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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
DDP
6026
DELISTED
DB Commodity Short ETN due April 1, 2038
DDP
$0 ﹤0.01%
1
– –
LPNT
6027
PUT
DELISTED
LifePoint Health, Inc.
LPNT
– –
-2,900
Closed -$213K
FIEU
6028
DELISTED
FI Enhanced Europe 50 ETN
FIEU
$0 ﹤0.01%
1
– –
QINC
6029
DELISTED
First Trust RBA Quality Income ETF
QINC
$0 ﹤0.01%
1
– –
IBMG
6030
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$0 ﹤0.01%
1
– –
YDIV
6031
DELISTED
First Trust International Multi-Asset Diversified Income Index Fund
YDIV
$0 ﹤0.01%
1
– –
UBC
6032
DELISTED
E-TRACS UBS Bloomberg CMCI Livestock ETN
UBC
$0 ﹤0.01%
1
– –
SPLX
6033
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
$0 ﹤0.01%
1
– –
FEEU
6034
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
SGY
6035
DELISTED
Stone Energy
SGY
– –
-32
Closed -$27K
SGY
6036
PUT
DELISTED
Stone Energy
SGY
– –
-19
Closed -$16K
FTW
6037
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
DST
6038
CALL
DELISTED
DST Systems Inc.
DST
– –
-1,000
Closed -$55K
INP
6039
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
6040
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
6041
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
6042
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
REXX
6043
DELISTED
Rex Energy Corporation
REXX
– –
-51
Closed -$2K
REXX
6044
PUT
DELISTED
Rex Energy Corporation
REXX
– –
-100
Closed -$4K
SFLA
6045
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
6046
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
SBV
6047
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
AFAM
6048
DELISTED
Almost Family Inc
AFAM
– –
-902
Closed -$37.1K
AFAM
6049
PUT
DELISTED
Almost Family Inc
AFAM
– –
-4,700
Closed -$210K
IVOP
6050
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
240 241
242
243 244

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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.