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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 | |
|---|---|---|---|---|---|---|
601
CALL
The Mosaic Company
MOS
$7.44B
| $6.8M | 0.02% |
147,700
-248,600
| -63% | -$12.1M |
|
|
GOLD
602
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $6.79M | 0.02% |
98,750
-151,603
| -61% | -$11.4M |
|
603
PUT
CSX Corp
CSX
$94.7B
| $6.78M | 0.02% |
614,100
-363,900
| -37% | -$4.18M |
|
604
PUT
Macerich
MAC
$7.2B
| $6.77M | 0.02% |
+80,300
| New | +$7.02M |
|
|
STI
605
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $6.77M | 0.02% |
164,700
+119,700
| +266% | +$4.85M |
|
606
Nike
NKE
$63B
| $6.77M | 0.02% |
134,878
+72,816
| +117% | +$3.48M |
|
|
ESRX
607
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $6.76M | 0.02% |
78,000
-109,200
| -58% | -$9.16M |
|
608
CALL
Cummins
CMI
$89.7B
| $6.7M | 0.02% |
48,300
-17,900
| -27% | -$2.52M |
|
609
Goodyear
GT
$1.99B
| $6.61M | 0.02% |
244,085
+96,022
| +65% | +$2.51M |
|
610
Advanced Micro Devices
AMD
$786B
| $6.61M | 0.02% |
2,464,594
-428,357
| -15% | -$1.2M |
|
611
CALL
Tyson Foods
TSN
$20.5B
| $6.6M | 0.02% |
172,400
+147,900
| +604% | +$5.92M |
|
612
PUT
lululemon athletica
LULU
$14B
| $6.58M | 0.02% |
102,900
+10,500
| +11% | +$673K |
|
|
CLR
613
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $6.58M | 0.02% |
150,600
+136,200
| +946% | +$5.79M |
|
614
CALL
Visa
V
$688B
| $6.54M | 0.02% |
100,000
-116,400
| -54% | -$7.7M |
|
|
MJN
615
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $6.53M | 0.02% |
65,000
+63,900
| +5,809% | +$6.44M |
|
616
Starbucks
SBUX
$121B
| $6.51M | 0.02% |
137,396
+94,146
| +218% | +$4.23M |
|
|
DFS
617
PUT
DELISTED
Discover Financial Services
DFS
| $6.46M | 0.02% |
114,700
+55,000
| +92% | +$3.26M |
|
618
CALL
Exelon
EXC
$47.1B
| $6.45M | 0.02% |
269,184
+115,525
| +75% | +$2.86M |
|
619
CALL
Groupon
GRPN
$1.04B
| $6.42M | 0.02% |
44,560
+7,925
| +22% | +$1.21M |
|
|
XEC
620
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $6.4M | 0.02% |
55,600
+53,400
| +2,427% | +$5.73M |
|
|
SAVE
621
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $6.37M | 0.02% |
82,300
+72,800
| +766% | +$5.59M |
|
622
PUT
Netflix
NFLX
$309B
| $6.34M | 0.02% |
1,064,000
-819,000
| -43% | -$4.97M |
|
|
CELG
623
PUT
DELISTED
Celgene Corp
CELG
| $6.34M | 0.02% |
55,000
-126,000
| -70% | -$15.1M |
|
624
PUT
Devon Energy
DVN
$48.5B
| $6.32M | 0.01% |
104,800
-111,100
| -51% | -$6.77M |
|
|
625
Ford
F
$56.3B
| $6.3M | 0.01% |
390,571
-2,680,583
| -87% | -$42.3M |
|
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HF
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.