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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.77%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$42.3B
AUM Growth
+$8B
Cap. Flow
-$6.11M
Cap. Flow %
-0.01%
Top 10 Hldgs %
39.2%
Holding
6,779
New
439
Increased
1,205
Reduced
2,533
Closed
1,128

Top Buys

Rank Stock Value
1
UUP icon
Invesco DB US Dollar Index Bullish Fund
UUP
+$69.5M
2
DIS icon
Walt Disney
DIS
+$52.8M
3
MS icon
Morgan Stanley
MS
+$49M
4
UPS icon
United Parcel Service
UPS
+$47.2M
5
EBAY icon
eBay
EBAY
+$45.4M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$202M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$144M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$53.3M
4
F icon
Ford
F
+$42.3M
5
BKNG icon
Booking.com
BKNG
+$34.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.98%
2 Technology 1.21%
3 Consumer Discretionary 1.04%
4 Financials 0.84%
5 Communication Services 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
META icon
26
PUT
Meta Platforms (Facebook)
META
$1.67T
$201M 0.48%
2,444,600
+946,900
+63% +$74.2M
GOOG icon
27
PUT
Alphabet (Google) Class C
GOOG
$4.01T
$192M 0.45%
7,005,180
-1,002,746
-13% -$26.9M
HD icon
28
PUT
Home Depot
HD
$310B
$189M 0.45%
1,666,500
+1,589,600
+2,067% +$175M
MCD icon
29
PUT
McDonald's
MCD
$180B
$186M 0.44%
1,911,200
+255,900
+15% +$24.3M
C icon
30
PUT
Citigroup
C
$232B
$177M 0.42%
3,438,900
-3,829,700
-53% -$195M
DXJ icon
31
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$161M 0.38%
2,921,600
+1,539,000
+111% +$80.2M
EFA icon
32
CALL
iShares MSCI EAFE ETF
EFA
$78.8B
$158M 0.37%
2,457,300
-191,400
-7% -$12M
IBM icon
33
PUT
IBM
IBM
$224B
$157M 0.37%
1,024,452
-271,751
-21% -$41.2M
BRCM
34
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
$153M 0.36%
3,531,300
+2,272,800
+181% +$99.1M
CSCO icon
35
PUT
Cisco
CSCO
$431B
$145M 0.34%
5,257,200
-297,600
-5% -$8.38M
CVX icon
36
PUT
Chevron
CVX
$420B
$144M 0.34%
1,368,100
+605,200
+79% +$64.6M
VZ icon
37
CALL
Verizon
VZ
$207B
$142M 0.34%
2,922,400
+477,300
+20% +$23M
NKE icon
38
PUT
Nike
NKE
$55.2B
$141M 0.33%
2,809,800
+2,349,600
+511% +$112M
AMZN icon
39
PUT
Amazon
AMZN
$2.72T
$139M 0.33%
7,466,000
-3,604,000
-33% -$63.4M
UPS icon
40
PUT
United Parcel Service
UPS
$84.7B
$136M 0.32%
1,404,100
+740,200
+111% +$75.9M
USO icon
41
PUT
United States Oil Fund
USO
$1.69B
$135M 0.32%
1,002,600
+684,887
+216% +$98.6M
GILD icon
42
PUT
Gilead Sciences
GILD
$181B
$134M 0.32%
1,361,700
+45,100
+3% +$4.58M
IYR icon
43
PUT
iShares US Real Estate ETF
IYR
$4.27B
$133M 0.31%
1,674,800
+1,392,600
+493% +$111M
AAPL icon
44
CALL
Apple
AAPL
$4.61T
$132M 0.31%
4,244,000
-2,712,000
-39% -$81.9M
BIDU icon
45
PUT
Baidu
BIDU
$31.5B
$132M 0.31%
631,300
+411,000
+187% +$88.1M
INTC icon
46
PUT
Intel
INTC
$561B
$130M 0.31%
4,151,800
+705,700
+20% +$23.8M
SLB icon
47
PUT
SLB Ltd
SLB
$85.5B
$128M 0.3%
1,535,200
+844,000
+122% +$70.3M
DXJ icon
48
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$127M 0.3%
2,299,900
+1,756,000
+323% +$91.5M
AXP icon
49
PUT
American Express
AXP
$218B
$122M 0.29%
1,567,300
+1,002,200
+177% +$83.3M
DG icon
50
CALL
Dollar General
DG
$27.7B
$114M 0.27%
1,517,000
+1,103,500
+267% +$78M
1
2
3 4 5

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Parallax Volatility Advisers's Q1 2015 Portfolio in Review

As of Q1 2015, Parallax Volatility Advisers held 6,779 positions worth $42.3B, up 23% from $34.3B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Parallax Volatility Advisers's Q1 2015 filing shows 439 new, 1,205 increased, 2,533 reduced and 1,128 closed positions. Its largest new stake was Waste Connections: 298,913 shares worth $9.59M. The largest sale was Apple, an estimated $202M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 92% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q1 2015 buy was Waste Connections: 298,913 shares worth $9.59M.
  • Parallax Volatility Advisers added most to Invesco DB US Dollar Index Bullish Fund in Q1 2015, an estimated $69.5M increase.
  • Parallax Volatility Advisers's biggest Q1 2015 reduction was Apple, cutting an estimated $202M.
  • Parallax Volatility Advisers fully exited DuPont de Nemours in Q1 2015, selling an estimated $21.8M.
  • Parallax Volatility Advisers's ten largest holdings make up 39% of its $42.3B portfolio in Q1 2015.
  • Parallax Volatility Advisers opened 439 new positions and closed 1,128 in Q1 2015.
  • Parallax Volatility Advisers's portfolio value rose 23% quarter-over-quarter to $42.3B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2015, filed 15 May 2015.