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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

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
GLOG
3801
PUT
DELISTED
GASLOG LTD
GLOG
$14K ﹤0.01%
+700
New +$13.2K
PIR
3802
DELISTED
Pier 1 Imports, Inc.
PIR
$14K ﹤0.01%
+52
New +$15K
WIN
3803
DELISTED
Windstream Holdings Inc
WIN
$14K ﹤0.01%
240
-796
-77% -$50.7K
ATW
3804
PUT
DELISTED
Atwood Oceanics
ATW
$14K ﹤0.01%
500
-700
-58% -$20.8K
RAI
3805
CALL
DELISTED
Reynolds American Inc
RAI
$14K ﹤0.01%
+400
New +$14K
TNGO
3806
PUT
DELISTED
Tangoe, Inc.
TNGO
$14K ﹤0.01%
1,000
-1,200
-55% -$14.8K
LLTC
3807
DELISTED
Linear Technology Corp
LLTC
$14K ﹤0.01%
299
-7,715
-96% -$361K
NES
3808
PUT
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$14K ﹤0.01%
3,900
-8,500
-69% -$28.6K
RAS
3809
PUT
DELISTED
RAIT Financial Trust
RAS
$14K ﹤0.01%
2,000
SSRI
3810
CALL
DELISTED
Silver Standard Resources
SSRI
$14K ﹤0.01%
3,000
-4,000
-57% -$22.2K
BLDP
3811
CALL
Ballard Power Systems
BLDP
$769M
$13K ﹤0.01%
6,000
-21,000
-78% -$42.4K
BMO icon
3812
Bank of Montreal
BMO
$127B
$13K ﹤0.01%
209
-6,658
-97% -$413K
DAN icon
3813
Dana Inc
DAN
$3.21B
$13K ﹤0.01%
614
-7,156
-92% -$155K
DXPE icon
3814
CALL
DXP Enterprises
DXPE
$2.99B
$13K ﹤0.01%
300
-700
-70% -$31.3K
FUL icon
3815
PUT
H.B. Fuller
FUL
$3.29B
$13K ﹤0.01%
300
-1,100
-79% -$47.1K
GAIA icon
3816
PUT
Gaia
GAIA
$48.1M
$13K ﹤0.01%
1,800
-200
-10% -$1.42K
GES
3817
DELISTED
Guess Inc
GES
$13K ﹤0.01%
688
-8,839
-93% -$167K
GPRE icon
3818
Green Plains
GPRE
$1.06B
$13K ﹤0.01%
452
-1,312
-74% -$32.8K
HELE icon
3819
Helen of Troy
HELE
$680M
$13K ﹤0.01%
164
-298
-65% -$22.7K
IYE icon
3820
CALL
iShares US Energy ETF
IYE
$1.78B
$13K ﹤0.01%
300
-4,400
-94% -$193K
PCH
3821
DELISTED
PotlatchDeltic
PCH
$13K ﹤0.01%
334
+131
+65% +$5.3K
RES icon
3822
PUT
RPC Inc
RES
$1.36B
$13K ﹤0.01%
1,000
-3,000
-75% -$37.6K
SAFE
3823
CALL
Safehold
SAFE
$1.09B
$13K ﹤0.01%
205
-1,418
-87% -$91K
SIMO icon
3824
CALL
Silicon Motion
SIMO
$7.82B
$13K ﹤0.01%
500
+200
+67% +$5.46K
SMG icon
3825
PUT
ScottsMiracle-Gro
SMG
$3.63B
$13K ﹤0.01%
200
-3,700
-95% -$241K

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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.