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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 | |
|---|---|---|---|---|---|---|
951
PUT
Waste Management
WM
$90.6B
| $2.48M | 0.01% |
45,800
-14,700
| -24% | -$782K |
|
952
PUT
Pilgrim's Pride
PPC
$6.41B
| $2.48M | 0.01% |
109,800
+101,200
| +1,177% | +$2.88M |
|
953
Eldorado Gold
EGO
$9.47B
| $2.47M | 0.01% |
107,813
+95,033
| +744% | +$2.6M |
|
954
lululemon athletica
LULU
$14.2B
| $2.46M | 0.01% |
+38,417
| New | +$2.46M |
|
|
CST
955
CALL
DELISTED
CST Brands, Inc.
CST
| $2.46M | 0.01% |
56,000
+45,200
| +419% | +$1.96M |
|
956
CALL
Advanced Micro Devices
AMD
$807B
| $2.45M | 0.01% |
915,000
-1,184,900
| -56% | -$3.33M |
|
957
Valero Energy
VLO
$86.7B
| $2.45M | 0.01% |
38,497
-51,011
| -57% | -$2.85M |
|
|
GRA
958
DELISTED
W.R. Grace & Co.
GRA
| $2.44M | 0.01% |
24,679
-44,445
| -64% | -$4.24M |
|
|
KSU
959
PUT
DELISTED
Kansas City Southern
KSU
| $2.44M | 0.01% |
23,900
+19,500
| +443% | +$2.21M |
|
960
PUT
Cleveland-Cliffs
CLF
$7.14B
| $2.42M | 0.01% |
502,900
-222,700
| -31% | -$1.43M |
|
961
PUT
Automatic Data Processing
ADP
$108B
| $2.42M | 0.01% |
28,200
+15,100
| +115% | +$1.3M |
|
962
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$680B
| $2.41M | 0.01% |
22,500
+5,300
| +31% | +$566K |
|
|
LL
963
DELISTED
LL Flooring Holdings, Inc.
LL
| $2.41M | 0.01% |
78,330
+77,938
| +19,882% | +$3.99M |
|
964
PUT
Hartford Financial Services
HIG
$39.4B
| $2.41M | 0.01% |
57,600
-18,300
| -24% | -$750K |
|
965
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $2.4M | 0.01% |
105,424
+105,423
| +10,542,300% | +$2.46M |
|
966
CALL
Kinder Morgan
KMI
$69.4B
| $2.4M | 0.01% |
57,000
-860,400
| -94% | -$35.6M |
|
967
Carnival Corporation Ltd
CCL
$39.9B
| $2.39M | 0.01% |
49,976
+35,388
| +243% | +$1.59M |
|
|
RAX
968
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $2.39M | 0.01% |
46,300
-135,200
| -74% | -$6.64M |
|
969
NXP Semiconductors
NXPI
$59.4B
| $2.33M | 0.01% |
23,264
+21,066
| +958% | +$1.86M |
|
970
CALL
TJX Companies
TJX
$177B
| $2.33M | 0.01% |
66,600
+34,000
| +104% | +$1.16M |
|
971
PUT
Western Union
WU
$2.22B
| $2.33M | 0.01% |
111,800
+57,600
| +106% | +$1.07M |
|
|
BOBE
972
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
| $2.31M | 0.01% |
50,000
+39,300
| +367% | +$2.09M |
|
973
CALL
GSK
GSK
$104B
| $2.31M | 0.01% |
40,000
+31,920
| +395% | +$1.83M |
|
974
PUT
Kohl's
KSS
$2.16B
| $2.31M | 0.01% |
29,500
-268,700
| -90% | -$18.3M |
|
975
CALL
W&T Offshore
WTI
$498M
| $2.3M | 0.01% |
450,000
+400,000
| +800% | +$2.32M |
|
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.