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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
TGT icon
51
CALL
Target
TGT
$72.4B
$114M 0.27%
1,386,100
-239,300
-15% -$18.5M
PFE icon
52
CALL
Pfizer
PFE
$159B
$112M 0.27%
3,397,569
+1,787,795
+111% +$56.8M
DIA icon
53
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
$109M 0.26%
611,100
+591,500
+3,018% +$105M
BABA icon
54
CALL
Alibaba
BABA
$273B
$108M 0.25%
1,292,300
+623,000
+93% +$56.2M
DAL icon
55
PUT
Delta Air Lines
DAL
$52.1B
$107M 0.25%
2,378,000
-455,100
-16% -$21.1M
MNST icon
56
CALL
Monster Beverage
MNST
$83.4B
$107M 0.25%
9,242,400
-206,400
-2% -$2.16M
CAT icon
57
PUT
Caterpillar
CAT
$376B
$106M 0.25%
1,321,000
+483,400
+58% +$40.2M
PG icon
58
PUT
Procter & Gamble
PG
$331B
$105M 0.25%
1,282,400
-95,500
-7% -$8.21M
T icon
59
PUT
AT&T
T
$173B
$104M 0.25%
4,221,442
+2,953,182
+233% +$75.1M
OXY icon
60
CALL
Occidental Petroleum
OXY
$61.6B
$101M 0.24%
1,388,861
+636,282
+85% +$49.2M
CMG icon
61
PUT
Chipotle Mexican Grill
CMG
$45.9B
$100M 0.24%
7,690,000
-14,705,000
-66% -$201M
QCOM icon
62
PUT
Qualcomm
QCOM
$188B
$98.2M 0.23%
1,416,000
-1,470,500
-51% -$104M
BAC icon
63
PUT
Bank of America
BAC
$439B
$94.8M 0.22%
6,158,700
+2,931,600
+91% +$47.1M
EMC
64
PUT
DELISTED
EMC CORPORATION
EMC
$94.7M 0.22%
3,706,900
+2,961,200
+397% +$81.6M
AAL icon
65
PUT
American Airlines Group
AAL
$8.53B
$94.7M 0.22%
1,794,800
+627,900
+54% +$31.9M
USO icon
66
CALL
United States Oil Fund
USO
$1.69B
$93.8M 0.22%
696,625
+532,112
+323% +$76.6M
XRT icon
67
PUT
State Street SPDR S&P Retail ETF
XRT
$275M
$92.9M 0.22%
1,838,400
-798,200
-30% -$38.8M
XOM icon
68
PUT
ExxonMobil
XOM
$678B
$91M 0.22%
1,070,900
-376,600
-26% -$33.4M
TLT icon
69
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$90.4M 0.21%
692,100
+337,900
+95% +$44.1M
T icon
70
CALL
AT&T
T
$173B
$90M 0.21%
3,648,282
+379,194
+12% +$9.64M
AAPL icon
71
Apple
AAPL
$4.61T
$89.4M 0.21%
2,875,364
-6,687,104
-70% -$202M
XLE icon
72
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43.1B
$89M 0.21%
2,294,000
-1,543,400
-40% -$59.8M
FXE icon
73
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$87.9M 0.21%
831,200
+761,200
+1,087% +$84.2M
F icon
74
PUT
Ford
F
$54.4B
$85.5M 0.2%
5,296,400
-3,031,900
-36% -$47.8M
SLXP
75
CALL
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$85.5M 0.2%
+494,600
New +$72.6M
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.