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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 | |
|---|---|---|---|---|---|---|
351
CALL
Ashland
ASH
$3.28B
| $16.4M | 0.04% |
262,858
-170,061
| -39% | -$10.3M |
|
352
PUT
Rio Tinto
RIO
$164B
| $16.3M | 0.04% |
393,300
-542,800
| -58% | -$24.5M |
|
353
American Airlines Group
AAL
$11.1B
| $16.1M | 0.04% |
305,764
-413,903
| -58% | -$21M |
|
|
RSX
354
DELISTED
VanEck Russia ETF
RSX
| $16.1M | 0.04% |
947,136
+804,115
| +562% | +$13.1M |
|
355
CALL
AGNC Investment
AGNC
$12.7B
| $16.1M | 0.04% |
755,400
+730,400
| +2,922% | +$15.8M |
|
356
CALL
Air Products & Chemicals
APD
$65.9B
| $16.1M | 0.04% |
+114,802
| New | +$15.9M |
|
|
GG
357
CALL
DELISTED
Goldcorp Inc
GG
| $16M | 0.04% |
884,600
+384,400
| +77% | +$8.18M |
|
358
Delta Air Lines
DAL
$61.9B
| $15.8M | 0.04% |
350,542
+333,661
| +1,977% | +$15.5M |
|
|
YOKU
359
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $15.8M | 0.04% |
1,260,341
+1,093,642
| +656% | +$17.9M |
|
360
CALL
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
| $15.7M | 0.04% |
+133,333
| New | +$15.6M |
|
|
MHFI
361
CALL
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $15.5M | 0.04% |
+150,300
| New | +$14.8M |
|
362
CALL
Duke Energy
DUK
$96B
| $15.5M | 0.04% |
202,200
+6,200
| +3% | +$503K |
|
363
CALL
Blackstone
BX
$108B
| $15.3M | 0.04% |
401,894
-159,371
| -28% | -$5.76M |
|
364
PUT
JD.com
JD
$44B
| $15.3M | 0.04% |
520,200
-239,800
| -32% | -$6.44M |
|
365
PUT
J.M. Smucker
SJM
$12.7B
| $15.3M | 0.04% |
132,000
+125,000
| +1,786% | +$13.7M |
|
366
CALL
Trinity Industries
TRN
$2.56B
| $15.3M | 0.04% |
597,131
+595,742
| +42,890% | +$13M |
|
|
AUY
367
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $15.1M | 0.04% |
4,197,300
+460,700
| +12% | +$1.87M |
|
368
PUT
BHP
BHP
$226B
| $15M | 0.04% |
381,879
+128,081
| +50% | +$5.2M |
|
369
Danaher
DHR
$140B
| $14.9M | 0.04% |
260,277
+248,065
| +2,031% | +$14.2M |
|
|
HSP
370
CALL
DELISTED
HOSPIRA INC
HSP
| $14.8M | 0.04% |
+168,400
| New | +$13.2M |
|
|
BRCM
371
DELISTED
BROADCOM CORP CL-A
BRCM
| $14.7M | 0.03% |
340,547
+183,035
| +116% | +$7.98M |
|
372
PUT
iShares MSCI South Korea ETF
EWY
$24.7B
| $14.7M | 0.03% |
257,300
-19,700
| -7% | -$1.11M |
|
373
PUT
Yelp
YELP
$1.45B
| $14.7M | 0.03% |
311,000
+169,000
| +119% | +$8.37M |
|
374
Halliburton
HAL
$26.6B
| $14.7M | 0.03% |
334,510
-404,036
| -55% | -$16.8M |
|
375
CALL
Bank of America
BAC
$443B
| $14.6M | 0.03% |
947,100
-2,979,700
| -76% | -$47.9M |
|
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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.