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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 | |
|---|---|---|---|---|---|---|
101
CALL
American Airlines Group
AAL
$10.1B
| $66.4M | 0.16% |
1,257,700
+357,300
| +40% | +$18.1M |
|
102
CALL
Invesco QQQ Trust
QQQ
$453B
| $65.3M | 0.15% |
618,700
-699,900
| -53% | -$73.5M |
|
|
APC
103
PUT
DELISTED
Anadarko Petroleum
APC
| $64.4M | 0.15% |
777,300
+585,200
| +305% | +$47.9M |
|
|
XLNX
104
PUT
DELISTED
Xilinx Inc
XLNX
| $63.9M | 0.15% |
1,510,800
-99,900
| -6% | -$4.1M |
|
105
PUT
Electronic Arts
EA
$53B
| $62.8M | 0.15% |
1,068,200
+449,900
| +73% | +$24.3M |
|
|
106
eBay
EBAY
$50.6B
| $62.5M | 0.15% |
2,572,847
+1,902,639
| +284% | +$45.4M |
|
|
YHOO
107
CALL
DELISTED
Yahoo Inc
YHOO
| $61.2M | 0.14% |
1,376,400
-1,602,500
| -54% | -$72.5M |
|
108
CALL
Cisco
CSCO
$457B
| $61.1M | 0.14% |
2,221,400
-1,415,200
| -39% | -$39.8M |
|
109
PUT
Target
TGT
$65.6B
| $61.1M | 0.14% |
744,100
+353,300
| +90% | +$27.3M |
|
110
CALL
DuPont de Nemours
DD
$18.5B
| $60.9M | 0.14% |
501,262
+321,315
| +179% | +$38.1M |
|
111
CALL
Gilead Sciences
GILD
$162B
| $59.9M | 0.14% |
610,700
+428,800
| +236% | +$43.5M |
|
112
PUT
Coca-Cola
KO
$377B
| $59.5M | 0.14% |
1,466,100
-1,190,300
| -45% | -$49.8M |
|
113
PUT
Southwest Airlines
LUV
$22B
| $59.1M | 0.14% |
1,334,400
+1,164,600
| +686% | +$50.9M |
|
114
CALL
EOG Resources
EOG
$79.2B
| $59M | 0.14% |
643,300
+322,700
| +101% | +$29.2M |
|
115
CALL
Tesla
TSLA
$1.23T
| $58.8M | 0.14% |
4,671,000
+1,566,000
| +50% | +$21.1M |
|
116
PUT
Boeing
BA
$171B
| $57.2M | 0.14% |
380,900
-13,300
| -3% | -$1.94M |
|
|
117
Walt Disney
DIS
$167B
| $57.1M | 0.14% |
544,464
+523,224
| +2,463% | +$52.8M |
|
118
Goldman Sachs
GS
$300B
| $55.8M | 0.13% |
296,936
+209,596
| +240% | +$39M |
|
119
PUT
Intuitive Surgical
ISRG
$127B
| $54.9M | 0.13% |
+979,200
| New | +$55.4M |
|
|
VXX
120
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $54M | 0.13% |
131,581
+45,261
| +52% | +$22M |
|
121
PUT
Halliburton
HAL
$26.9B
| $53.7M | 0.13% |
1,222,900
+237,600
| +24% | +$9.91M |
|
|
X
122
PUT
DELISTED
US Steel
X
| $53.1M | 0.13% |
2,176,100
+440,300
| +25% | +$10.4M |
|
123
PUT
Abbott
ABT
$183B
| $52.5M | 0.12% |
1,134,000
-71,100
| -6% | -$3.27M |
|
124
Sprott Physical Gold and Silver Trust
CEF
$7.4B
| $52.3M | 0.12% |
4,385,701
| – | – |
|
125
PUT
Starbucks
SBUX
$120B
| $51.8M | 0.12% |
1,094,800
-1,420,800
| -56% | -$63.8M |
|
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.