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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$7.33B 17.35%
35,526,200
+26,281,900
+284% +$5.42B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$3.46B 8.18%
16,758,600
+5,313,000
+46% +$1.1B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$2.11B 5%
16,995,200
+11,266,700
+197% +$1.36B
AAPL icon
4
PUT
Apple
AAPL
$4.61T
$939M 2.22%
30,189,200
-7,199,200
-19% -$217M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$701M 1.66%
17,466,500
+851,300
+5% +$33.9M
JPM icon
6
PUT
JPMorgan Chase
JPM
$940B
$442M 1.05%
7,301,700
+3,008,500
+70% +$178M
EEM icon
7
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$441M 1.04%
10,986,900
+5,677,400
+107% +$226M
WFC icon
8
PUT
Wells Fargo
WFC
$266B
$409M 0.97%
7,511,500
+2,654,900
+55% +$143M
EWZ icon
9
PUT
iShares MSCI Brazil ETF
EWZ
$8.79B
$370M 0.87%
11,781,000
-1,770,600
-13% -$60.2M
FXI icon
10
PUT
iShares China Large-Cap ETF
FXI
$4.17B
$365M 0.86%
8,223,300
+4,468,400
+119% +$190M
MSFT icon
11
PUT
Microsoft
MSFT
$3.67T
$358M 0.85%
8,808,200
+3,634,200
+70% +$158M
GS icon
12
PUT
Goldman Sachs
GS
$302B
$341M 0.81%
1,814,600
-631,400
-26% -$117M
VZ icon
13
PUT
Verizon
VZ
$209B
$335M 0.79%
6,898,700
+4,664,510
+209% +$225M
HYG icon
14
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$330M 0.78%
3,647,200
+2,141,400
+142% +$194M
BABA icon
15
PUT
Alibaba
BABA
$280B
$328M 0.78%
3,942,900
+3,118,700
+378% +$281M
UUP icon
16
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
$319M 0.75%
12,310,700
+12,292,200
+66,444% +$310M
MS icon
17
PUT
Morgan Stanley
MS
$340B
$307M 0.73%
8,614,300
+2,662,300
+45% +$95.5M
EFA icon
18
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
$285M 0.68%
4,447,800
+1,687,800
+61% +$106M
GLD icon
19
CALL
SPDR Gold Trust
GLD
$148B
$280M 0.66%
2,461,300
+1,250,200
+103% +$146M
DIS icon
20
PUT
Walt Disney
DIS
$181B
$275M 0.65%
2,625,900
-366,200
-12% -$36.9M
GS icon
21
CALL
Goldman Sachs
GS
$302B
$259M 0.61%
1,376,300
+474,200
+53% +$88.2M
EWZ icon
22
CALL
iShares MSCI Brazil ETF
EWZ
$8.79B
$243M 0.58%
7,755,800
-249,400
-3% -$8.48M
IWM icon
23
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$238M 0.56%
1,915,500
-165,200
-8% -$19.9M
FXI icon
24
CALL
iShares China Large-Cap ETF
FXI
$4.17B
$225M 0.53%
5,072,200
+3,720,000
+275% +$158M
JPM icon
25
CALL
JPMorgan Chase
JPM
$940B
$202M 0.48%
3,339,400
+1,170,900
+54% +$69.3M
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.