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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 | |
|---|---|---|---|---|---|---|
2326
PUT
VanEck Agribusiness ETF
MOO
$969M
| $134K | ﹤0.01% |
2,500
-9,200
| -79% | -$497K |
|
2327
Northern Trust
NTRS
$33.9B
| $134K | ﹤0.01% |
1,918
-5,362
| -74% | -$366K |
|
2328
CALL
Boston Beer
SAM
$1.92B
| $134K | ﹤0.01% |
+500
| New | +$145K |
|
|
CLGX
2329
PUT
DELISTED
Corelogic, Inc.
CLGX
| $134K | ﹤0.01% |
3,800
+3,000
| +375% | +$101K |
|
|
INVN
2330
DELISTED
Invensense Inc
INVN
| $134K | ﹤0.01% |
+8,801
| New | +$139K |
|
2331
CALL
Asbury Automotive
ABG
$3.85B
| $133K | ﹤0.01% |
1,600
+400
| +33% | +$30.9K |
|
2332
CALL
Thor Industries
THO
$4.14B
| $133K | ﹤0.01% |
2,100
+1,600
| +320% | +$95.2K |
|
2333
CALL
Wabtec
WAB
$49.3B
| $133K | ﹤0.01% |
1,400
-900
| -39% | -$81.2K |
|
|
WWAV
2334
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $133K | ﹤0.01% |
3,000
| – | – |
|
2335
Arrow Electronics
ARW
$10.4B
| $132K | ﹤0.01% |
2,159
-2,600
| -55% | -$155K |
|
2336
CALL
ATI
ATI
$31B
| $132K | ﹤0.01% |
4,400
+700
| +19% | +$21.8K |
|
|
RICE
2337
PUT
DELISTED
Rice Energy Inc.
RICE
| $132K | ﹤0.01% |
6,100
+4,300
| +239% | +$81.6K |
|
2338
Ciena
CIEN
$58.4B
| $131K | ﹤0.01% |
6,778
+3,809
| +128% | +$75.9K |
|
2339
PUT
Clean Harbors
CLH
$16.3B
| $131K | ﹤0.01% |
2,300
+400
| +21% | +$20.7K |
|
2340
PUT
Sempra
SRE
$54.8B
| $131K | ﹤0.01% |
2,400
-16,200
| -87% | -$893K |
|
2341
CALL
Trex
TREX
$5.01B
| $131K | ﹤0.01% |
9,600
-10,400
| -52% | -$120K |
|
|
NFX
2342
CALL
DELISTED
Newfield Exploration
NFX
| $131K | ﹤0.01% |
3,700
-58,800
| -94% | -$1.78M |
|
2343
PUT
Hyatt Hotels
H
$16.7B
| $130K | ﹤0.01% |
2,200
-2,300
| -51% | -$134K |
|
2344
iShares Russell 2000 Growth ETF
IWO
$15.1B
| $130K | ﹤0.01% |
858
+737
| +609% | +$107K |
|
2345
PUT
T. Rowe Price
TROW
$24.3B
| $130K | ﹤0.01% |
1,600
-25,600
| -94% | -$2.11M |
|
|
GAP
2346
The Gap Inc
GAP
$7.37B
| $130K | ﹤0.01% |
3,003
-67,559
| -96% | -$2.82M |
|
|
BMS
2347
PUT
DELISTED
Bemis
BMS
| $130K | ﹤0.01% |
2,800
-1,400
| -33% | -$65K |
|
|
POWR
2348
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $130K | ﹤0.01% |
9,871
+4,290
| +77% | +$46.7K |
|
|
SUNE
2349
DELISTED
SUNEDISON, INC COM
SUNE
| $130K | ﹤0.01% |
5,404
-112,280
| -95% | -$2.41M |
|
2350
CALL
AES
AES
$10.5B
| $129K | ﹤0.01% |
10,000
-18,000
| -64% | -$225K |
|
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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.