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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
XMPT icon
5101
VanEck CEF Muni Income ETF
XMPT
$219M
$0 ﹤0.01%
1
– –
XNTK icon
5102
State Street SPDR NYSE Technology ETF
XNTK
$2.19B
$0 ﹤0.01%
2
– –
XPH icon
5103
State Street SPDR S&P Pharmaceuticals ETF
XPH
$494M
$0 ﹤0.01%
2
– –
XPO icon
5104
CALL
XPO
XPO
$23.6B
– –
-289
Closed -$5K
XPP icon
5105
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.89M
$0 ﹤0.01%
1
– –
XSD icon
5106
State Street SPDR S&P Semiconductor ETF
XSD
$2.88B
$0 ﹤0.01%
2
– –
XSLV icon
5107
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSW icon
5108
State Street SPDR S&P Software & Services ETF
XSW
$471M
$0 ﹤0.01%
2
– –
XTL icon
5109
State Street SPDR S&P Telecom ETF
XTL
$596M
$0 ﹤0.01%
1
– –
XTN icon
5110
State Street SPDR S&P Transportation ETF
XTN
$400M
$0 ﹤0.01%
2
– –
XYLD icon
5111
Global X S&P 500 Covered Call ETF
XYLD
$3.26B
$0 ﹤0.01%
1
– –
XYL icon
5112
PUT
Xylem
XYL
$27.8B
– –
-1,700
Closed -$60K
YANG icon
5113
Direxion Daily FTSE China Bear 3X ETF
YANG
$89.8M
– –
0
– –
YCL icon
5114
ProShares Ultra Yen
YCL
$33.9M
– –
0
– –
YCS icon
5115
ProShares UltraShort Yen
YCS
$29.2M
$0 ﹤0.01%
4
– –
YINN icon
5116
Direxion Daily FTSE China Bull 3X ETF
YINN
$740M
– –
0
– –
YXI icon
5117
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.56M
$0 ﹤0.01%
1
– –
ZBRA icon
5118
Zebra Technologies
ZBRA
$16.4B
– –
-9,653
Closed -$1M
ZD icon
5119
Ziff Davis
ZD
$2.01B
– –
-476
Closed -$27K
ZD icon
5120
PUT
Ziff Davis
ZD
$2.01B
– –
-1,955
Closed -$112K
ZG icon
5121
Zillow
ZG
$8.31B
– –
-117,261
Closed -$3.66M
ZROZ icon
5122
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.27B
$0 ﹤0.01%
1
– –
ZSL icon
5123
ProShares UltraShort Silver
ZSL
$60.3M
– –
0
– –
ZUMZ icon
5124
PUT
Zumiez
ZUMZ
$342M
– –
-1,400
Closed -$56K
UPGD icon
5125
Invesco Bloomberg Analyst Rating Improvers ETF
UPGD
$119M
$0 ﹤0.01%
1
– –
203 204
205
206 207

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KBC Group
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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.