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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 | |
|---|---|---|---|---|---|---|
76
CALL
Citigroup
C
$222B
| $85.2M | 0.2% |
1,653,300
-54,200
| -3% | -$2.76M |
|
77
PUT
SPDR Gold Trust
GLD
$131B
| $85.1M | 0.2% |
748,900
+327,700
| +78% | +$38.3M |
|
78
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $85M | 0.2% |
650,600
+18,800
| +3% | +$2.45M |
|
79
PUT
General Motors
GM
$80.4B
| $84M | 0.2% |
2,240,500
+39,400
| +2% | +$1.43M |
|
80
Amazon
AMZN
$2.92T
| $82.1M | 0.19% |
4,411,100
+1,947,180
| +79% | +$34.2M |
|
81
PUT
GE Aerospace
GE
$374B
| $82M | 0.19% |
689,649
-7,282
| -1% | -$867K |
|
|
GMCR
82
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $81.4M | 0.19% |
728,600
+440,200
| +153% | +$55M |
|
83
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $80.2M | 0.19% |
388,300
+120,275
| +45% | +$23.3M |
|
84
PUT
Texas Instruments
TXN
$252B
| $79.7M | 0.19% |
1,394,200
-738,600
| -35% | -$41.5M |
|
85
CALL
Wells Fargo
WFC
$261B
| $79.1M | 0.19% |
1,454,500
-1,078,200
| -43% | -$58.3M |
|
|
86
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $78.8M | 0.19% |
381,400
+69,425
| +22% | +$13.5M |
|
|
87
CALL
Amazon
AMZN
$2.92T
| $78.4M | 0.19% |
4,216,000
-11,714,000
| -74% | -$206M |
|
88
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| $77.3M | 0.18% |
4,238,000
+3,509,500
| +482% | +$71.6M |
|
89
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $76.6M | 0.18% |
965,400
+848,900
| +729% | +$67.9M |
|
90
PUT
Pfizer
PFE
$143B
| $76.1M | 0.18% |
2,305,941
-1,618,206
| -41% | -$51.4M |
|
|
TWTR
91
PUT
DELISTED
Twitter, Inc.
TWTR
| $75.3M | 0.18% |
1,504,000
-78,400
| -5% | -$3.48M |
|
92
PUT
Comcast
CMCSA
$85B
| $74.5M | 0.18% |
2,638,800
-939,800
| -26% | -$27M |
|
93
PUT
Johnson & Johnson
JNJ
$618B
| $73M | 0.17% |
725,400
+498,500
| +220% | +$50.7M |
|
94
PUT
Merck
MRK
$322B
| $72.8M | 0.17% |
1,327,187
+16,873
| +1% | +$955K |
|
|
95
PUT
VanEck Gold Miners ETF
GDX
$22.7B
| $72.5M | 0.17% |
3,975,500
-84,400
| -2% | -$1.72M |
|
|
96
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $72M | 0.17% |
2,778,325
+2,760,525
| +15,509% | +$69.5M |
|
97
PUT
Alcoa
AA
$11.9B
| $71.6M | 0.17% |
2,305,119
+1,471,161
| +176% | +$52.8M |
|
98
PUT
PepsiCo
PEP
$190B
| $70.9M | 0.17% |
741,600
+409,300
| +123% | +$39.6M |
|
99
CALL
Caterpillar
CAT
$375B
| $69.5M | 0.16% |
868,400
+638,700
| +278% | +$53.1M |
|
100
PUT
Yum! Brands
YUM
$41.8B
| $67.8M | 0.16% |
1,198,625
-1,384,601
| -54% | -$75.6M |
|
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.