We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
2101
PUT
Winnebago Industries
WGO
$909M
| $193K | ﹤0.01% |
9,100
-5,700
| -39% | -$123K |
|
2102
PUT
G-III Apparel Group
GIII
$1.5B
| $192K | ﹤0.01% |
3,400
-600
| -15% | -$30.9K |
|
|
MRSH
2103
Marsh
MRSH
$91.5B
| $192K | ﹤0.01% |
3,416
-209,878
| -98% | -$11.8M |
|
2104
CALL
State Street SPDR S&P Retail ETF
XRT
$327M
| $192K | ﹤0.01% |
3,800
-727,200
| -99% | -$35.3M |
|
|
SAFM
2105
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $192K | ﹤0.01% |
2,400
+800
| +50% | +$64.9K |
|
|
KATE
2106
CALL
DELISTED
Kate Spade & Company
KATE
| $192K | ﹤0.01% |
5,800
-500
| -8% | -$15.8K |
|
2107
CALL
Broadcom
AVGO
$2.04T
| $191K | ﹤0.01% |
15,000
-64,000
| -81% | -$734K |
|
2108
CALL
Fidelity National Information Services
FIS
$22.1B
| $191K | ﹤0.01% |
2,800
+500
| +22% | +$32.7K |
|
2109
Signet Jewelers
SIG
$3.76B
| $191K | ﹤0.01% |
1,376
+53
| +4% | +$6.57K |
|
|
BRCD
2110
PUT
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $191K | ﹤0.01% |
16,100
+6,400
| +66% | +$76.3K |
|
|
STR
2111
PUT
DELISTED
QUESTAR CORP
STR
| $191K | ﹤0.01% |
8,000
-1,400
| -15% | -$34.2K |
|
2112
Vanguard Morningstar Value ETF
VTV
$191B
| $190K | ﹤0.01% |
2,267
+2,266
| +226,600% | +$190K |
|
2113
PUT
United Parks & Resorts
PRKS
$2.12B
| $190K | ﹤0.01% |
+9,800
| New | +$180K |
|
|
LMOS
2114
PUT
DELISTED
Lumos Networks Corp
LMOS
| $190K | ﹤0.01% |
12,500
+1,500
| +14% | +$25.3K |
|
|
MW
2115
DELISTED
THE MENS WAREHOUSE INC
MW
| $190K | ﹤0.01% |
+3,631
| New | +$176K |
|
2116
CALL
Core Laboratories
CLB
$521M
| $189K | ﹤0.01% |
1,800
+800
| +80% | +$85.2K |
|
|
CHUY
2117
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $189K | ﹤0.01% |
8,367
+3,946
| +89% | +$86.7K |
|
2118
Ambarella
AMBA
$3.81B
| $188K | ﹤0.01% |
2,481
-763
| -24% | -$46.3K |
|
2119
PUT
Lear
LEA
$8.18B
| $188K | ﹤0.01% |
1,700
+700
| +70% | +$73.5K |
|
2120
CALL
National Grid
NGG
$81.3B
| $188K | ﹤0.01% |
3,006
-2,073
| -41% | -$136K |
|
2121
Iron Mountain
IRM
$36.1B
| $187K | ﹤0.01% |
5,120
-601
| -11% | -$23.2K |
|
2122
PUT
iShares Core S&P 500 ETF
IVV
$902B
| $187K | ﹤0.01% |
900
+200
| +29% | +$41.6K |
|
|
SKX
2123
DELISTED
Skechers
SKX
| $187K | ﹤0.01% |
+7,812
| New | +$168K |
|
|
SEMG
2124
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
| $187K | ﹤0.01% |
2,300
+200
| +10% | +$14.3K |
|
|
BSFT
2125
PUT
DELISTED
BroadSoft, Inc.
BSFT
| $187K | ﹤0.01% |
5,600
-5,600
| -50% | -$168K |
|
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.