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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 | |
|---|---|---|---|---|---|---|
1051
CALL
BlackBerry
BB
$5.15B
| $1.82M | ﹤0.01% |
203,700
-7,700
| -4% | -$78.2K |
|
1052
CALL
Sibanye-Stillwater
SBSW
$7B
| $1.8M | ﹤0.01% |
224,465
-928
| -0.4% | -$8.54K |
|
1053
CALL
CNX Resources
CNX
$5.2B
| $1.8M | ﹤0.01% |
77,640
-168,720
| -68% | -$4.3M |
|
1054
PUT
GameStop
GME
$8.63B
| $1.79M | ﹤0.01% |
188,800
+93,600
| +98% | +$880K |
|
1055
Westlake Corp
WLK
$9.93B
| $1.79M | ﹤0.01% |
24,841
+23,394
| +1,617% | +$1.5M |
|
1056
Lumen
LUMN
$6.09B
| $1.77M | ﹤0.01% |
51,338
+12,768
| +33% | +$477K |
|
1057
CALL
J.M. Smucker
SJM
$12.7B
| $1.77M | ﹤0.01% |
15,300
+9,400
| +159% | +$1.03M |
|
|
APOL
1058
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $1.77M | ﹤0.01% |
93,500
-62,000
| -40% | -$1.64M |
|
|
DGI
1059
PUT
DELISTED
DigitalGlobe Inc.
DGI
| $1.77M | ﹤0.01% |
51,800
+39,100
| +308% | +$1.22M |
|
1060
CALL
Humana
HUM
$44.1B
| $1.76M | ﹤0.01% |
9,900
-26,700
| -73% | -$4.23M |
|
1061
PUT
Polaris
PII
$3.99B
| $1.76M | ﹤0.01% |
12,500
-53,500
| -81% | -$7.88M |
|
1062
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $1.76M | ﹤0.01% |
9,300
-19,800
| -68% | -$3.75M |
|
1063
PUT
Altria Group
MO
$113B
| $1.75M | ﹤0.01% |
35,100
-224,000
| -86% | -$11.9M |
|
1064
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $1.75M | ﹤0.01% |
42,954
+6,954
| +19% | +$275K |
|
|
CRC
1065
CALL
DELISTED
California Resources Corporation
CRC
| $1.74M | ﹤0.01% |
22,892
-3,028
| -12% | -$185K |
|
1066
PUT
Sherwin-Williams
SHW
$88.2B
| $1.74M | ﹤0.01% |
18,300
-138,000
| -88% | -$12.9M |
|
|
GREK
1067
Global X MSCI Greece ETF
GREK
$314M
| $1.73M | ﹤0.01% |
+52,410
| New | +$1.91M |
|
1068
CALL
Southwest Airlines
LUV
$23B
| $1.73M | ﹤0.01% |
39,100
-72,300
| -65% | -$3.16M |
|
|
RDS.A
1069
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.73M | ﹤0.01% |
+31,048
| New | +$1.84M |
|
|
JCP
1070
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.72M | ﹤0.01% |
204,300
-338,400
| -62% | -$2.63M |
|
1071
CALL
Viavi Solutions
VIAV
$10B
| $1.72M | ﹤0.01% |
230,298
+226,782
| +6,450% | +$1.72M |
|
|
NAV
1072
PUT
DELISTED
Navistar International
NAV
| $1.71M | ﹤0.01% |
58,000
-148,800
| -72% | -$4.46M |
|
|
FLG
1073
CALL
Flagstar Bank National Association
FLG
$5.9B
| $1.71M | ﹤0.01% |
34,033
+31,500
| +1,244% | +$1.53M |
|
1074
CALL
ProShares UltraShort S&P500
SDS
$394M
| $1.71M | ﹤0.01% |
+800
| New | +$1.73M |
|
1075
PUT
Conagra Brands
CAG
$7.11B
| $1.69M | ﹤0.01% |
59,496
+50,115
| +534% | +$1.38M |
|
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.