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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
SBSW icon
851
CALL
Sibanye-Stillwater
SBSW
$7.53B
$2.53M 0.01%
197,203
-105,974
-35% -$1.35M
ASH icon
852
PUT
Ashland
ASH
$3.5B
$2.53M 0.01%
44,968
-8,789
-16% -$486K
JNPR
853
CALL
DELISTED
Juniper Networks
JNPR
$2.52M 0.01%
112,200
+80,300
+252% +$1.87M
WUBA
854
PUT
DELISTED
58.com Inc
WUBA
$2.52M 0.01%
55,000
+52,800
+2,400% +$2.72M
BBY icon
855
PUT
Best Buy
BBY
$17.3B
$2.52M 0.01%
82,300
-8,500
-9% -$267K
GEN icon
856
CALL
Gen Digital
GEN
$17.5B
$2.51M 0.01%
122,400
+95,300
+352% +$1.72M
HES
857
CALL
DELISTED
Hess
HES
$2.5M ﹤0.01%
41,700
-9,000
-18% -$521K
ARIA
858
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$2.5M ﹤0.01%
+337,689
New +$2.53M
PKG icon
859
CALL
Packaging Corp of America
PKG
$22.8B
$2.49M ﹤0.01%
37,200
+26,500
+248% +$1.73M
PGEN icon
860
PUT
Precigen
PGEN
$2.59B
$2.46M ﹤0.01%
+100,900
New +$2.86M
CHRW icon
861
PUT
C.H. Robinson
CHRW
$17.5B
$2.46M ﹤0.01%
33,100
+16,500
+99% +$1.21M
FIT
862
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.46M ﹤0.01%
201,100
+198,100
+6,603% +$2.93M
STLA icon
863
CALL
Stellantis
STLA
$20.8B
$2.45M ﹤0.01%
401,600
+48,443
+14% +$351K
CELG
864
CALL
DELISTED
Celgene Corp
CELG
$2.44M ﹤0.01%
24,700
+19,900
+415% +$2.06M
AVB icon
865
CALL
AvalonBay Communities
AVB
$26.8B
$2.44M ﹤0.01%
13,500
+8,100
+150% +$1.46M
MNK
866
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$2.43M ﹤0.01%
+40,000
New +$2.44M
MNK
867
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$2.43M ﹤0.01%
+40,000
New +$2.44M
ADM icon
868
CALL
Archer Daniels Midland
ADM
$36.9B
$2.41M ﹤0.01%
56,100
+2,800
+5% +$112K
PH icon
869
CALL
Parker-Hannifin
PH
$135B
$2.4M ﹤0.01%
22,200
+900
+4% +$101K
SONY icon
870
PUT
Sony
SONY
$138B
$2.38M ﹤0.01%
406,000
+396,000
+3,960% +$2.12M
CLF icon
871
CALL
Cleveland-Cliffs
CLF
$6.99B
$2.38M ﹤0.01%
419,200
+59,200
+16% +$243K
CMG icon
872
Chipotle Mexican Grill
CMG
$41.5B
$2.37M ﹤0.01%
294,400
-1,015,450
-78% -$8.83M
OLN icon
873
PUT
Olin
OLN
$2.12B
$2.37M ﹤0.01%
+95,400
New +$2.06M
EMC
874
PUT
DELISTED
EMC CORPORATION
EMC
$2.37M ﹤0.01%
87,200
-202,800
-70% -$5.48M
CLX icon
875
CALL
Clorox
CLX
$12.7B
$2.37M ﹤0.01%
17,100
+10,400
+155% +$1.35M
33 34
35
36 37

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Carson Wealth (CWM LLC)
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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.