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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 | |
|---|---|---|---|---|---|---|
1426
PUT
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.4M
| $679K | ﹤0.01% |
+8,900
| New | +$700K |
|
1427
PUT
Omnicom Group
OMC
$22.6B
| $679K | ﹤0.01% |
8,700
-4,300
| -33% | -$328K |
|
1428
CALL
DTE Energy
DTE
$29.1B
| $678K | ﹤0.01% |
9,870
-353
| -3% | -$25.3K |
|
|
CBI
1429
DELISTED
Chicago Bridge & Iron Nv
CBI
| $678K | ﹤0.01% |
13,764
+1,210
| +10% | +$50.9K |
|
|
YELL
1430
DELISTED
Yellow Corporation Common Stock
YELL
| $678K | ﹤0.01% |
37,756
+29,901
| +381% | +$554K |
|
1431
Martin Marietta Materials
MLM
$32.3B
| $676K | ﹤0.01% |
4,833
+4,017
| +492% | +$516K |
|
1432
Kroger
KR
$35.1B
| $675K | ﹤0.01% |
17,612
-11,802
| -40% | -$421K |
|
|
ECOM
1433
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $675K | ﹤0.01% |
69,633
+68,425
| +5,664% | +$759K |
|
1434
PUT
AGCO
AGCO
$7.12B
| $672K | ﹤0.01% |
14,100
+1,800
| +15% | +$84.4K |
|
1435
CALL
Terex
TEX
$7.47B
| $670K | ﹤0.01% |
25,200
+9,200
| +58% | +$232K |
|
1436
Fluor
FLR
$6.81B
| $668K | ﹤0.01% |
11,679
-35,391
| -75% | -$2.01M |
|
1437
Republic Services
RSG
$64.5B
| $667K | ﹤0.01% |
16,440
+1,292
| +9% | +$52.6K |
|
|
AAN.A
1438
CALL
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $665K | ﹤0.01% |
23,500
+15,500
| +194% | +$439K |
|
1439
PUT
Textron
TXT
$15.1B
| $656K | ﹤0.01% |
14,800
-20,300
| -58% | -$883K |
|
|
AVTA
1440
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
| $655K | ﹤0.01% |
47,900
+29,400
| +159% | +$410K |
|
1441
CALL
Yelp
YELP
$1.38B
| $654K | ﹤0.01% |
13,800
-187,200
| -93% | -$9.27M |
|
|
LGF
1442
CALL
DELISTED
Lions Gate Entertainment
LGF
| $654K | ﹤0.01% |
19,300
+9,400
| +95% | +$295K |
|
1443
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $653K | ﹤0.01% |
9,000
-202,100
| -96% | -$14.4M |
|
1444
PUT
Lands' End
LE
$397M
| $650K | ﹤0.01% |
18,100
-7,340
| -29% | -$292K |
|
1445
Carter's
CRI
$1.48B
| $649K | ﹤0.01% |
7,016
+890
| +15% | +$76.9K |
|
1446
CALL
Cigna
CI
$72.7B
| $648K | ﹤0.01% |
5,000
-26,400
| -84% | -$3.07M |
|
1447
PUT
MGIC Investment
MTG
$6.21B
| $648K | ﹤0.01% |
67,300
+61,300
| +1,022% | +$561K |
|
1448
CALL
Host Hotels & Resorts
HST
$16B
| $647K | ﹤0.01% |
32,100
+17,700
| +123% | +$395K |
|
1449
Genworth Financial
GNW
$3.72B
| $646K | ﹤0.01% |
88,312
-138,235
| -61% | -$1.05M |
|
|
BOBE
1450
DELISTED
Bob Evans Farms, Inc.
BOBE
| $645K | ﹤0.01% |
13,940
-113
| -0.8% | -$6K |
|
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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.