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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
VXZ
1426
CALL
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
$540K ﹤0.01%
+12,500
New +$550K
VXZ
1427
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
$540K ﹤0.01%
+12,500
New +$550K
VXZ
1428
PUT
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
$540K ﹤0.01%
+12,500
New +$550K
MTN icon
1429
CALL
Vail Resorts
MTN
$5.39B
$539K ﹤0.01%
3,900
-64,100
-94% -$8.46M
BBWI icon
1430
CALL
Bath & Body Works
BBWI
$4.19B
$537K ﹤0.01%
9,896
-21,153
-68% -$1.24M
HP icon
1431
Helmerich & Payne
HP
$3.33B
$537K ﹤0.01%
+7,996
New +$494K
TBF icon
1432
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$104M
$537K ﹤0.01%
25,500
– –
BR icon
1433
PUT
Broadridge
BR
$18.9B
$534K ﹤0.01%
8,200
+6,200
+310% +$384K
BURL icon
1434
PUT
Burlington
BURL
$23.2B
$534K ﹤0.01%
8,000
+500
+7% +$29.4K
APC
1435
CALL
DELISTED
Anadarko Petroleum
APC
$533K ﹤0.01%
10,000
-200
-2% -$10.1K
AWK icon
1436
PUT
American Water Works
AWK
$26.7B
$532K ﹤0.01%
6,300
+2,500
+66% +$186K
VIAB
1437
DELISTED
Viacom Inc. Class B
VIAB
$531K ﹤0.01%
+12,804
New +$529K
SIRI icon
1438
PUT
SiriusXM
SIRI
$10.3B
$530K ﹤0.01%
13,400
+12,090
+923% +$475K
PCAR icon
1439
PUT
PACCAR
PCAR
$70.2B
$529K ﹤0.01%
15,300
-9,600
-39% -$353K
WFT
1440
PUT
DELISTED
Weatherford International plc
WFT
$529K ﹤0.01%
95,300
-117,200
-55% -$764K
LLTC
1441
PUT
DELISTED
Linear Technology Corp
LLTC
$529K ﹤0.01%
11,400
-12,600
-53% -$576K
TDC icon
1442
Teradata
TDC
$2.47B
$525K ﹤0.01%
+20,955
New +$556K
QUNR
1443
CALL
DELISTED
Qunar Cayman Islands Limited
QUNR
$525K ﹤0.01%
17,600
+15,500
+738% +$554K
AER icon
1444
CALL
AerCap
AER
$24.4B
$524K ﹤0.01%
15,600
+11,000
+239% +$422K
JKHY icon
1445
PUT
Jack Henry & Associates
JKHY
$11B
$524K ﹤0.01%
6,000
+1,900
+46% +$159K
TSM icon
1446
PUT
TSMC
TSM
$2.15T
$523K ﹤0.01%
20,000
-290,000
-94% -$7.24M
LCI
1447
PUT
DELISTED
Lannett Company, Inc.
LCI
$523K ﹤0.01%
+5,500
New +$471K
ARIA
1448
CALL
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$517K ﹤0.01%
+70,000
New +$525K
ANF icon
1449
CALL
Abercrombie & Fitch
ANF
$4.86B
$516K ﹤0.01%
28,900
+9,400
+48% +$224K
ARCB icon
1450
PUT
ArcBest
ARCB
$3.17B
$515K ﹤0.01%
+31,700
New +$574K
56 57
58
59 60

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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.