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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
SPMD icon
5451
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.6B
$0 ﹤0.01%
3
– –
SPOK icon
5452
CALL
Spok Holdings
SPOK
$236M
– –
-1,000
Closed -$17K
SPSB icon
5453
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$0 ﹤0.01%
1
– –
SPSM icon
5454
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.3B
$0 ﹤0.01%
3
– –
SPTI icon
5455
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$0 ﹤0.01%
2
– –
SPTL icon
5456
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$0 ﹤0.01%
2
– –
SPTM icon
5457
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
5458
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
5459
Invesco S&P 500 Value with Momentum ETF
SPVM
$131M
$0 ﹤0.01%
1
– –
SPXL icon
5460
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
$0 ﹤0.01%
4
– –
SPXS icon
5461
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$311M
– –
0
– –
SPXU icon
5462
ProShares UltraPro Short S&P 500
SPXU
$396M
– –
0
– –
SPYG icon
5463
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.1B
$0 ﹤0.01%
4
– –
SPYV icon
5464
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
$0 ﹤0.01%
4
– –
SQQQ icon
5465
ProShares UltraPro Short QQQ
SQQQ
$1.77B
– –
0
– –
SRE icon
5466
Sempra
SRE
$55.1B
– –
-7,164
Closed -$395K
SRLN icon
5467
State Street Blackstone Senior Loan ETF
SRLN
$5.33B
$0 ﹤0.01%
1
– –
SRS icon
5468
ProShares UltraShort Real Estate
SRS
$15.5M
– –
0
– –
SRTY icon
5469
ProShares UltraPro Short Russell2000
SRTY
$74.2M
– –
0
– –
SSL icon
5470
CALL
Sasol
SSL
$7.24B
– –
-900
Closed -$34K
SSO icon
5471
ProShares Ultra S&P500
SSO
$8.26B
$0 ﹤0.01%
16
– –
STIP icon
5472
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$0 ﹤0.01%
1
– –
STM icon
5473
CALL
STMicroelectronics
STM
$47.5B
– –
-2,100
Closed -$16K
STPZ icon
5474
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$516M
$0 ﹤0.01%
1
– –
STZ icon
5475
Constellation Brands
STZ
$22.6B
– –
-16,122
Closed -$1.81M
217 218
219
220 221

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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.