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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 | |
|---|---|---|---|---|---|---|
376
PepsiCo
PEP
$190B
| $14.6M | 0.03% |
152,454
-14,747
| -9% | -$1.43M |
|
377
ConocoPhillips
COP
$144B
| $14.2M | 0.03% |
228,842
+74,504
| +48% | +$4.82M |
|
378
Newmont
NEM
$103B
| $14.2M | 0.03% |
654,916
-234,845
| -26% | -$5.49M |
|
379
CALL
Herbalife
HLF
$1.33B
| $14.1M | 0.03% |
661,600
+210,400
| +47% | +$3.59M |
|
380
Avis
CAR
$4.99B
| $14.1M | 0.03% |
239,188
+233,153
| +3,863% | +$14.2M |
|
|
TIF
381
CALL
DELISTED
Tiffany & Co.
TIF
| $14.1M | 0.03% |
159,900
+158,500
| +11,321% | +$14.2M |
|
382
CALL
Cemex
CX
$16.8B
| $14M | 0.03% |
1,660,119
+1,481,491
| +829% | +$12.8M |
|
383
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $13.9M | 0.03% |
570,000
+542,800
| +1,996% | +$13.4M |
|
|
BWLD
384
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $13.9M | 0.03% |
76,600
-9,400
| -11% | -$1.74M |
|
385
PUT
Union Pacific
UNP
$176B
| $13.8M | 0.03% |
127,500
-142,900
| -53% | -$16.8M |
|
386
Comcast
CMCSA
$88.5B
| $13.8M | 0.03% |
488,680
+174,430
| +56% | +$5.01M |
|
|
TTM
387
PUT
DELISTED
Tata Motors Limited
TTM
| $13.8M | 0.03% |
305,900
+290,900
| +1,939% | +$13.7M |
|
388
Procter & Gamble
PG
$345B
| $13.6M | 0.03% |
166,444
-164,289
| -50% | -$14.1M |
|
389
PUT
Bristol-Myers Squibb
BMY
$135B
| $13.6M | 0.03% |
210,200
-207,700
| -50% | -$13M |
|
390
PUT
NOV
NOV
$7.13B
| $13.5M | 0.03% |
270,900
+170,300
| +169% | +$9.24M |
|
391
PUT
Vulcan Materials
VMC
$36.9B
| $13.5M | 0.03% |
160,300
+148,700
| +1,282% | +$11.5M |
|
392
CALL
Macerich
MAC
$7.26B
| $13.5M | 0.03% |
160,100
+159,800
| +53,267% | +$14M |
|
393
PUT
VanEck Oil Services ETF
OIH
$1.94B
| $13.5M | 0.03% |
19,950
+1,535
| +8% | +$1.05M |
|
394
PUT
Abercrombie & Fitch
ANF
$4.9B
| $13.4M | 0.03% |
608,700
+25,200
| +4% | +$621K |
|
395
CALL
Abbott
ABT
$182B
| $13.4M | 0.03% |
288,600
-124,100
| -30% | -$5.7M |
|
|
396
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $13.3M | 0.03% |
629,834
+150,367
| +31% | +$3.18M |
|
397
Macy's
M
$6.89B
| $13.3M | 0.03% |
205,219
+190,154
| +1,262% | +$12.2M |
|
398
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $13.3M | 0.03% |
64,442
-52,981
| -45% | -$10.3M |
|
|
X
399
CALL
DELISTED
US Steel
X
| $13.3M | 0.03% |
543,900
+24,000
| +5% | +$570K |
|
400
Chipotle Mexican Grill
CMG
$42.8B
| $13.2M | 0.03% |
1,013,050
-195,900
| -16% | -$2.67M |
|
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.