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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
TEL icon
2076
CALL
TE Connectivity
TEL
$62.9B
$86K ﹤0.01%
+1,500
New +$90.3K
BWA icon
2077
BorgWarner
BWA
$12.9B
$84K ﹤0.01%
+3,224
New +$97.5K
PEG icon
2078
CALL
Public Service Enterprise Group
PEG
$38B
$84K ﹤0.01%
+1,800
New +$81.7K
BOH icon
2079
Bank of Hawaii
BOH
$3.19B
$83K ﹤0.01%
+1,200
New +$82.6K
WAC
2080
DELISTED
Walter Investment Mgt Corp
WAC
$83K ﹤0.01%
+29,916
New +$162K
AIZ icon
2081
Assurant
AIZ
$13.9B
$82K ﹤0.01%
+954
New +$80.1K
CC icon
2082
CALL
Chemours
CC
$2.7B
$82K ﹤0.01%
+10,000
New +$89.1K
SNMX
2083
DELISTED
Senomyx, Inc.
SNMX
$82K ﹤0.01%
+29,700
New +$79.7K
SNMX
2084
PUT
DELISTED
Senomyx, Inc.
SNMX
$82K ﹤0.01%
+29,700
New +$79.7K
CEMP
2085
CALL
DELISTED
Cempra, Inc.
CEMP
$82K ﹤0.01%
+5,000
New +$88.2K
LLTC
2086
DELISTED
Linear Technology Corp
LLTC
$82K ﹤0.01%
1,752
+113
+7% +$5.17K
FCN icon
2087
PUT
FTI Consulting
FCN
$4.34B
$81K ﹤0.01%
+2,000
New +$79.1K
CMPR icon
2088
Cimpress
CMPR
$2.49B
$80K ﹤0.01%
866
-8,358
-91% -$784K
NCLH icon
2089
PUT
Norwegian Cruise Line
NCLH
$9.22B
$80K ﹤0.01%
2,000
+900
+82% +$42.9K
TM icon
2090
PUT
Toyota
TM
$224B
$80K ﹤0.01%
800
-130,100
-99% -$13.4M
HA
2091
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$80K ﹤0.01%
+2,100
New +$88.9K
CERN
2092
DELISTED
Cerner Corp
CERN
$80K ﹤0.01%
1,364
-33
-2% -$1.84K
JNK icon
2093
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
$79K ﹤0.01%
736
-252,617
-100% -$26.5M
SCHL icon
2094
PUT
Scholastic
SCHL
$821M
$79K ﹤0.01%
2,000
+1,500
+300% +$56.5K
CPRT icon
2095
PUT
Copart
CPRT
$27.2B
$78K ﹤0.01%
12,800
+8,000
+167% +$44.9K
TER icon
2096
PUT
Teradyne
TER
$63.1B
$78K ﹤0.01%
4,000
-10,200
-72% -$201K
AMTD
2097
DELISTED
TD Ameritrade Holding Corp
AMTD
$78K ﹤0.01%
+2,746
New +$83.6K
IPCI
2098
CALL
DELISTED
Intellipharmaceuticals International Inc.
IPCI
$78K ﹤0.01%
5,000
– –
PAG icon
2099
Penske Automotive Group
PAG
$14.4B
$77K ﹤0.01%
2,432
+2,410
+10,955% +$88.1K
PARA
2100
PUT
DELISTED
Paramount Global Class B
PARA
$77K ﹤0.01%
1,400
-90,000
-98% -$4.89M
82 83
84
85 86

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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.