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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

Top Buys

Rank Stock Value
1
UUP icon
Invesco DB US Dollar Index Bullish Fund
UUP
+$69.5M
2
DIS icon
Walt Disney
DIS
+$52.8M
3
MS icon
Morgan Stanley
MS
+$49M
4
UPS icon
United Parcel Service
UPS
+$47.2M
5
EBAY icon
eBay
EBAY
+$45.4M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$202M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$144M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$53.3M
4
F icon
Ford
F
+$42.3M
5
BKNG icon
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
RINF icon
5301
ProShares Inflation Expectations ETF
RINF
$18.3M
$0 ﹤0.01%
1
– –
RING icon
5302
iShares MSCI Global Gold Miners ETF
RING
$2.56B
$0 ﹤0.01%
1
– –
RLY icon
5303
State Street Multi-Asset Real Return ETF
RLY
$1.28B
$0 ﹤0.01%
1
– –
RMBS icon
5304
CALL
Rambus
RMBS
$11B
– –
-100
Closed -$1K
RMBS icon
5305
Rambus
RMBS
$11B
– –
-2,480
Closed -$28K
RMBS icon
5306
PUT
Rambus
RMBS
$11B
– –
-2,800
Closed -$31K
RMD icon
5307
CALL
ResMed
RMD
$30.7B
– –
-68,800
Closed -$3.86M
RMD icon
5308
PUT
ResMed
RMD
$30.7B
– –
-53,800
Closed -$3.02M
RNR icon
5309
RenaissanceRe
RNR
$13.4B
– –
-2,627
Closed -$263K
ROBO icon
5310
ROBO Global Robotics & Automation Index ETF
ROBO
$2.1B
$0 ﹤0.01%
1
– –
ROM icon
5311
ProShares Ultra Technology
ROM
$1.29B
$0 ﹤0.01%
32
– –
RPG icon
5312
Invesco S&P 500 Pure Growth ETF
RPG
$2.09B
$0 ﹤0.01%
5
– –
RPV icon
5313
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
$0 ﹤0.01%
1
– –
RRC icon
5314
CALL
Range Resources
RRC
$8.95B
– –
-439,000
Closed -$23.5M
RRGB icon
5315
PUT
Red Robin
RRGB
$152M
– –
-10,600
Closed -$815K
RSP icon
5316
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
– –
-4,300
Closed -$344K
RSP icon
5317
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
$0 ﹤0.01%
1
-6,980
-100% -$561K
RSP icon
5318
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
– –
-1,300
Closed -$104K
RSPD icon
5319
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$337M
$0 ﹤0.01%
3
– –
RSPG icon
5320
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$546M
$0 ﹤0.01%
1
– –
RSPF icon
5321
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$310M
$0 ﹤0.01%
1
– –
RSPH icon
5322
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$784M
$0 ﹤0.01%
10
– –
RSPM icon
5323
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$194M
$0 ﹤0.01%
5
– –
RSPN icon
5324
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.14B
$0 ﹤0.01%
5
– –
RSPS icon
5325
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$257M
$0 ﹤0.01%
5
– –
211 212
213
214 215

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HF
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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.