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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
251
PUT
EOG Resources
EOG
$76.3B
| $26.2M | 0.06% |
285,200
+130,000
| +84% | +$11.7M |
|
252
CALL
Oshkosh
OSK
$9.66B
| $25.8M | 0.06% |
528,000
+525,700
| +22,857% | +$24M |
|
253
PUT
iShares Biotechnology ETF
IBB
$9.38B
| $25.8M | 0.06% |
+225,000
| New | +$24.8M |
|
254
PUT
iShares MSCI Australia ETF
EWA
$1.44B
| $25.6M | 0.06% |
1,121,600
+663,000
| +145% | +$15.2M |
|
255
PUT
Biogen
BIIB
$30.9B
| $25.5M | 0.06% |
60,500
+60,200
| +20,067% | +$23.7M |
|
256
PUT
Baxter International
BAX
$14.6B
| $25.5M | 0.06% |
684,852
+609,371
| +807% | +$23.1M |
|
|
BRCM
257
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $25.4M | 0.06% |
587,400
+50,700
| +9% | +$2.21M |
|
|
QIHU
258
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $25.4M | 0.06% |
495,200
+142,400
| +40% | +$7.72M |
|
|
QLIK
259
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $25.3M | 0.06% |
812,500
+660,400
| +434% | +$20.2M |
|
260
PUT
Mondelez International
MDLZ
$79.1B
| $25.3M | 0.06% |
700,100
+425,500
| +155% | +$15.4M |
|
261
CALL
BP
BP
$109B
| $24.9M | 0.06% |
767,361
+721,683
| +1,580% | +$23.6M |
|
262
Boeing
BA
$187B
| $24.8M | 0.06% |
165,198
+51,544
| +45% | +$7.5M |
|
263
IBM
IBM
$221B
| $24.6M | 0.06% |
160,484
-116,665
| -42% | -$17.7M |
|
|
PNRA
264
PUT
DELISTED
Panera Bread Co
PNRA
| $24.6M | 0.06% |
153,500
-319,300
| -68% | -$52.9M |
|
265
PUT
Darden Restaurants
DRI
$23.4B
| $24.5M | 0.06% |
396,017
-116,009
| -23% | -$6.49M |
|
266
PUT
Zillow
ZG
$8.45B
| $24.5M | 0.06% |
732,900
+604,200
| +469% | +$21.3M |
|
267
PUT
Deere & Co
DE
$167B
| $24.4M | 0.06% |
277,700
-479,400
| -63% | -$42.5M |
|
268
PUT
Dollar General
DG
$28.1B
| $24.3M | 0.06% |
323,000
+191,300
| +145% | +$13.5M |
|
269
CALL
CVS Health
CVS
$133B
| $24.2M | 0.06% |
234,400
+133,100
| +131% | +$13.5M |
|
|
KRFT
270
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $24.2M | 0.06% |
277,446
+263,671
| +1,914% | +$17.4M |
|
|
ANDV
271
CALL
DELISTED
Andeavor
ANDV
| $24.1M | 0.06% |
264,300
+219,500
| +490% | +$18.4M |
|
|
B
272
CALL
Barrick Mining
B
$64.3B
| $24M | 0.06% |
2,193,700
+1,666,400
| +316% | +$19.7M |
|
273
CALL
McDonald's
MCD
$191B
| $23.7M | 0.06% |
243,600
-698,000
| -74% | -$66.2M |
|
274
PUT
US Bancorp
USB
$100B
| $23.7M | 0.06% |
543,400
-3,037,000
| -85% | -$133M |
|
275
PUT
Ralph Lauren
RL
$22.6B
| $23.7M | 0.06% |
180,300
+50,600
| +39% | +$7.49M |
|
Similar funds
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.