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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
SOCL icon
4801
Global X Social Media ETF
SOCL
$95.5M
$0 ﹤0.01%
1
– –
SOHU
4802
CALL
Sohu.com
SOHU
$364M
– –
-2,000
Closed -$106K
SON icon
4803
PUT
Sonoco
SON
$5.58B
– –
-4,400
Closed -$200K
SOXL icon
4804
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.7B
$0 ﹤0.01%
60
-15
-20% -$32
SOXS icon
4805
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.06B
– –
0
– –
SPAB icon
4806
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$0 ﹤0.01%
2
– –
SPBO icon
4807
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.1B
$0 ﹤0.01%
1
– –
SPDW icon
4808
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
$0 ﹤0.01%
1
– –
SPEM icon
4809
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.6B
$0 ﹤0.01%
2
– –
SPEU icon
4810
State Street SPDR Portfolio Europe ETF
SPEU
$740M
$0 ﹤0.01%
1
– –
SPFF icon
4811
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPGM icon
4812
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.77B
$0 ﹤0.01%
2
– –
SPGP icon
4813
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPH icon
4814
Suburban Propane Partners
SPH
$1.25B
– –
-815
Closed -$34.7K
SPHB icon
4815
Invesco S&P 500 High Beta ETF
SPHB
$1.03B
$0 ﹤0.01%
1
– –
SPHD icon
4816
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.4B
$0 ﹤0.01%
1
– –
SPHY icon
4817
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
4818
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
4819
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
4820
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
2
– –
SPYM
4821
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$0 ﹤0.01%
4
– –
SPLV icon
4822
Invesco S&P 500 Low Volatility ETF
SPLV
$7.23B
$0 ﹤0.01%
1
– –
SPMB icon
4823
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7B
$0 ﹤0.01%
1
– –
SPMD icon
4824
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.8B
$0 ﹤0.01%
3
– –
SPR
4825
DELISTED
Spirit AeroSystems
SPR
– –
-2,263
Closed -$121K
191 192
193
194 195

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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.