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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
AGI icon
876
PUT
Alamos Gold
AGI
$13.9B
$2.37M ﹤0.01%
275,000
+100,000
+57% +$684K
LRCX icon
877
Lam Research
LRCX
$390B
$2.37M ﹤0.01%
281,300
-584,250
-68% -$4.69M
SPG icon
878
CALL
Simon Property Group
SPG
$72.3B
$2.36M ﹤0.01%
10,900
+2,600
+31% +$531K
LMT icon
879
Lockheed Martin
LMT
$136B
$2.36M ﹤0.01%
+9,522
New +$2.24M
CNI icon
880
Canadian National Railway
CNI
$76.6B
$2.36M ﹤0.01%
+39,956
New +$2.41M
PXD
881
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$2.34M ﹤0.01%
15,500
-5,900
-28% -$926K
CIEN icon
882
PUT
Ciena
CIEN
$58.4B
$2.33M ﹤0.01%
124,500
+21,300
+21% +$386K
MYGN icon
883
CALL
Myriad Genetics
MYGN
$312M
$2.29M ﹤0.01%
+75,000
New +$2.61M
JWN
884
PUT
DELISTED
Nordstrom
JWN
$2.29M ﹤0.01%
60,200
-2,900
-5% -$129K
GRA
885
CALL
DELISTED
W.R. Grace & Co.
GRA
$2.28M ﹤0.01%
31,200
-177,500
-85% -$13.6M
CHK
886
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$2.27M ﹤0.01%
2,650
-3,800
-59% -$3.65M
SWN
887
CALL
DELISTED
Southwestern Energy Company
SWN
$2.26M ﹤0.01%
180,000
-134,000
-43% -$1.62M
GPRO icon
888
PUT
GoPro
GPRO
$126M
$2.26M ﹤0.01%
209,000
-126,300
-38% -$1.4M
CIT
889
CALL
DELISTED
CIT Group Inc.
CIT
$2.24M ﹤0.01%
70,200
+56,300
+405% +$1.83M
ANF icon
890
PUT
Abercrombie & Fitch
ANF
$5B
$2.23M ﹤0.01%
125,300
-14,700
-11% -$350K
PBR icon
891
CALL
Petrobras
PBR
$116B
$2.23M ﹤0.01%
311,700
+59,600
+24% +$394K
CHD icon
892
Church & Dwight Co
CHD
$24.5B
$2.21M ﹤0.01%
+42,956
New +$2.07M
NBIS
893
CALL
Nebius Group N.V.
NBIS
$47.7B
$2.21M ﹤0.01%
100,900
-69,400
-41% -$1.35M
CPB icon
894
CALL
Campbell Soup
CPB
$6.87B
$2.2M ﹤0.01%
33,100
-2,800
-8% -$176K
PPL
895
PUT
PPL Corp
PPL
$26.7B
$2.19M ﹤0.01%
57,900
-18,600
-24% -$708K
RH icon
896
CALL
RH
RH
$3.71B
$2.18M ﹤0.01%
76,200
+22,800
+43% +$816K
USB icon
897
US Bancorp
USB
$99.6B
$2.18M ﹤0.01%
53,946
-338,759
-86% -$14.1M
FAST icon
898
CALL
Fastenal
FAST
$59.5B
$2.17M ﹤0.01%
196,000
-7,200
-4% -$82.2K
EXPE icon
899
Expedia Group
EXPE
$37.3B
$2.16M ﹤0.01%
20,354
+14,734
+262% +$1.6M
HALO icon
900
CALL
Halozyme
HALO
$12.2B
$2.16M ﹤0.01%
250,000
-133,100
-35% -$1.31M
34 35
36
37 38

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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.