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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Rockwell Automation
ROK
$49.2B
| $905K | ﹤0.01% |
7,800
-1,300
| -14% | -$146K |
|
1302
CALL
SL Green Realty
SLG
$3.86B
| $900K | ﹤0.01% |
7,231
-3,512
| -33% | -$434K |
|
1303
PUT
Essex Property Trust
ESS
$18.3B
| $897K | ﹤0.01% |
3,900
+3,500
| +875% | +$793K |
|
1304
CALL
VeriSign
VRSN
$26.4B
| $897K | ﹤0.01% |
13,400
+6,100
| +84% | +$371K |
|
1305
CALL
Allstate
ALL
$70.8B
| $896K | ﹤0.01% |
12,600
-6,400
| -34% | -$452K |
|
|
1306
PUT
Allstate
ALL
$70.8B
| $896K | ﹤0.01% |
12,600
+200
| +2% | +$14.1K |
|
1307
PUT
Bread Financial
BFH
$4.44B
| $890K | ﹤0.01% |
3,759
+3,007
| +400% | +$687K |
|
1308
PUT
Cboe Global Markets
CBOE
$30.2B
| $888K | ﹤0.01% |
15,500
+12,800
| +474% | +$797K |
|
1309
PUT
IDT Corp
IDT
$1.65B
| $888K | ﹤0.01% |
+70,802
| New | +$1.03M |
|
|
AKS
1310
DELISTED
AK Steel Holding Corp
AKS
| $888K | ﹤0.01% |
198,598
-118,380
| -37% | -$516K |
|
1311
CALL
Ameren
AEE
$30B
| $887K | ﹤0.01% |
21,000
-20,900
| -50% | -$910K |
|
1312
CALL
Eldorado Gold
EGO
$9.37B
| $887K | ﹤0.01% |
38,600
-140
| -0.4% | -$3.84K |
|
|
GREK
1313
PUT
Global X MSCI Greece ETF
GREK
$314M
| $887K | ﹤0.01% |
26,833
| – | – |
|
1314
CALL
Simon Property Group
SPG
$71.9B
| $882K | ﹤0.01% |
4,500
-8,100
| -64% | -$1.57M |
|
1315
Zebra Technologies
ZBRA
$17.2B
| $876K | ﹤0.01% |
+9,653
| New | +$835K |
|
|
KING
1316
PUT
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $876K | ﹤0.01% |
54,600
+3,500
| +7% | +$50.6K |
|
1317
Kinross Gold
KGC
$30.4B
| $872K | ﹤0.01% |
389,275
+218,690
| +128% | +$636K |
|
|
MRO
1318
PUT
DELISTED
Marathon Oil Corporation
MRO
| $871K | ﹤0.01% |
33,400
+10,700
| +47% | +$290K |
|
1319
PUT
Buckle
BKE
$2.36B
| $868K | ﹤0.01% |
17,000
-1,200
| -7% | -$60.4K |
|
1320
Crown Castle
CCI
$32.7B
| $868K | ﹤0.01% |
10,516
-66,177
| -86% | -$5.64M |
|
|
PPLI
1321
People Inc
PPLI
$3.2B
| $867K | ﹤0.01% |
71,929
+46,039
| +178% | +$533K |
|
|
PMCS
1322
DELISTED
P M C SIERRA INC
PMCS
| $865K | ﹤0.01% |
+93,162
| New | +$859K |
|
1323
CALL
Newell Brands
NWL
$2.56B
| $863K | ﹤0.01% |
+22,100
| New | +$852K |
|
|
HOT
1324
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $860K | ﹤0.01% |
10,300
-32,800
| -76% | -$2.57M |
|
1325
PUT
Consolidated Edison
ED
$40.2B
| $859K | ﹤0.01% |
14,100
-27,000
| -66% | -$1.75M |
|
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.