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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 | |
|---|---|---|---|---|---|---|
2376
PUT
Helmerich & Payne
HP
$3.71B
| $123K | ﹤0.01% |
1,800
-9,400
| -84% | -$615K |
|
|
SCHW
2377
Charles Schwab
SCHW
$187B
| $123K | ﹤0.01% |
4,055
-33,647
| -89% | -$975K |
|
|
XONE
2378
PUT
DELISTED
The ExOne Company
XONE
| $123K | ﹤0.01% |
9,000
-13,500
| -60% | -$201K |
|
2379
CALL
Albemarle
ALB
$15.5B
| $122K | ﹤0.01% |
2,300
+400
| +21% | +$21.8K |
|
2380
CALL
Arrow Electronics
ARW
$10.4B
| $122K | ﹤0.01% |
2,000
-400
| -17% | -$23.8K |
|
|
NGD
2381
CALL
DELISTED
New Gold Inc
NGD
| $122K | ﹤0.01% |
36,000
-37,500
| -51% | -$148K |
|
|
BID
2382
PUT
DELISTED
Sotheby's
BID
| $122K | ﹤0.01% |
2,900
-17,800
| -86% | -$759K |
|
|
JAH
2383
CALL
DELISTED
JARDEN CORPORATION
JAH
| $122K | ﹤0.01% |
2,300
-15,600
| -87% | -$787K |
|
|
FSL
2384
PUT
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $122K | ﹤0.01% |
3,000
+700
| +30% | +$24.1K |
|
|
GOLD
2385
DELISTED
Randgold Resources Ltd
GOLD
| $122K | ﹤0.01% |
1,767
+439
| +33% | +$33K |
|
2386
CALL
FMC
FMC
$1.33B
| $121K | ﹤0.01% |
2,421
-2,537
| -51% | -$132K |
|
|
CTB
2387
DELISTED
Cooper Tire & Rubber Co.
CTB
| $121K | ﹤0.01% |
+2,815
| New | +$104K |
|
|
LM
2388
CALL
DELISTED
Legg Mason, Inc.
LM
| $121K | ﹤0.01% |
2,200
-7,600
| -78% | -$427K |
|
2389
CALL
Cadence Design Systems
CDNS
$93.4B
| $120K | ﹤0.01% |
6,500
-988,500
| -99% | -$18M |
|
2390
CALL
Church & Dwight Co
CHD
$24.5B
| $120K | ﹤0.01% |
2,800
-5,800
| -67% | -$242K |
|
2391
PUT
Dorman Products
DORM
$4.18B
| $120K | ﹤0.01% |
2,400
-5,600
| -70% | -$264K |
|
2392
PUT
iShares S&P 500 Value ETF
IVE
$49.8B
| $120K | ﹤0.01% |
1,300
-5,500
| -81% | -$511K |
|
2393
PUT
Motorola Solutions
MSI
$77.4B
| $120K | ﹤0.01% |
1,800
-53,400
| -97% | -$3.53M |
|
2394
Molson Coors Class B
TAP
$8.09B
| $120K | ﹤0.01% |
1,618
-38,014
| -96% | -$2.86M |
|
|
ERF
2395
CALL
DELISTED
Enerplus Corporation
ERF
| $120K | ﹤0.01% |
12,000
-4,900
| -29% | -$48.6K |
|
|
GRA
2396
PUT
DELISTED
W.R. Grace & Co.
GRA
| $120K | ﹤0.01% |
1,200
-24,100
| -95% | -$2.3M |
|
2397
PUT
Crane NXT
CXT
$3.07B
| $119K | ﹤0.01% |
5,470
+2,303
| +73% | +$50.2K |
|
2398
Navient
NAVI
$853M
| $119K | ﹤0.01% |
5,860
-14,495
| -71% | -$298K |
|
|
SEP
2399
PUT
DELISTED
Spectra Engy Parters Lp
SEP
| $119K | ﹤0.01% |
2,300
-1,000
| -30% | -$53.6K |
|
2400
CALL
KBR
KBR
$4.8B
| $118K | ﹤0.01% |
8,200
-23,000
| -74% | -$374K |
|
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.