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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
IJH icon
4201
iShares Core S&P Mid-Cap ETF
IJH
$126B
$0 ﹤0.01%
5
– –
IJJ icon
4202
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.97B
$0 ﹤0.01%
2
– –
IJK icon
4203
CALL
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.1B
– –
-2,000
Closed -$85K
IJK icon
4204
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.1B
$0 ﹤0.01%
4
-440
-99% -$18.8K
IJK icon
4205
PUT
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.1B
– –
-4,800
Closed -$206K
IJR icon
4206
iShares Core S&P Small-Cap ETF
IJR
$112B
$0 ﹤0.01%
2
– –
IJS icon
4207
iShares S&P Small-Cap 600 Value ETF
IJS
$8.33B
$0 ﹤0.01%
2
– –
IJT icon
4208
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.45B
$0 ﹤0.01%
2
– –
ILCB icon
4209
iShares Morningstar US Equity ETF
ILCB
$1.32B
$0 ﹤0.01%
4
– –
ILCG icon
4210
iShares Morningstar Growth ETF
ILCG
$3.26B
$0 ﹤0.01%
5
– –
ILCV icon
4211
iShares Morningstar Value ETF
ILCV
$1.35B
$0 ﹤0.01%
2
– –
ILF icon
4212
iShares Latin America 40 ETF
ILF
$3.84B
$0 ﹤0.01%
1
– –
ILMN icon
4213
Illumina
ILMN
$28.4B
– –
-25,358
Closed -$4.58M
ILMN icon
4214
PUT
Illumina
ILMN
$28.4B
– –
-51,400
Closed -$9.28M
ILTB icon
4215
iShares Core 10+ Year USD Bond ETF
ILTB
$596M
$0 ﹤0.01%
1
– –
IMAX icon
4216
CALL
IMAX
IMAX
$2.77B
– –
-100
Closed -$3K
IMCB icon
4217
iShares Morningstar Mid-Cap ETF
IMCB
$1.7B
$0 ﹤0.01%
4
– –
IMCG icon
4218
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.06B
$0 ﹤0.01%
6
– –
IMCV icon
4219
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.15B
$0 ﹤0.01%
3
– –
IMMR icon
4220
CALL
Immersion
IMMR
$251M
– –
-3,000
Closed -$28K
IMO icon
4221
PUT
Imperial Oil
IMO
$61.1B
– –
-400
Closed -$16K
IMOS
4222
CALL
ChipMOS TECHNOLOGIES
IMOS
$1.84B
– –
-272
Closed -$7K
IMOS
4223
ChipMOS TECHNOLOGIES
IMOS
$1.84B
– –
-1,565
Closed -$43K
IMOS
4224
PUT
ChipMOS TECHNOLOGIES
IMOS
$1.84B
– –
-363
Closed -$10K
INCO icon
4225
Columbia India Consumer ETF
INCO
$237M
$0 ﹤0.01%
1
– –
167 168
169
170 171

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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.