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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
ISTB icon
4251
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
$0 ﹤0.01%
2
– –
ISRG icon
4252
CALL
Intuitive Surgical
ISRG
$133B
– –
-565,200
Closed -$31.7M
ITA icon
4253
iShares US Aerospace & Defense ETF
ITA
$14.8B
$0 ﹤0.01%
2
– –
ITM icon
4254
VanEck Intermediate Muni ETF
ITM
$2.15B
$0 ﹤0.01%
1
– –
ITOT icon
4255
iShares Core S&P Total US Stock Market ETF
ITOT
$97.3B
$0 ﹤0.01%
2
– –
ITT icon
4256
ITT
ITT
$18.2B
– –
-762
Closed -$31.8K
ITT icon
4257
PUT
ITT
ITT
$18.2B
– –
-1,300
Closed -$52K
ITW icon
4258
CALL
Illinois Tool Works
ITW
$85.5B
– –
-25,800
Closed -$2.51M
ITW icon
4259
Illinois Tool Works
ITW
$85.5B
– –
-645
Closed -$61.4K
IUSB icon
4260
iShares Core Universal USD Bond ETF
IUSB
$43.2B
$0 ﹤0.01%
2
– –
IUSV icon
4261
iShares Core S&P US Value ETF
IUSV
$27.6B
$0 ﹤0.01%
3
– –
IUSG icon
4262
iShares Core S&P US Growth ETF
IUSG
$33.5B
$0 ﹤0.01%
2
– –
IVE icon
4263
CALL
iShares S&P 500 Value ETF
IVE
$49.7B
– –
-2,500
Closed -$232K
IVE icon
4264
iShares S&P 500 Value ETF
IVE
$49.7B
$0 ﹤0.01%
1
– –
IVE icon
4265
PUT
iShares S&P 500 Value ETF
IVE
$49.7B
– –
-1,300
Closed -$120K
IVOG icon
4266
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.67B
$0 ﹤0.01%
2
– –
IVOO icon
4267
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.79B
$0 ﹤0.01%
2
– –
IVOV icon
4268
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.36B
$0 ﹤0.01%
2
– –
IVR icon
4269
CALL
Invesco Mortgage Capital
IVR
$761M
– –
-100
Closed -$16K
IVV icon
4270
CALL
iShares Core S&P 500 ETF
IVV
$898B
– –
-700
Closed -$146K
IVV icon
4271
iShares Core S&P 500 ETF
IVV
$898B
$0 ﹤0.01%
1
– –
IVV icon
4272
PUT
iShares Core S&P 500 ETF
IVV
$898B
– –
-900
Closed -$187K
IVW icon
4273
CALL
iShares S&P 500 Growth ETF
IVW
$77.1B
– –
-18,000
Closed -$513K
IVW icon
4274
PUT
iShares S&P 500 Growth ETF
IVW
$77.1B
– –
-1,200
Closed -$34K
IWB icon
4275
iShares Russell 1000 ETF
IWB
$49.8B
$0 ﹤0.01%
1
– –
169 170
171
172 173

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HF
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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.