
FXG
$227M
$0 ﹤0.01%
1
– –
FXH icon
4036
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$0 ﹤0.01%
1
– –
FXL icon
4037
First Trust Technology AlphaDEX Fund
FXL
$2.72B
$0 ﹤0.01%
1
– –
FXN icon
4038
First Trust Energy AlphaDEX Fund
FXN
$369M
$0 ﹤0.01%
1
– –
FXO icon
4039
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$0 ﹤0.01%
1
– –
FXP icon
4040
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.82M
– –
0
– –
FXR icon
4041
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$760M
$0 ﹤0.01%
1
– –
FXU icon
4042
First Trust Utilities AlphaDEX Fund
FXU
$821M
$0 ﹤0.01%
1
– –
FXY icon
4043
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
$0 ﹤0.01%
1
– –
FXY icon
4044
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
– –
-336,800
Closed -$27.3M
FXZ icon
4045
First Trust Materials AlphaDEX Fund
FXZ
$388M
$0 ﹤0.01%
1
– –
FYC icon
4046
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.31B
$0 ﹤0.01%
1
– –
FYLD icon
4047
Cambria Foreign Shareholder Yield ETF
FYLD
$713M
$0 ﹤0.01%
1
– –
FYT icon
4048
First Trust Small Cap Value AlphaDEX Fund
FYT
$192M
$0 ﹤0.01%
1
– –
FYX icon
4049
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.39B
$0 ﹤0.01%
1
– –
G icon
4050
CALL
Genpact
G
$6.13B
– –
-1,000
Closed -$23K
160 161
162
163 164

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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 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.