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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
1,628
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
SGDM icon
4751
Sprott Gold Miners ETF
SGDM
$570M
$0 ﹤0.01%
1
– –
SH icon
4752
CALL
ProShares Short S&P500
SH
$898M
– –
-163
Closed -$28K
SH icon
4753
ProShares Short S&P500
SH
$898M
– –
-157
Closed -$26.4K
SH icon
4754
PUT
ProShares Short S&P500
SH
$898M
– –
-125
Closed -$21K
SHM icon
4755
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$0 ﹤0.01%
1
– –
SHOO icon
4756
CALL
Steven Madden
SHOO
$3.58B
– –
-2,250
Closed -$57K
SHV icon
4757
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$0 ﹤0.01%
1
– –
SHW icon
4758
CALL
Sherwin-Williams
SHW
$87.8B
– –
-8,100
Closed -$768K
SHYD icon
4759
VanEck Short High Yield Muni ETF
SHYD
$452M
$0 ﹤0.01%
1
– –
SHY icon
4760
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
$0 ﹤0.01%
1
– –
SID icon
4761
Companhia Siderúrgica Nacional
SID
$1.24B
– –
-1,200
Closed -$2K
SIG icon
4762
Signet Jewelers
SIG
$3.78B
– –
-1,376
Closed -$184K
SIJ icon
4763
ProShares UltraShort Industrials
SIJ
$5.47M
– –
0
– –
SIL icon
4764
Global X Silver Miners ETF NEW
SIL
$4.22B
– –
0
– –
SILJ icon
4765
Amplify Junior Silver Miners ETF
SILJ
$3.45B
$0 ﹤0.01%
1
– –
SIMO icon
4766
CALL
Silicon Motion
SIMO
$9.1B
– –
-500
Closed -$13K
SIRI icon
4767
PUT
SiriusXM
SIRI
$10.4B
– –
-1,300
Closed -$50K
SIVR icon
4768
abrdn Physical Silver Shares ETF
SIVR
$4.13B
$0 ﹤0.01%
1
– –
SIZE icon
4769
iShares MSCI USA Size Factor ETF
SIZE
$441M
$0 ﹤0.01%
1
– –
SJB icon
4770
ProShares Short High Yield
SJB
$47.7M
$0 ﹤0.01%
1
– –
SJNK icon
4771
CALL
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.76B
– –
-200,000
Closed -$5.84M
SJNK icon
4772
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.76B
$0 ﹤0.01%
1
– –
SJT
4773
CALL
San Juan Basin Royalty Trust
SJT
$117M
– –
-1,000
Closed -$12K
SJT
4774
San Juan Basin Royalty Trust
SJT
$117M
– –
-855
Closed -$10K
SJT
4775
PUT
San Juan Basin Royalty Trust
SJT
$117M
– –
-1,000
Closed -$12K
189 190
191
192 193

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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.