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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
BCM
3776
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
$0 ﹤0.01%
1
– –
NIB
3777
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
$0 ﹤0.01%
1
– –
OIL
3778
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
$0 ﹤0.01%
1
– –
LD
3779
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
$0 ﹤0.01%
1
– –
ABB
3780
DELISTED
ABB Ltd
ABB
– –
-3,474
Closed -$67K
FRC
3781
PUT
DELISTED
First Republic Bank
FRC
– –
-6,600
Closed -$440K
IBDD
3782
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
$0 ﹤0.01%
4
– –
DBS
3783
DELISTED
Invesco DB Silver Fund
DBS
$0 ﹤0.01%
1
– –
GRU
3784
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
FNI
3785
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
WIL
3786
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
3787
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
3788
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
TEN
3789
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-4,000
Closed -$206K
TEN
3790
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-2,000
Closed -$103K
CCXI
3791
CALL
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-6,000
Closed -$15K
CCXI
3792
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-60,557
Closed -$151K
CCXI
3793
PUT
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-62,400
Closed -$155K
RJA
3794
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
3795
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
3796
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
3797
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
CAPD
3798
DELISTED
iPath Shiller CAPE ETN
CAPD
$0 ﹤0.01%
10
– –
WBII
3799
DELISTED
WBI BullBear Global Income ETF
WBII
$0 ﹤0.01%
1
– –
SNP
3800
CALL
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-1,200
Closed -$78K
150 151
152
153 154

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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.