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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
+0.77%
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
Cap. Flow
+$7.98B
Cap. Flow %
18.88%
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 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
UMPQ
2626
PUT
DELISTED
Umpqua Holdings Corp
UMPQ
$86K ﹤0.01%
5,000
-1,900
-28% -$31.4K
TEN
2627
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$86K ﹤0.01%
1,500
+300
+25% +$16.6K
KKD
2628
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$86K ﹤0.01%
4,300
-18,000
-81% -$366K
AU icon
2629
PUT
AngloGold Ashanti
AU
$48.7B
$85K ﹤0.01%
9,100
-69,100
-88% -$740K
DBC icon
2630
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$85K ﹤0.01%
5,000
-3,500
-41% -$61.6K
GDOT icon
2631
CALL
Green Dot
GDOT
$745M
$85K ﹤0.01%
5,300
+2,900
+121% +$49.6K
IJK icon
2632
CALL
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.2B
$85K ﹤0.01%
+2,000
New +$82.8K
PRLB icon
2633
Protolabs
PRLB
$2.13B
$85K ﹤0.01%
+1,215
New +$82.2K
ADEA icon
2634
CALL
Adeia
ADEA
$3.11B
$84K ﹤0.01%
7,938
-101,682
-93% -$1.04M
IVR icon
2635
Invesco Mortgage Capital
IVR
$805M
$84K ﹤0.01%
538
-262
-33% -$40.8K
MAA icon
2636
Mid-America Apartment Communities
MAA
$15.7B
$84K ﹤0.01%
1,090
+749
+220% +$57.5K
NLY icon
2637
Annaly Capital Management
NLY
$17.4B
$84K ﹤0.01%
2,010
+1,356
+207% +$57.7K
SOXX icon
2638
PUT
iShares Semiconductor ETF
SOXX
$48.7B
$84K ﹤0.01%
2,700
-6,000
-69% -$187K
WNC icon
2639
CALL
Wabash National
WNC
$527M
$84K ﹤0.01%
6,000
-16,900
-74% -$229K
USG
2640
CALL
DELISTED
Usg
USG
$84K ﹤0.01%
3,200
-92,100
-97% -$2.61M
NGLS
2641
PUT
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$84K ﹤0.01%
2,030
-1,770
-47% -$77.7K
DLX icon
2642
CALL
Deluxe
DLX
$1.15B
$83K ﹤0.01%
1,200
-3,200
-73% -$208K
KBH icon
2643
KB Home
KBH
$3.59B
$83K ﹤0.01%
+5,334
New +$74.4K
MDY icon
2644
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$83K ﹤0.01%
300
-32,600
-99% -$8.79M
MIDD icon
2645
PUT
Middleby
MIDD
$6.08B
$83K ﹤0.01%
800
-1,300
-62% -$132K
QRVO icon
2646
CALL
Qorvo
QRVO
$8.74B
$83K ﹤0.01%
+1,045
New +$74.4K
SIG icon
2647
CALL
Signet Jewelers
SIG
$3.76B
$83K ﹤0.01%
600
-4,900
-89% -$607K
VEEV icon
2648
CALL
Veeva Systems
VEEV
$37.4B
$83K ﹤0.01%
3,300
-10,300
-76% -$290K
INVX
2649
CALL
Innovex International
INVX
$1.97B
$83K ﹤0.01%
1,200
-1,900
-61% -$137K
CSOD
2650
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$83K ﹤0.01%
2,900
-9,700
-77% -$316K
104 105
106
107 108

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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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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 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.