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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
MCHI icon
4401
iShares MSCI China ETF
MCHI
$6.32B
$0 ﹤0.01%
1
– –
MCK icon
4402
CALL
McKesson
MCK
$103B
– –
-16,900
Closed -$3.82M
MCO icon
4403
CALL
Moody's
MCO
$83.8B
– –
-1,300
Closed -$135K
MCO icon
4404
PUT
Moody's
MCO
$83.8B
– –
-3,800
Closed -$395K
MDIV icon
4405
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$428M
$0 ﹤0.01%
1
– –
MDT icon
4406
Medtronic
MDT
$110B
– –
-18,736
Closed -$1.43M
MDY icon
4407
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
$0 ﹤0.01%
1
-5,933
-100% -$1.65M
MDY icon
4408
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
– –
-2,800
Closed -$777K
MDYG icon
4409
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.89B
$0 ﹤0.01%
3
– –
MDYV icon
4410
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.82B
$0 ﹤0.01%
2
– –
MED icon
4411
CALL
Medifast
MED
$137M
– –
-500
Closed -$15K
MED icon
4412
Medifast
MED
$137M
– –
-576
Closed -$17K
MED icon
4413
PUT
Medifast
MED
$137M
– –
-3,500
Closed -$105K
MEI icon
4414
Methode Electronics
MEI
$612M
– –
-5,905
Closed -$264K
MELI icon
4415
Mercado Libre
MELI
$97.5B
– –
-12,696
Closed -$1.8M
MGC icon
4416
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
$0 ﹤0.01%
1
– –
MGK icon
4417
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.9B
$0 ﹤0.01%
5
– –
MGM icon
4418
MGM Resorts International
MGM
$11.4B
– –
-30,000
Closed -$609K
MGV icon
4419
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.4B
$0 ﹤0.01%
1
– –
MIDD icon
4420
CALL
Middleby
MIDD
$6.12B
– –
-200
Closed -$21K
MIDD icon
4421
Middleby
MIDD
$6.12B
– –
-971
Closed -$100K
MIDD icon
4422
PUT
Middleby
MIDD
$6.12B
– –
-800
Closed -$83K
MIDU icon
4423
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$73.4M
$0 ﹤0.01%
4
-1
-20% -$25
MINT icon
4424
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
$0 ﹤0.01%
1
– –
MITK icon
4425
CALL
Mitek Systems
MITK
$774M
– –
-3,000
Closed -$9K
175 176
177
178 179

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HF
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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.