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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 | |
|---|---|---|---|---|---|---|
1151
CALL
Hershey
HSY
$36.8B
| $1.42M | ﹤0.01% |
14,100
-7,200
| -34% | -$751K |
|
1152
CALL
Nu Skin
NUS
$252M
| $1.42M | ﹤0.01% |
23,600
-15,300
| -39% | -$779K |
|
|
K
1153
PUT
DELISTED
Kellanova
K
| $1.42M | ﹤0.01% |
22,898
+18,744
| +451% | +$1.15M |
|
1154
CALL
Northrop Grumman
NOC
$80.7B
| $1.42M | ﹤0.01% |
8,800
+3,900
| +80% | +$623K |
|
1155
J.M. Smucker
SJM
$12.7B
| $1.41M | ﹤0.01% |
12,181
+8,872
| +268% | +$972K |
|
|
PRE
1156
CALL
DELISTED
PARTNERRE LTD
PRE
| $1.41M | ﹤0.01% |
12,300
+3,100
| +34% | +$356K |
|
1157
CALL
National Fuel Gas
NFG
$7.66B
| $1.39M | ﹤0.01% |
23,100
+21,700
| +1,550% | +$1.39M |
|
1158
PUT
Skyworks Solutions
SWKS
$10.1B
| $1.39M | ﹤0.01% |
14,200
-39,900
| -74% | -$3.41M |
|
1159
PUT
Oil States International
OIS
$501M
| $1.39M | ﹤0.01% |
34,900
+29,200
| +512% | +$1.24M |
|
1160
CALL
Check Point Software Technologies
CHKP
$12.8B
| $1.39M | ﹤0.01% |
16,900
-6,300
| -27% | -$509K |
|
1161
PUT
Cintas
CTAS
$80.9B
| $1.38M | ﹤0.01% |
67,600
-25,200
| -27% | -$511K |
|
1162
PUT
Northern Trust
NTRS
$33.7B
| $1.38M | ﹤0.01% |
19,800
+16,000
| +421% | +$1.09M |
|
|
1163
CALL
Cintas
CTAS
$80.9B
| $1.37M | ﹤0.01% |
67,200
+9,600
| +17% | +$195K |
|
1164
PUT
General Dynamics
GD
$105B
| $1.37M | ﹤0.01% |
10,100
-5,900
| -37% | -$809K |
|
1165
PUT
Leggett & Platt
LEG
$1.31B
| $1.37M | ﹤0.01% |
29,700
+16,600
| +127% | +$740K |
|
|
TPH
1166
CALL
DELISTED
Tri Pointe Homes
TPH
| $1.36M | ﹤0.01% |
88,100
+68,700
| +354% | +$1.03M |
|
1167
PUT
Restaurant Brands International
QSR
$25.3B
| $1.36M | ﹤0.01% |
35,346
-185,869
| -84% | -$7.41M |
|
1168
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $1.35M | ﹤0.01% |
+11,100
| New | +$1.35M |
|
|
DO
1169
CALL
DELISTED
Diamond Offshore Drilling
DO
| $1.35M | ﹤0.01% |
50,400
-215,600
| -81% | -$6.72M |
|
1170
Herbalife
HLF
$1.19B
| $1.35M | ﹤0.01% |
63,142
+61,680
| +4,219% | +$1.05M |
|
|
JKS
1171
CALL
JinkoSolar
JKS
$847M
| $1.35M | ﹤0.01% |
52,600
+36,100
| +219% | +$767K |
|
1172
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.77B
| $1.34M | ﹤0.01% |
+5
| New | +$1.4M |
|
1173
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
| $1.33M | ﹤0.01% |
+34,400
| New | +$1.3M |
|
1174
CALL
Dana Inc
DAN
$2.94B
| $1.33M | ﹤0.01% |
63,000
+49,300
| +360% | +$1.06M |
|
|
CHL
1175
CALL
DELISTED
China Mobile Limited
CHL
| $1.33M | ﹤0.01% |
+20,500
| New | +$1.34M |
|
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.