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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
LITB
5026
CALL
LightInTheBox
LITB
$55.6M
-500
Closed -$19K
LITB
5027
LightInTheBox
LITB
$55.6M
-908
Closed -$34K
LITB
5028
PUT
LightInTheBox
LITB
$55.6M
-1,500
Closed -$56K
LLY icon
5029
CALL
Eli Lilly
LLY
$1.06T
-100,000
Closed -$6.9M
LMT icon
5030
PUT
Lockheed Martin
LMT
$136B
-30,600
Closed -$5.89M
LNC icon
5031
Lincoln National
LNC
$8.81B
-43,811
Closed -$2.45M
LNN icon
5032
Lindsay Corp
LNN
$1.18B
-3,691
Closed -$310K
LNN icon
5033
PUT
Lindsay Corp
LNN
$1.18B
-1,800
Closed -$154K
LQDH icon
5034
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$531M
$0 ﹤0.01%
1
LRCX icon
5035
CALL
Lam Research
LRCX
$390B
-34,000
Closed -$270K
LSAK icon
5036
CALL
Lesaka Technologies
LSAK
$420M
-2,000
Closed -$23K
LTC
5037
CALL
LTC Properties
LTC
$2.15B
-400
Closed -$17K
LTPZ icon
5038
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$718M
$0 ﹤0.01%
1
LVS icon
5039
Las Vegas Sands
LVS
$29.6B
-45,703
Closed -$2.55M
LZB icon
5040
CALL
La-Z-Boy
LZB
$1.69B
-3,600
Closed -$97K
LZB icon
5041
La-Z-Boy
LZB
$1.69B
-811
Closed -$22K
LZB icon
5042
PUT
La-Z-Boy
LZB
$1.69B
-3,000
Closed -$81K
MAA icon
5043
CALL
Mid-America Apartment Communities
MAA
$15.7B
-200
Closed -$15K
MANU icon
5044
CALL
Manchester United
MANU
$3.73B
-12,200
Closed -$194K
MATX icon
5045
CALL
Matsons
MATX
$6.18B
-1,000
Closed -$35K
MATX icon
5046
Matsons
MATX
$6.18B
-3,394
Closed -$117K
MATX icon
5047
PUT
Matsons
MATX
$6.18B
-3,600
Closed -$124K
MBB icon
5048
iShares MBS ETF
MBB
$39.1B
$0 ﹤0.01%
1
MCHI icon
5049
iShares MSCI China ETF
MCHI
$6.38B
$0 ﹤0.01%
1
MCHP icon
5050
Microchip Technology
MCHP
$46B
-7,482
Closed -$180K

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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.