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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 | |
|---|---|---|---|---|---|---|
51
CALL
Target
TGT
$65.6B
| $114M | 0.27% |
1,386,100
-239,300
| -15% | -$18.5M |
|
52
CALL
Pfizer
PFE
$143B
| $112M | 0.27% |
3,397,569
+1,787,795
| +111% | +$56.8M |
|
53
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $109M | 0.26% |
611,100
+591,500
| +3,018% | +$105M |
|
54
CALL
Alibaba
BABA
$293B
| $108M | 0.25% |
1,292,300
+623,000
| +93% | +$56.2M |
|
55
PUT
Delta Air Lines
DAL
$57.5B
| $107M | 0.25% |
2,378,000
-455,100
| -16% | -$21.1M |
|
56
CALL
Monster Beverage
MNST
$94.3B
| $107M | 0.25% |
4,621,200
-103,200
| -2% | -$2.16M |
|
57
PUT
Caterpillar
CAT
$375B
| $106M | 0.25% |
1,321,000
+483,400
| +58% | +$40.2M |
|
58
PUT
Procter & Gamble
PG
$336B
| $105M | 0.25% |
1,282,400
-95,500
| -7% | -$8.21M |
|
59
PUT
AT&T
T
$159B
| $104M | 0.25% |
4,221,442
+2,953,182
| +233% | +$75.1M |
|
60
CALL
Occidental Petroleum
OXY
$56.8B
| $101M | 0.24% |
1,388,861
+636,282
| +85% | +$49.2M |
|
61
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $100M | 0.24% |
7,690,000
-14,705,000
| -66% | -$201M |
|
62
PUT
Qualcomm
QCOM
$155B
| $98.2M | 0.23% |
1,416,000
-1,470,500
| -51% | -$104M |
|
63
PUT
Bank of America
BAC
$435B
| $94.8M | 0.22% |
6,158,700
+2,931,600
| +91% | +$47.1M |
|
|
EMC
64
PUT
DELISTED
EMC CORPORATION
EMC
| $94.7M | 0.22% |
3,706,900
+2,961,200
| +397% | +$81.6M |
|
65
PUT
American Airlines Group
AAL
$10.1B
| $94.7M | 0.22% |
1,794,800
+627,900
| +54% | +$31.9M |
|
66
CALL
United States Oil Fund
USO
$2.15B
| $93.8M | 0.22% |
696,625
+532,112
| +323% | +$76.6M |
|
67
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
| $92.9M | 0.22% |
1,838,400
-798,200
| -30% | -$38.8M |
|
68
PUT
ExxonMobil
XOM
$644B
| $91M | 0.22% |
1,070,900
-376,600
| -26% | -$33.4M |
|
69
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $90.4M | 0.21% |
692,100
+337,900
| +95% | +$44.1M |
|
|
70
CALL
AT&T
T
$159B
| $90M | 0.21% |
3,648,282
+379,194
| +12% | +$9.64M |
|
|
71
Apple
AAPL
$4.54T
| $89.4M | 0.21% |
2,875,364
-6,687,104
| -70% | -$202M |
|
72
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $89M | 0.21% |
2,294,000
-1,543,400
| -40% | -$59.8M |
|
73
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $87.9M | 0.21% |
831,200
+761,200
| +1,087% | +$84.2M |
|
|
74
PUT
Ford
F
$58.5B
| $85.5M | 0.2% |
5,296,400
-3,031,900
| -36% | -$47.8M |
|
|
SLXP
75
CALL
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $85.5M | 0.2% |
+494,600
| New | +$72.6M |
|
Similar funds
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.