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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 | |
|---|---|---|---|---|---|---|
451
PUT
Expedia Group
EXPE
$37.9B
| $10.6M | 0.03% |
112,300
-88,100
| -44% | -$7.82M |
|
452
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
| $10.6M | 0.03% |
252,300
-202,400
| -45% | -$8.64M |
|
453
PUT
Kroger
KR
$34.9B
| $10.5M | 0.02% |
273,600
-25,000
| -8% | -$892K |
|
454
BHP
BHP
$225B
| $10.5M | 0.02% |
266,877
+264,651
| +11,889% | +$10.7M |
|
455
PUT
Transocean
RIG
$5.67B
| $10.4M | 0.02% |
712,100
+57,700
| +9% | +$935K |
|
456
CALL
Las Vegas Sands
LVS
$30.2B
| $10.4M | 0.02% |
189,100
-395,400
| -68% | -$22M |
|
457
CALL
US Bancorp
USB
$100B
| $10.3M | 0.02% |
236,400
-594,800
| -72% | -$26M |
|
458
PNC Financial Services
PNC
$102B
| $10.2M | 0.02% |
109,805
+92,745
| +544% | +$8.37M |
|
459
PUT
Autodesk
ADSK
$50B
| $10.2M | 0.02% |
174,100
-355,500
| -67% | -$21.1M |
|
460
PUT
Franco-Nevada
FNV
$43.7B
| $10.1M | 0.02% |
209,000
+47,000
| +29% | +$2.44M |
|
|
TWC
461
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $10M | 0.02% |
67,000
+66,200
| +8,275% | +$9.87M |
|
|
ASPX
462
CALL
DELISTED
AUSPEX PHARMACEUTICALS INC COM STK (DE)
ASPX
| $10M | 0.02% |
+100,000
| New | +$6.66M |
|
463
CALL
CSX Corp
CSX
$94.4B
| $9.99M | 0.02% |
904,800
+302,400
| +50% | +$3.48M |
|
|
CTRA
464
PUT
DELISTED
Coterra Energy
CTRA
| $9.98M | 0.02% |
337,900
-49,600
| -13% | -$1.41M |
|
465
PUT
Crown Castle
CCI
$31.8B
| $9.95M | 0.02% |
120,500
-4,000
| -3% | -$341K |
|
|
TYC
466
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $9.94M | 0.02% |
220,509
+138,952
| +170% | +$6.19M |
|
467
PUT
Cummins
CMI
$90.4B
| $9.93M | 0.02% |
71,600
-112,600
| -61% | -$15.9M |
|
468
Invesco QQQ Trust
QQQ
$483B
| $9.87M | 0.02% |
93,500
-49,504
| -35% | -$5.2M |
|
469
iShares Silver Trust
SLV
$29.9B
| $9.85M | 0.02% |
618,608
+102,798
| +20% | +$1.65M |
|
470
PUT
Harley-Davidson
HOG
$2.76B
| $9.83M | 0.02% |
161,800
+42,400
| +36% | +$2.67M |
|
471
CALL
Ulta Beauty
ULTA
$23B
| $9.81M | 0.02% |
65,000
+56,900
| +702% | +$7.88M |
|
|
VMW
472
CALL
DELISTED
VMware, Inc
VMW
| $9.8M | 0.02% |
119,500
+61,500
| +106% | +$5.03M |
|
473
PUT
AbbVie
ABBV
$434B
| $9.79M | 0.02% |
167,300
| – | – |
|
|
ADT
474
CALL
DELISTED
ADT Corp
ADT
| $9.78M | 0.02% |
235,500
+88,300
| +60% | +$3.31M |
|
|
CST
475
DELISTED
CST Brands, Inc.
CST
| $9.74M | 0.02% |
222,346
+222,334
| +1,852,783% | +$9.65M |
|
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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.