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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
+0.85%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$50.7B
AUM Growth
+$5.06B
Cap. Flow
+$4.02B
Cap. Flow %
7.93%
Top 10 Hldgs %
46.97%
Holding
4,393
New
721
Increased
861
Reduced
813
Closed
649

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$127M
2
DIS icon
Walt Disney
DIS
+$67.3M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$45.4M
4
VZ icon
Verizon
VZ
+$43.9M
5
AAL icon
American Airlines Group
AAL
+$40.9M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$75.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$49.9M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$48.5M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$32.7M
5
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$30.8M

Sector Composition

Rank Sector Weight
1 Technology 0.7%
2 Consumer Discretionary 0.49%
3 Financials 0.48%
4 Industrials 0.41%
5 Communication Services 0.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PG icon
276
PUT
Procter & Gamble
PG
$339B
$20.5M 0.04%
242,000
-149,300
-38% -$12.3M
HPE icon
277
PUT
Hewlett Packard
HPE
$70.5B
$20.3M 0.04%
1,908,098
+755,669
+66% +$7.69M
XLNX
278
CALL
DELISTED
Xilinx Inc
XLNX
$20.2M 0.04%
438,100
-15,200
-3% -$695K
XHB icon
279
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$20.1M 0.04%
600,000
-481,300
-45% -$16.3M
XLB icon
280
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$19.9M 0.04%
860,200
+760,200
+760% +$17.7M
TGT icon
281
CALL
Target
TGT
$68B
$19.9M 0.04%
284,600
-598,600
-68% -$44.7M
SLV icon
282
PUT
iShares Silver Trust
SLV
$30.7B
$19.8M 0.04%
1,110,000
+600,000
+118% +$9.6M
KBE icon
283
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
$19.8M 0.04%
650,000
– –
UAL icon
284
United Airlines
UAL
$42.1B
$19.7M 0.04%
479,106
+306,009
+177% +$14.5M
XLY icon
285
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$19.5M 0.04%
500,000
+489,000
+4,445% +$19.2M
DD
286
CALL
DELISTED
Du Pont De Nemours E I
DD
$19.4M 0.04%
298,700
+122,900
+70% +$8.07M
BKNG icon
287
CALL
Booking.com
BKNG
$161B
$19.4M 0.04%
387,500
+215,000
+125% +$11.2M
MCD icon
288
McDonald's
MCD
$195B
$19.3M 0.04%
+160,396
New +$20.1M
VMW
289
CALL
DELISTED
VMware, Inc
VMW
$19.2M 0.04%
335,000
+328,700
+5,217% +$18.9M
AIG icon
290
PUT
American International
AIG
$41.3B
$19.2M 0.04%
362,400
-328,300
-48% -$18.1M
HAL icon
291
CALL
Halliburton
HAL
$26.6B
$19.1M 0.04%
422,600
-49,000
-10% -$2.02M
DD icon
292
PUT
DuPont de Nemours
DD
$19.2B
$19.1M 0.04%
151,990
+64,247
+73% +$8.45M
RGLD icon
293
CALL
Royal Gold
RGLD
$19.5B
$19.1M 0.04%
265,000
+5,200
+2% +$309K
CRM icon
294
CALL
Salesforce
CRM
$158B
$18.9M 0.04%
238,200
+33,000
+16% +$2.59M
SBNY
295
PUT
DELISTED
Signature Bank
SBNY
$18.9M 0.04%
+151,200
New +$20.2M
EA
296
PUT
DELISTED
Electronic Arts
EA
$18.9M 0.04%
248,800
+127,200
+105% +$8.95M
OKE icon
297
CALL
Oneok
OKE
$54.5B
$18.8M 0.04%
396,200
+296,200
+296% +$11.7M
COF icon
298
PUT
Capital One
COF
$134B
$18.7M 0.04%
295,000
+197,600
+203% +$13.8M
ULTA icon
299
CALL
Ulta Beauty
ULTA
$24.3B
$18.7M 0.04%
76,900
+12,100
+19% +$2.63M
EWJ icon
300
PUT
iShares MSCI Japan ETF
EWJ
$23B
$18.7M 0.04%
406,250
-187,500
-32% -$8.72M
10 11
12
13 14

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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Parallax Volatility Advisers's Q2 2016 Portfolio in Review

As of Q2 2016, Parallax Volatility Advisers held 4,393 positions worth $50.7B, up 11% from $45.6B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $4.02B of net new capital in Q2 2016, opening 721 new positions and adding to 861 existing holdings. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M.

By sector, the portfolio is most concentrated in Technology at 0.7% of assets, up from 0.36% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was SPDR Gold Trust, an estimated $75.4M trimmed.

  • Parallax Volatility Advisers's largest Q2 2016 buy was Walt Disney: 672,483 shares worth $65.8M.
  • Parallax Volatility Advisers added most to Apple in Q2 2016, an estimated $127M increase.
  • Parallax Volatility Advisers's biggest Q2 2016 reduction was SPDR Gold Trust, cutting an estimated $75.4M.
  • Parallax Volatility Advisers fully exited Express Scripts Holding Company in Q2 2016, selling an estimated $17M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $50.7B portfolio in Q2 2016.
  • Parallax Volatility Advisers opened 721 new positions and closed 649 in Q2 2016.
  • Parallax Volatility Advisers's portfolio value rose 11% quarter-over-quarter to $50.7B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2016, filed 15 Aug 2016.