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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.77%
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
$42.3B
AUM Growth
+$8B
(+23%)
Cap. Flow
+$7.98B
Cap. Flow
% of AUM
18.88%
Top 10 Holdings %
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 |
Invesco DB US Dollar Index Bullish Fund
UUP
|
+$69.5M |
| 2 |
Walt Disney
DIS
|
+$52.8M |
| 3 |
Morgan Stanley
MS
|
+$49M |
| 4 |
United Parcel Service
UPS
|
+$47.2M |
| 5 |
eBay
EBAY
|
+$45.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$202M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$144M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$53.3M |
| 4 |
Ford
F
|
+$42.3M |
| 5 |
Booking.com
BKNG
|
+$34.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.18% |
| 2 | Consumer Discretionary | 1.03% |
| 3 | Financials | 0.83% |
| 4 | Communication Services | 0.64% |
| 5 | Industrials | 0.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
RDUS
2501
PUT
DELISTED
Radius Recycling
RDUS
| $105K | ﹤0.01% |
6,600
-18,100
| -73% | -$305K |
|
2502
Kohl's
KSS
$2.19B
| $104K | ﹤0.01% |
1,333
-1,427
| -52% | -$97.1K |
|
2503
PUT
Zions Bancorporation
ZION
$10.3B
| $104K | ﹤0.01% |
3,800
-30,000
| -89% | -$785K |
|
2504
CALL
Zumiez
ZUMZ
$339M
| $104K | ﹤0.01% |
2,600
-8,300
| -76% | -$322K |
|
|
HCR
2505
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $104K | ﹤0.01% |
2,960
+1,298
| +78% | +$45.5K |
|
|
VNR
2506
PUT
DELISTED
Vanguard Natural Resources, LLC
VNR
| $104K | ﹤0.01% |
7,400
-600
| -8% | -$9.33K |
|
|
DWRE
2507
CALL
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $104K | ﹤0.01% |
1,700
-2,300
| -58% | -$134K |
|
2508
Aon
AON
$76B
| $103K | ﹤0.01% |
1,067
-12,865
| -92% | -$1.24M |
|
2509
CALL
AXIS Capital
AXS
$7.55B
| $103K | ﹤0.01% |
2,000
| – | – |
|
2510
CALL
Live Nation Entertainment
LYV
$42.1B
| $103K | ﹤0.01% |
4,100
-800
| -16% | -$20.2K |
|
2511
Restaurant Brands International
QSR
$25.8B
| $103K | ﹤0.01% |
2,674
-7,800
| -74% | -$311K |
|
|
FINL
2512
PUT
DELISTED
Finish Line
FINL
| $103K | ﹤0.01% |
4,200
-19,800
| -83% | -$476K |
|
2513
PUT
Altisource Portfolio Solutions
ASPS
$65.8M
| $102K | ﹤0.01% |
988
-37
| -4% | -$6.16K |
|
2514
CALL
Jones Lang LaSalle
JLL
$16.7B
| $102K | ﹤0.01% |
600
-1,900
| -76% | -$300K |
|
2515
Leidos
LDOS
$17.3B
| $102K | ﹤0.01% |
2,422
-1,266
| -34% | -$55K |
|
2516
CALL
M&T Bank
MTB
$36.2B
| $102K | ﹤0.01% |
800
-100
| -11% | -$12.1K |
|
2517
T. Rowe Price
TROW
$24.3B
| $102K | ﹤0.01% |
1,262
-6,824
| -84% | -$562K |
|
2518
CALL
UDR
UDR
$12.3B
| $102K | ﹤0.01% |
3,000
-300
| -9% | -$9.86K |
|
2519
CALL
Assured Guaranty
AGO
$3.34B
| $101K | ﹤0.01% |
3,800
-30,900
| -89% | -$799K |
|
2520
CALL
Acuity Brands
AYI
$10.8B
| $101K | ﹤0.01% |
600
-1,400
| -70% | -$220K |
|
2521
CALL
FTI Consulting
FCN
$4.18B
| $101K | ﹤0.01% |
2,700
-23,900
| -90% | -$903K |
|
2522
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $101K | ﹤0.01% |
2,500
-26,000
| -91% | -$1.03M |
|
|
LTC
2523
PUT
LTC Properties
LTC
$2.15B
| $101K | ﹤0.01% |
2,200
+200
| +10% | +$9.05K |
|
2524
PUT
Watsco Inc
WSO
$13.6B
| $101K | ﹤0.01% |
800
-5,600
| -88% | -$643K |
|
|
BERY
2525
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $101K | ﹤0.01% |
3,049
-327
| -10% | -$10.3K |
|
Similar funds
HF
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 deployed $7.98B of net new capital in Q1 2015, opening 439 new positions and adding to 1,205 existing holdings. Its largest new stake was Waste Connections: 298,913 shares worth $9.59M.
By sector, the portfolio is most concentrated in Technology at 1.2% of assets, down from 1.8% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Apple, an estimated $202M trimmed.
- 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.