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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
SPSB icon
4826
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$0 ﹤0.01%
1
– –
SPSM icon
4827
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.6B
$0 ﹤0.01%
3
– –
SPTI icon
4828
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
SPTL icon
4829
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.7B
$0 ﹤0.01%
2
– –
SPTM icon
4830
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
4831
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
4832
Invesco S&P 500 Value with Momentum ETF
SPVM
$132M
$0 ﹤0.01%
1
– –
SPXU icon
4833
ProShares UltraPro Short S&P 500
SPXU
$391M
– –
0
– –
SPYG icon
4834
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.2B
$0 ﹤0.01%
4
– –
SPYV icon
4835
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$0 ﹤0.01%
4
– –
SQM icon
4836
PUT
Sociedad Química y Minera de Chile
SQM
$19.6B
– –
-3,184
Closed -$57K
SRLN icon
4837
State Street Blackstone Senior Loan ETF
SRLN
$5.32B
$0 ﹤0.01%
1
– –
SRS icon
4838
ProShares UltraShort Real Estate
SRS
$15.2M
– –
0
– –
SRTY icon
4839
ProShares UltraPro Short Russell2000
SRTY
$71.6M
– –
0
– –
SSO icon
4840
ProShares Ultra S&P500
SSO
$8.32B
$0 ﹤0.01%
16
– –
SSTK icon
4841
CALL
Shutterstock
SSTK
$221M
– –
-200
Closed -$14K
SSTK icon
4842
PUT
Shutterstock
SSTK
$221M
– –
-200
Closed -$14K
ST icon
4843
CALL
Sensata Technologies
ST
$7.08B
– –
-8,100
Closed -$466K
ST icon
4844
PUT
Sensata Technologies
ST
$7.08B
– –
-1,500
Closed -$86K
STIP icon
4845
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$0 ﹤0.01%
1
– –
STLA icon
4846
CALL
Stellantis
STLA
$22.1B
– –
-107,360
Closed -$1.14M
STLA icon
4847
PUT
Stellantis
STLA
$22.1B
– –
-41,717
Closed -$444K
STPZ icon
4848
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$516M
$0 ﹤0.01%
1
– –
STRA icon
4849
Strategic Education
STRA
$1.89B
– –
-1,616
Closed -$79.2K
STRA icon
4850
PUT
Strategic Education
STRA
$1.89B
– –
-3,900
Closed -$208K
192 193
194
195 196

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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.