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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
TFI icon
4876
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
$0 ﹤0.01%
1
– –
TFLO icon
4877
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$0 ﹤0.01%
1
– –
TG icon
4878
CALL
Tredegar Corp
TG
$268M
– –
-800
Closed -$16K
TG icon
4879
PUT
Tredegar Corp
TG
$268M
– –
-800
Closed -$16K
TGI
4880
DELISTED
Triumph Group
TGI
– –
-683
Closed -$41K
TGI
4881
PUT
DELISTED
Triumph Group
TGI
– –
-1,000
Closed -$60K
THD icon
4882
CALL
iShares MSCI Thailand ETF
THD
$371M
– –
-51,200
Closed -$4.06M
THD icon
4883
iShares MSCI Thailand ETF
THD
$371M
$0 ﹤0.01%
1
– –
THO icon
4884
PUT
Thor Industries
THO
$4.16B
– –
-4,600
Closed -$292K
THRM icon
4885
Gentherm
THRM
$1.32B
– –
-304
Closed -$16.1K
THRM icon
4886
PUT
Gentherm
THRM
$1.32B
– –
-1,800
Closed -$90K
TILT icon
4887
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.25B
$0 ﹤0.01%
1
– –
TIPX icon
4888
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
$0 ﹤0.01%
1
– –
TIPZ icon
4889
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.3M
$0 ﹤0.01%
1
– –
TLH icon
4890
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$0 ﹤0.01%
1
– –
TLTD icon
4891
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$677M
$0 ﹤0.01%
1
– –
TLTE icon
4892
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$347M
$0 ﹤0.01%
1
– –
TMF icon
4893
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.18B
– –
0
– –
TMO icon
4894
Thermo Fisher Scientific
TMO
$209B
– –
-862
Closed -$112K
TMV icon
4895
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
– –
0
– –
TNET icon
4896
CALL
TriNet
TNET
$3.18B
– –
-100
Closed -$4K
TNK icon
4897
PUT
Teekay Tankers
TNK
$2.66B
– –
-625
Closed -$29K
TOK icon
4898
iShares MSCI Kokusai Fund
TOK
$256M
$0 ﹤0.01%
1
– –
TOL icon
4899
Toll Brothers
TOL
$14.3B
– –
-24,158
Closed -$904K
TOLZ icon
4900
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$176M
$0 ﹤0.01%
1
– –
194 195
196
197 198

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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.