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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 | |
|---|---|---|---|---|---|---|
1976
PUT
National Grid
NGG
$81.3B
| $239K | ﹤0.01% |
3,835
| – | – |
|
|
SPLK
1977
CALL
DELISTED
Splunk Inc
SPLK
| $239K | ﹤0.01% |
4,000
-58,100
| -94% | -$3.51M |
|
1978
CALL
Quest Diagnostics
DGX
$26.3B
| $238K | ﹤0.01% |
3,100
+2,600
| +520% | +$186K |
|
|
DMND
1979
DELISTED
DIAMOND FOODS, INC.
DMND
| $238K | ﹤0.01% |
7,295
+5,978
| +454% | +$168K |
|
|
FISV
1980
Fiserv Inc
FISV
$27.9B
| $237K | ﹤0.01% |
5,966
-4,076
| -41% | -$155K |
|
1981
PUT
Kimco Realty
KIM
$16.4B
| $237K | ﹤0.01% |
8,800
+2,200
| +33% | +$59.1K |
|
1982
PUT
Monolithic Power Systems
MPWR
$68.9B
| $237K | ﹤0.01% |
4,500
-7,200
| -62% | -$363K |
|
1983
CALL
Workday
WDAY
$44.4B
| $237K | ﹤0.01% |
2,800
-50,800
| -95% | -$4.3M |
|
1984
CALL
Cimpress
CMPR
$2.31B
| $236K | ﹤0.01% |
2,800
-10,500
| -79% | -$839K |
|
1985
Marriott International
MAR
$92.3B
| $236K | ﹤0.01% |
2,933
-2,171
| -43% | -$173K |
|
1986
CALL
Robert Half
RHI
$4.37B
| $236K | ﹤0.01% |
+3,900
| New | +$235K |
|
|
TEN
1987
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $236K | ﹤0.01% |
4,100
+1,300
| +46% | +$72K |
|
1988
CALL
Teekay
TK
$985M
| $234K | ﹤0.01% |
5,000
-21,600
| -81% | -$967K |
|
1989
PUT
Ventas
VTR
$47.9B
| $234K | ﹤0.01% |
2,802
-19,528
| -87% | -$1.68M |
|
|
DBD
1990
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $234K | ﹤0.01% |
6,600
-3,100
| -32% | -$104K |
|
|
CAB
1991
CALL
DELISTED
Cabela's Inc
CAB
| $234K | ﹤0.01% |
4,200
-15,900
| -79% | -$879K |
|
1992
PUT
Avery Dennison
AVY
$13.4B
| $233K | ﹤0.01% |
4,400
-1,000
| -19% | -$52.9K |
|
1993
PUT
Genuine Parts
GPC
$18.7B
| $233K | ﹤0.01% |
2,500
-2,300
| -48% | -$222K |
|
|
ZU
1994
PUT
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $233K | ﹤0.01% |
18,000
-42,000
| -70% | -$696K |
|
1995
CALL
iShares S&P 500 Value ETF
IVE
$49.8B
| $232K | ﹤0.01% |
+2,500
| New | +$232K |
|
|
MRO
1996
DELISTED
Marathon Oil Corporation
MRO
| $232K | ﹤0.01% |
8,870
-13,979
| -61% | -$379K |
|
|
PCL
1997
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $232K | ﹤0.01% |
5,338
-30,673
| -85% | -$1.34M |
|
|
CY
1998
PUT
DELISTED
Cypress Semiconductor
CY
| $232K | ﹤0.01% |
16,400
+8,300
| +102% | +$123K |
|
|
ETP
1999
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $232K | ﹤0.01% |
4,188
-27,112
| -87% | -$1.61M |
|
2000
Clean Harbors
CLH
$16.3B
| $231K | ﹤0.01% |
4,066
-13,496
| -77% | -$699K |
|
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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.