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 | |
|---|---|---|---|---|---|---|
|
XL
2451
DELISTED
XL Group Ltd.
XL
| $112K | ﹤0.01% |
3,034
-8,688
| -74% | -$312K |
|
2452
Enerpac Tool Group
EPAC
$1.93B
| $111K | ﹤0.01% |
+4,662
| New | +$114K |
|
2453
EPAM Systems
EPAM
$5.03B
| $111K | ﹤0.01% |
+1,818
| New | +$98.7K |
|
|
2454
PUT
EPAM Systems
EPAM
$5.03B
| $111K | ﹤0.01% |
1,800
+1,300
| +260% | +$70.6K |
|
2455
PUT
Eversource Energy
ES
$27.2B
| $111K | ﹤0.01% |
2,200
-6,400
| -74% | -$337K |
|
2456
PUT
Vishay Intertechnology
VSH
$5.43B
| $111K | ﹤0.01% |
8,000
-3,700
| -32% | -$51K |
|
2457
PUT
AMC Entertainment Holdings
AMC
$2.31B
| $110K | ﹤0.01% |
310
+290
| +1,450% | +$90.4K |
|
2458
Burlington
BURL
$23.2B
| $110K | ﹤0.01% |
+1,846
| New | +$99K |
|
2459
CALL
Designer Brands
DBI
$333M
| $110K | ﹤0.01% |
3,000
-10,400
| -78% | -$382K |
|
2460
CALL
GoPro
GPRO
$126M
| $110K | ﹤0.01% |
+2,600
| New | +$123K |
|
2461
McCormick & Company Non-Voting
MKC
$14.2B
| $110K | ﹤0.01% |
2,854
-16,298
| -85% | -$605K |
|
2462
iShares S&P 100 ETF
OEF
$20.6B
| $110K | ﹤0.01% |
1,221
+450
| +58% | +$40.9K |
|
|
KND
2463
PUT
DELISTED
Kindred Healthcare
KND
| $110K | ﹤0.01% |
4,600
-2,900
| -39% | -$58.8K |
|
|
JOY
2464
PUT
DELISTED
Joy Global Inc
JOY
| $110K | ﹤0.01% |
2,800
-38,300
| -93% | -$1.62M |
|
|
ENH
2465
PUT
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $110K | ﹤0.01% |
+1,800
| New | +$113K |
|
2466
Alaska Air
ALK
$5.58B
| $109K | ﹤0.01% |
1,653
-1,732
| -51% | -$112K |
|
2467
CALL
Armstrong World Industries
AWI
$7.84B
| $109K | ﹤0.01% |
1,900
+400
| +27% | +$21.4K |
|
2468
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $109K | ﹤0.01% |
1,400
-700
| -33% | -$53.7K |
|
2469
CALL
Olin
OLN
$2.12B
| $109K | ﹤0.01% |
3,400
-20,600
| -86% | -$553K |
|
2470
CALL
PRA Group
PRAA
$755M
| $109K | ﹤0.01% |
+2,000
| New | +$107K |
|
2471
PUT
TD Synnex
SNX
$20.2B
| $109K | ﹤0.01% |
2,800
-3,200
| -53% | -$123K |
|
2472
Suncor Energy
SU
$70.3B
| $109K | ﹤0.01% |
3,743
-1,066
| -22% | -$31.7K |
|
2473
CALL
WEC Energy
WEC
$35.1B
| $109K | ﹤0.01% |
2,200
-10,000
| -82% | -$523K |
|
|
ATCO
2474
CALL
DELISTED
Atlas Corp.
ATCO
| $109K | ﹤0.01% |
6,000
-36,500
| -86% | -$668K |
|
|
USG
2475
PUT
DELISTED
Usg
USG
| $109K | ﹤0.01% |
4,100
-18,200
| -82% | -$516K |
|
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.