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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 | |
|---|---|---|---|---|---|---|
|
MWE
851
CALL
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $3.52M | 0.01% |
53,200
| – | – |
|
|
CY
852
DELISTED
Cypress Semiconductor
CY
| $3.51M | 0.01% |
+248,838
| New | +$3.69M |
|
853
PUT
Colgate-Palmolive
CL
$74.4B
| $3.5M | 0.01% |
50,400
+50,200
| +25,100% | +$3.47M |
|
854
Travelers Companies
TRV
$79.8B
| $3.49M | 0.01% |
32,257
+18,797
| +140% | +$2.01M |
|
|
855
CALL
Travelers Companies
TRV
$79.8B
| $3.48M | 0.01% |
32,200
+21,700
| +207% | +$2.32M |
|
856
PUT
Martin Marietta Materials
MLM
$33.2B
| $3.47M | 0.01% |
24,800
-2,000
| -7% | -$257K |
|
|
AVP
857
DELISTED
Avon Products, Inc.
AVP
| $3.45M | 0.01% |
432,350
+419,042
| +3,149% | +$3.48M |
|
|
SPN
858
CALL
DELISTED
Superior Energy Services, Inc.
SPN
| $3.45M | 0.01% |
15,450
+14,750
| +2,107% | +$3.06M |
|
859
PUT
BlackBerry
BB
$5.12B
| $3.44M | 0.01% |
385,400
-648,300
| -63% | -$6.59M |
|
|
TTM
860
CALL
DELISTED
Tata Motors Limited
TTM
| $3.44M | 0.01% |
76,300
+63,400
| +491% | +$2.99M |
|
861
Home Depot
HD
$352B
| $3.41M | 0.01% |
30,050
-15,893
| -35% | -$1.75M |
|
|
CONN
862
CALL
DELISTED
Conn's Inc.
CONN
| $3.4M | 0.01% |
112,500
+96,300
| +594% | +$2.2M |
|
863
CALL
Healthpeak Properties
DOC
$15B
| $3.4M | 0.01% |
86,413
-160,417
| -65% | -$6.44M |
|
864
PUT
Applied Materials
AMAT
$424B
| $3.39M | 0.01% |
150,400
+10,700
| +8% | +$256K |
|
865
CALL
Lincoln National
LNC
$8.98B
| $3.39M | 0.01% |
59,000
+26,900
| +84% | +$1.5M |
|
866
CALL
Archer Daniels Midland
ADM
$37.4B
| $3.37M | 0.01% |
71,000
+50,900
| +253% | +$2.42M |
|
867
CALL
Electronic Arts
EA
$52.9B
| $3.37M | 0.01% |
57,200
+17,800
| +45% | +$960K |
|
|
AVP
868
CALL
DELISTED
Avon Products, Inc.
AVP
| $3.36M | 0.01% |
420,500
+280,600
| +201% | +$2.33M |
|
|
BEAV
869
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $3.36M | 0.01% |
52,800
+49,400
| +1,453% | +$3.03M |
|
|
AMTD
870
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.36M | 0.01% |
90,100
-1,800,700
| -95% | -$64M |
|
|
SCHW
871
CALL
Charles Schwab
SCHW
$188B
| $3.34M | 0.01% |
109,700
+100,600
| +1,105% | +$2.92M |
|
872
CALL
TripAdvisor
TRIP
$1.63B
| $3.32M | 0.01% |
40,000
-46,500
| -54% | -$3.65M |
|
|
SHLD
873
CALL
DELISTED
Sears Holding Corporation
SHLD
| $3.31M | 0.01% |
80,000
-5,300
| -6% | -$193K |
|
874
PUT
Sinclair Inc
SBGI
$1B
| $3.3M | 0.01% |
105,100
+47,800
| +83% | +$1.3M |
|
875
CALL
D.R. Horton
DHI
$42.4B
| $3.28M | 0.01% |
115,200
-74,100
| -39% | -$1.93M |
|
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.