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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
IYM icon
4976
PUT
iShares US Basic Materials ETF
IYM
$1.25B
-500
Closed -$41K
IYW icon
4977
iShares US Technology ETF
IYW
$25.2B
$0 ﹤0.01%
4
IYY icon
4978
iShares Dow Jones US ETF
IYY
$3.06B
$0 ﹤0.01%
2
IYZ icon
4979
CALL
iShares US Telecommunications ETF
IYZ
$1.26B
-11,000
Closed -$322K
IYZ icon
4980
iShares US Telecommunications ETF
IYZ
$1.26B
$0 ﹤0.01%
1
-513
-100% -$15.4K
IYZ icon
4981
PUT
iShares US Telecommunications ETF
IYZ
$1.26B
-12,000
Closed -$352K
JDST icon
4982
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$20.1M
0
JNK icon
4983
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
-70,894
Closed -$8.32M
JOE icon
4984
CALL
St. Joe Company
JOE
$3.83B
-15,000
Closed -$276K
JOE icon
4985
St. Joe Company
JOE
$3.83B
-2,341
Closed -$43K
JOE icon
4986
PUT
St. Joe Company
JOE
$3.83B
-2,400
Closed -$43K
JPXN
4987
iShares JPX-Nikkei 400 ETF
JPXN
$140M
$0 ﹤0.01%
1
JXI icon
4988
iShares Global Utilities ETF
JXI
$311M
$0 ﹤0.01%
1
K
4989
DELISTED
Kellanova
K
-16,598
Closed -$1.01M
KBA icon
4990
KraneShares Bosera MSCI China A 50 Connect Index ETF
KBA
$150M
$0 ﹤0.01%
1
KBE icon
4991
CALL
State Street SPDR S&P Bank ETF
KBE
$1.66B
-37,100
Closed -$1.24M
KBWB icon
4992
Invesco KBW Bank ETF
KBWB
$6.87B
$0 ﹤0.01%
1
KBWP icon
4993
Invesco KBW Property & Casualty Insurance ETF
KBWP
$274M
$0 ﹤0.01%
1
FDIQ
4994
Invesco Bloomberg Financial Data Providers ETF
FDIQ
$50.6M
$0 ﹤0.01%
1
KBWY icon
4995
Invesco KBW Premium Yield Equity REIT ETF
KBWY
$310M
$0 ﹤0.01%
1
KCE icon
4996
State Street SPDR S&P Capital Markets ETF
KCE
$466M
$0 ﹤0.01%
1
KDP icon
4997
PUT
Keurig Dr Pepper
KDP
$40.8B
-4,700
Closed -$337K
KEX icon
4998
CALL
Kirby Corp
KEX
$6.93B
-400
Closed -$32K
KEX icon
4999
PUT
Kirby Corp
KEX
$6.93B
-1,400
Closed -$113K
KEY icon
5000
KeyCorp
KEY
$24.4B
-120,624
Closed -$1.66M

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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.