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
+130.57%
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 | |
|---|---|---|---|---|---|---|
|
SNDK
201
PUT
DELISTED
SANDISK CORP
SNDK
| $32.7M | 0.08% |
514,600
+196,600
| +62% | +$16M |
|
202
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $32.7M | 0.08% |
2,510,000
-12,760,000
| -84% | -$174M |
|
|
SNDK
203
CALL
DELISTED
SANDISK CORP
SNDK
| $32.6M | 0.08% |
512,900
+258,600
| +102% | +$21M |
|
|
ANDV
204
DELISTED
Andeavor
ANDV
| $32.6M | 0.08% |
356,863
+348,786
| +4,318% | +$29.3M |
|
|
GG
205
PUT
DELISTED
Goldcorp Inc
GG
| $32.2M | 0.08% |
1,777,200
+456,500
| +35% | +$9.72M |
|
206
CALL
Oracle
ORCL
$374B
| $31.8M | 0.08% |
737,900
-246,500
| -25% | -$10.7M |
|
207
CALL
Intuitive Surgical
ISRG
$127B
| $31.7M | 0.08% |
565,200
+556,200
| +6,180% | +$31.5M |
|
|
BBBY
208
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $31.6M | 0.07% |
411,000
+117,700
| +40% | +$8.93M |
|
209
PUT
Danaher
DHR
$137B
| $31.5M | 0.07% |
552,878
-128,251
| -19% | -$7.36M |
|
210
CALL
Boeing
BA
$171B
| $31.5M | 0.07% |
209,900
+1,500
| +0.7% | +$218K |
|
211
AB InBev
BUD
$170B
| $31.3M | 0.07% |
256,346
+192,784
| +303% | +$23.3M |
|
212
PUT
Thermo Fisher Scientific
TMO
$213B
| $31.2M | 0.07% |
232,300
+220,500
| +1,869% | +$28.4M |
|
213
Citigroup
C
$222B
| $31.1M | 0.07% |
602,687
-478,852
| -44% | -$24.4M |
|
214
CALL
Procter & Gamble
PG
$336B
| $30.9M | 0.07% |
377,700
-352,000
| -48% | -$30.3M |
|
|
WFM
215
PUT
DELISTED
Whole Foods Market Inc
WFM
| $30.9M | 0.07% |
593,600
-797,100
| -57% | -$42.7M |
|
216
CALL
Alphabet (Google) Class C
GOOG
$4.36T
| $30.9M | 0.07% |
1,129,091
-1,650,520
| -59% | -$44.2M |
|
217
CALL
American International
AIG
$41.7B
| $30.6M | 0.07% |
558,600
-355,800
| -39% | -$19.1M |
|
218
CALL
Mohawk Industries
MHK
$7.5B
| $30.3M | 0.07% |
163,100
+160,400
| +5,941% | +$27.8M |
|
|
219
PUT
Mohawk Industries
MHK
$7.5B
| $30.2M | 0.07% |
162,800
+160,600
| +7,300% | +$27.8M |
|
220
PUT
United States Natural Gas Fund
UNG
$456M
| $30M | 0.07% |
141,463
+124,719
| +745% | +$28.5M |
|
221
PUT
Ashland
ASH
$3.33B
| $29.9M | 0.07% |
479,931
+377,118
| +367% | +$22.8M |
|
222
CALL
Alcoa
AA
$11.9B
| $29.9M | 0.07% |
962,089
+533,999
| +125% | +$19.2M |
|
223
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $29.6M | 0.07% |
280,400
+250,400
| +835% | +$27.7M |
|
224
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $29.4M | 0.07% |
225,171
+225,170
| +22,517,000% | +$29.4M |
|
225
CALL
Halliburton
HAL
$26.9B
| $29.4M | 0.07% |
669,500
+463,300
| +225% | +$19.3M |
|
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.