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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
801
PUT
Aptiv
APTV
$9.76B
| $4.08M | 0.01% |
51,100
+38,000
| +290% | +$2.86M |
|
802
CALL
iShares MSCI Thailand ETF
THD
$367M
| $4.06M | 0.01% |
+51,200
| New | +$4.1M |
|
|
RTN
803
CALL
DELISTED
Raytheon Company
RTN
| $4.04M | 0.01% |
37,000
-14,700
| -28% | -$1.58M |
|
|
DO
804
PUT
DELISTED
Diamond Offshore Drilling
DO
| $4.04M | 0.01% |
150,700
-42,200
| -22% | -$1.31M |
|
805
PUT
ArcelorMittal
MT
$56.8B
| $4.03M | 0.01% |
187,179
+178,476
| +2,051% | +$4.19M |
|
806
CALL
Advance Auto Parts
AAP
$3.59B
| $4.01M | 0.01% |
26,800
+22,200
| +483% | +$3.42M |
|
|
BMS
807
CALL
DELISTED
Bemis
BMS
| $4.01M | 0.01% |
86,600
-5,400
| -6% | -$251K |
|
|
JWN
808
PUT
DELISTED
Nordstrom
JWN
| $3.97M | 0.01% |
49,400
+4,900
| +11% | +$388K |
|
|
CTRA
809
CALL
DELISTED
Coterra Energy
CTRA
| $3.96M | 0.01% |
134,100
-20,900
| -13% | -$592K |
|
810
CALL
Fluor
FLR
$7.2B
| $3.95M | 0.01% |
69,100
+3,200
| +5% | +$182K |
|
811
BlackBerry
BB
$5.12B
| $3.93M | 0.01% |
440,422
-100,015
| -19% | -$1.02M |
|
812
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.91B
| $3.92M | 0.01% |
+33,333
| New | +$3.91M |
|
813
PUT
Banco Bradesco
BBD
$37.9B
| $3.92M | 0.01% |
897,969
-367,351
| -29% | -$1.8M |
|
814
Zillow
ZG
$8.44B
| $3.92M | 0.01% |
117,261
+91,686
| +358% | +$3.24M |
|
815
PUT
Carnival Corporation Ltd
CCL
$40.6B
| $3.92M | 0.01% |
81,900
-243,200
| -75% | -$10.9M |
|
816
PUT
iShares MSCI France ETF
EWQ
$342M
| $3.9M | 0.01% |
150,000
-50,000
| -25% | -$1.28M |
|
817
PUT
LyondellBasell Industries
LYB
$19.1B
| $3.89M | 0.01% |
44,300
-497,700
| -92% | -$41.9M |
|
818
Host Hotels & Resorts
HST
$17.2B
| $3.87M | 0.01% |
191,857
+144,677
| +307% | +$3.23M |
|
819
PUT
Diamondback Energy
FANG
$52.1B
| $3.87M | 0.01% |
50,300
+44,300
| +738% | +$3.07M |
|
|
CB
820
CALL
DELISTED
CHUBB CORPORATION
CB
| $3.84M | 0.01% |
38,000
+30,500
| +407% | +$3.09M |
|
821
CALL
McKesson
MCK
$103B
| $3.82M | 0.01% |
+16,900
| New | +$3.75M |
|
|
MXIM
822
PUT
DELISTED
Maxim Integrated Products
MXIM
| $3.82M | 0.01% |
109,700
+38,400
| +54% | +$1.31M |
|
823
PUT
Melco Resorts & Entertainment
MLCO
$2.19B
| $3.81M | 0.01% |
177,600
-152,900
| -46% | -$3.66M |
|
|
FL
824
CALL
DELISTED
Foot Locker
FL
| $3.81M | 0.01% |
60,400
+54,600
| +941% | +$3.1M |
|
825
PUT
Outfront Media
OUT
$5.64B
| $3.79M | 0.01% |
128,521
+127,810
| +17,976% | +$3.63M |
|
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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.