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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
RLY icon
4676
State Street Multi-Asset Real Return ETF
RLY
$1.27B
$0 ﹤0.01%
1
– –
RNG icon
4677
PUT
RingCentral
RNG
$5.21B
– –
-1,000
Closed -$15K
RNR icon
4678
CALL
RenaissanceRe
RNR
$13.5B
– –
-1,600
Closed -$160K
ROBO icon
4679
ROBO Global Robotics & Automation Index ETF
ROBO
$2.12B
$0 ﹤0.01%
1
– –
ROM icon
4680
ProShares Ultra Technology
ROM
$1.28B
$0 ﹤0.01%
32
– –
RPG icon
4681
Invesco S&P 500 Pure Growth ETF
RPG
$2.12B
$0 ﹤0.01%
5
– –
RPV icon
4682
Invesco S&P 500 Pure Value ETF
RPV
$1.69B
$0 ﹤0.01%
1
– –
RRX icon
4683
CALL
Regal Rexnord
RRX
$12.8B
– –
-1,000
Closed -$80K
RS icon
4684
PUT
Reliance Steel & Aluminium
RS
$21.6B
– –
-400
Closed -$24K
RSP icon
4685
Invesco S&P 500 Equal Weight ETF
RSP
$99.8B
$0 ﹤0.01%
1
– –
RSPD icon
4686
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$336M
$0 ﹤0.01%
3
– –
RSPG icon
4687
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$551M
$0 ﹤0.01%
1
– –
RSPF icon
4688
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$314M
$0 ﹤0.01%
1
– –
RSPH icon
4689
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$777M
$0 ﹤0.01%
10
– –
RSPM icon
4690
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$193M
$0 ﹤0.01%
5
– –
RSPN icon
4691
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.15B
$0 ﹤0.01%
5
– –
RSPS icon
4692
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$256M
$0 ﹤0.01%
5
– –
RSPU icon
4693
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$531M
$0 ﹤0.01%
2
– –
RSPT icon
4694
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.87B
$0 ﹤0.01%
10
– –
RTH icon
4695
CALL
VanEck Retail ETF
RTH
$263M
– –
-1,500
Closed -$116K
RVNU icon
4696
Xtrackers Municipal Infrastructure Revenue Bond ETF
RVNU
$143M
$0 ﹤0.01%
1
– –
RWJ icon
4697
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.13B
$0 ﹤0.01%
3
– –
RWK icon
4698
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.35B
$0 ﹤0.01%
1
– –
RWM icon
4699
ProShares Short Russell2000
RWM
$129M
– –
0
– –
RWO icon
4700
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
186 187
188
189 190

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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.