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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 | |
|---|---|---|---|---|---|---|
|
BNY
626
PUT
Bank of New York Mellon
BNY
$108B
| $6.27M | 0.01% |
155,800
-500
| -0.3% | -$19.5K |
|
627
CALL
Petrobras
PBR
$118B
| $6.26M | 0.01% |
1,042,300
+173,100
| +20% | +$1.1M |
|
628
CALL
Honeywell
HON
$78.6B
| $6.26M | 0.01% |
66,774
+14,691
| +28% | +$1.34M |
|
|
BHI
629
CALL
DELISTED
Baker Hughes
BHI
| $6.26M | 0.01% |
98,400
-50,900
| -34% | -$3.07M |
|
630
PUT
Fluor
FLR
$7.04B
| $6.24M | 0.01% |
109,100
+4,500
| +4% | +$256K |
|
|
SWC
631
PUT
DELISTED
Stillwater Mining Co
SWC
| $6.23M | 0.01% |
482,400
-7,200
| -1% | -$99.7K |
|
|
CMA
632
PUT
DELISTED
Comerica
CMA
| $6.23M | 0.01% |
138,000
+114,700
| +492% | +$5.12M |
|
|
GAP
633
CALL
The Gap Inc
GAP
$7.4B
| $6.22M | 0.01% |
143,500
+1,700
| +1% | +$70.9K |
|
|
JCP
634
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $6.21M | 0.01% |
738,500
-70,100
| -9% | -$546K |
|
635
CALL
TC Energy
TRP
$66.5B
| $6.2M | 0.01% |
145,100
+139,300
| +2,402% | +$6.22M |
|
|
AMTD
636
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $6.18M | 0.01% |
165,900
-1,121,200
| -87% | -$39.9M |
|
|
CHK
637
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $6.11M | 0.01% |
2,158
-2,571
| -54% | -$9.07M |
|
|
WFT
638
PUT
DELISTED
Weatherford International plc
WFT
| $6.04M | 0.01% |
491,100
-124,400
| -20% | -$1.45M |
|
639
CALL
Whirlpool
WHR
$2.93B
| $5.98M | 0.01% |
29,600
+20,600
| +229% | +$4.18M |
|
|
LL
640
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $5.97M | 0.01% |
194,100
+189,400
| +4,030% | +$9.69M |
|
641
PUT
Viatris
VTRS
$20.6B
| $5.93M | 0.01% |
+100,000
| New | +$5.7M |
|
642
Marvell Technology
MRVL
$189B
| $5.93M | 0.01% |
403,110
+210,358
| +109% | +$3.33M |
|
643
PUT
JetBlue
JBLU
$2.4B
| $5.89M | 0.01% |
305,700
+163,500
| +115% | +$2.78M |
|
|
HES
644
CALL
DELISTED
Hess
HES
| $5.87M | 0.01% |
86,400
+60,100
| +229% | +$4.29M |
|
|
AET
645
DELISTED
Aetna Inc
AET
| $5.86M | 0.01% |
55,032
-17,987
| -25% | -$1.76M |
|
646
Accenture
ACN
$104B
| $5.85M | 0.01% |
62,480
+40,824
| +189% | +$3.64M |
|
647
CALL
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
| $5.84M | 0.01% |
+200,000
| New | +$5.82M |
|
648
CALL
SLB Ltd
SLB
$74.1B
| $5.8M | 0.01% |
69,500
-163,900
| -70% | -$13.6M |
|
649
PUT
NextEra Energy
NEE
$179B
| $5.79M | 0.01% |
222,400
+108,800
| +96% | +$2.87M |
|
650
CALL
Kroger
KR
$34.7B
| $5.76M | 0.01% |
150,400
+51,400
| +52% | +$1.83M |
|
Similar funds
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.