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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 | |
|---|---|---|---|---|---|---|
926
CALL
Community Health Systems
CYH
$415M
| $2.73M | 0.01% |
63,283
+61,105
| +2,806% | +$2.53M |
|
927
Dillards
DDS
$9.7B
| $2.73M | 0.01% |
19,971
+4,673
| +31% | +$583K |
|
928
PUT
iShares MSCI Canada ETF
EWC
$6.25B
| $2.71M | 0.01% |
99,700
+99,100
| +16,517% | +$2.72M |
|
929
PUT
Agnico Eagle Mines
AEM
$84.7B
| $2.69M | 0.01% |
96,400
-144,700
| -60% | -$4.45M |
|
|
NSR
930
PUT
DELISTED
Neustar Inc
NSR
| $2.68M | 0.01% |
108,700
+59,100
| +119% | +$1.49M |
|
931
Blackstone
BX
$107B
| $2.67M | 0.01% |
+70,015
| New | +$2.53M |
|
932
NOV
NOV
$7.16B
| $2.66M | 0.01% |
53,190
+18,050
| +51% | +$979K |
|
933
CALL
Tapestry
TPR
$32.4B
| $2.65M | 0.01% |
63,900
-304,400
| -83% | -$12.1M |
|
|
QEP
934
DELISTED
QEP RESOURCES, INC.
QEP
| $2.65M | 0.01% |
126,850
+2,178
| +2% | +$45.5K |
|
935
PUT
TSMC
TSM
$2.18T
| $2.64M | 0.01% |
112,600
-80,400
| -42% | -$1.89M |
|
936
Abbott
ABT
$185B
| $2.62M | 0.01% |
56,446
+36,214
| +179% | +$1.66M |
|
937
MasTec
MTZ
$21.1B
| $2.6M | 0.01% |
134,903
+126,461
| +1,498% | +$2.53M |
|
|
NE
938
CALL
DELISTED
Noble Corporation
NE
| $2.58M | 0.01% |
180,900
-19,900
| -10% | -$323K |
|
939
Intuit
INTU
$87.2B
| $2.57M | 0.01% |
26,532
+433
| +2% | +$40.2K |
|
|
DO
940
DELISTED
Diamond Offshore Drilling
DO
| $2.56M | 0.01% |
95,675
+93,393
| +4,093% | +$2.91M |
|
|
OIL
941
CALL
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $2.56M | 0.01% |
+254,300
| New | +$2.76M |
|
|
OIL
942
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $2.55M | 0.01% |
+254,000
| New | +$2.76M |
|
943
PUT
Advance Auto Parts
AAP
$3.52B
| $2.54M | 0.01% |
17,000
-4,400
| -21% | -$678K |
|
944
CALL
InterDigital
IDCC
$8.6B
| $2.54M | 0.01% |
+50,000
| New | +$2.59M |
|
|
CTXS
945
DELISTED
Citrix Systems Inc
CTXS
| $2.52M | 0.01% |
49,647
+25,394
| +105% | +$1.25M |
|
946
PUT
iShares MSCI Germany ETF
EWG
$1.61B
| $2.52M | 0.01% |
84,500
+57,300
| +211% | +$1.65M |
|
947
PUT
Steel Dynamics
STLD
$37.9B
| $2.51M | 0.01% |
125,000
+70,900
| +131% | +$1.32M |
|
948
CALL
Illinois Tool Works
ITW
$85B
| $2.51M | 0.01% |
25,800
| – | – |
|
|
BEAV
949
PUT
DELISTED
B/E Aerospace Inc
BEAV
| $2.5M | 0.01% |
39,300
-42,200
| -52% | -$2.59M |
|
950
PUT
Agilent Technologies
A
$39.5B
| $2.49M | 0.01% |
60,000
-8,600
| -13% | -$348K |
|
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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.