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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
VLU icon
5001
State Street SPDR S&P 1500 Value Tilt ETF
VLU
$773M
$0 ﹤0.01%
1
– –
VLUE icon
5002
iShares MSCI USA Value Factor ETF
VLUE
$9.45B
$0 ﹤0.01%
1
– –
VLY icon
5003
CALL
Valley National Bancorp
VLY
$8.23B
– –
-2,400
Closed -$23K
VLY icon
5004
Valley National Bancorp
VLY
$8.23B
– –
-124
Closed -$1K
VLY icon
5005
PUT
Valley National Bancorp
VLY
$8.23B
– –
-2,000
Closed -$19K
VMBS icon
5006
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$0 ﹤0.01%
1
– –
VNET
5007
PUT
VNET Group
VNET
$2.06B
– –
-200
Closed -$4K
VNM icon
5008
VanEck Vietnam ETF
VNM
$510M
$0 ﹤0.01%
1
– –
VNQI icon
5009
Vanguard Global ex-US Real Estate ETF
VNQI
$3.53B
$0 ﹤0.01%
1
– –
VO icon
5010
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$0 ﹤0.01%
4
– –
VOE icon
5011
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$0 ﹤0.01%
1
– –
VONE icon
5012
Vanguard Russell 1000 ETF
VONE
$8.55B
$0 ﹤0.01%
1
– –
VONG icon
5013
Vanguard Russell 1000 Growth ETF
VONG
$44.9B
$0 ﹤0.01%
4
– –
VONV icon
5014
Vanguard Russell 1000 Value ETF
VONV
$21.1B
$0 ﹤0.01%
2
– –
VOO icon
5015
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
– –
-26,200
Closed -$4.96M
VOO icon
5016
Vanguard S&P 500 ETF
VOO
$1.01T
$0 ﹤0.01%
1
– –
VOO icon
5017
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
– –
-9,300
Closed -$1.76M
VOOG icon
5018
Vanguard S&P 500 Growth ETF
VOOG
$27B
$0 ﹤0.01%
6
– –
VOOV icon
5019
Vanguard S&P 500 Value ETF
VOOV
$6.7B
$0 ﹤0.01%
1
– –
VOT icon
5020
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$20B
$0 ﹤0.01%
1
– –
VOX icon
5021
Vanguard Communication Services ETF
VOX
$5.83B
$0 ﹤0.01%
1
– –
VOYA icon
5022
CALL
Voya Financial
VOYA
$9.13B
– –
-1,400
Closed -$61K
VPL icon
5023
Vanguard FTSE Pacific ETF
VPL
$8.36B
$0 ﹤0.01%
1
– –
VPU
5024
Vanguard Utilities ETF
VPU
$8.43B
$0 ﹤0.01%
1
– –
VRE
5025
CALL
DELISTED
Veris Residential
VRE
– –
-1,200
Closed -$23K
199 200
201
202 203

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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.