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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
SKYY icon
4776
First Trust Cloud Computing ETF
SKYY
$3.07B
$0 ﹤0.01%
1
– –
SLAB icon
4777
CALL
Silicon Laboratories
SLAB
$7.19B
– –
-1,600
Closed -$81K
SLVO icon
4778
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.5M
– –
0
– –
SLVP icon
4779
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$828M
$0 ﹤0.01%
1
– –
SLX icon
4780
VanEck Steel ETF
SLX
$174M
$0 ﹤0.01%
1
– –
SLYG icon
4781
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.26B
$0 ﹤0.01%
4
– –
SLYV icon
4782
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$5.07B
$0 ﹤0.01%
2
– –
SMB icon
4783
VanEck Short Muni ETF
SMB
$311M
$0 ﹤0.01%
1
– –
SMDD icon
4784
ProShares UltraPro Short MidCap400
SMDD
$1.92M
– –
0
– –
SMG icon
4785
CALL
ScottsMiracle-Gro
SMG
$3.97B
– –
-3,600
Closed -$242K
SMH icon
4786
VanEck Semiconductor ETF
SMH
$72.3B
$0 ﹤0.01%
2
-1,916
-100% -$54.4K
SMIN icon
4787
iShares MSCI India Small-Cap ETF
SMIN
$776M
$0 ﹤0.01%
1
– –
SMLV icon
4788
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$264M
$0 ﹤0.01%
1
– –
SMMU icon
4789
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
$0 ﹤0.01%
1
– –
SMN icon
4790
ProShares UltraShort Materials
SMN
$3.91M
– –
0
– –
SMOG icon
4791
VanEck Low Carbon Energy ETF
SMOG
$133M
$0 ﹤0.01%
1
– –
SNA icon
4792
PUT
Snap-on
SNA
$21.2B
– –
-600
Closed -$88K
SNBR
4793
CALL
DELISTED
Sleep Number
SNBR
– –
-1,100
Closed -$37K
SNBR
4794
DELISTED
Sleep Number
SNBR
– –
-415
Closed -$14K
SNBR
4795
PUT
DELISTED
Sleep Number
SNBR
– –
-400
Closed -$14K
SNCR
4796
PUT
DELISTED
Synchronoss Technologies
SNCR
– –
-44
Closed -$19K
SNDA icon
4797
PUT
Sonida Senior Living
SNDA
$1.9B
– –
-387
Closed -$150K
SNV
4798
CALL
DELISTED
Synovus
SNV
– –
-400
Closed -$11K
SNV
4799
DELISTED
Synovus
SNV
– –
-3,294
Closed -$92K
SNV
4800
PUT
DELISTED
Synovus
SNV
– –
-9,000
Closed -$251K
190 191
192
193 194

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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.