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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
+130.57%
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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $7.33B | 17.35% |
35,526,200
+26,281,900
| +284% | +$5.42B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $3.46B | 8.18% |
16,758,600
+5,313,000
| +46% | +$1.1B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.11B | 5% |
16,995,200
+11,266,700
| +197% | +$1.36B |
|
|
4
PUT
Apple
AAPL
$4.99T
| $939M | 2.22% |
30,189,200
-7,199,200
| -19% | -$217M |
|
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $701M | 1.66% |
17,466,500
+851,300
| +5% | +$33.9M |
|
6
PUT
JPMorgan Chase
JPM
$950B
| $442M | 1.05% |
7,301,700
+3,008,500
| +70% | +$178M |
|
|
7
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $441M | 1.04% |
10,986,900
+5,677,400
| +107% | +$226M |
|
8
PUT
Wells Fargo
WFC
$263B
| $409M | 0.97% |
7,511,500
+2,654,900
| +55% | +$143M |
|
|
9
PUT
iShares MSCI Brazil ETF
EWZ
$9.13B
| $370M | 0.87% |
11,781,000
-1,770,600
| -13% | -$60.2M |
|
10
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $365M | 0.86% |
8,223,300
+4,468,400
| +119% | +$190M |
|
11
PUT
Microsoft
MSFT
$2.92T
| $358M | 0.85% |
8,808,200
+3,634,200
| +70% | +$158M |
|
12
PUT
Goldman Sachs
GS
$305B
| $341M | 0.81% |
1,814,600
-631,400
| -26% | -$117M |
|
13
PUT
Verizon
VZ
$201B
| $335M | 0.79% |
6,898,700
+4,664,510
| +209% | +$225M |
|
14
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $330M | 0.78% |
3,647,200
+2,141,400
| +142% | +$194M |
|
15
PUT
Alibaba
BABA
$276B
| $328M | 0.78% |
3,942,900
+3,118,700
| +378% | +$281M |
|
|
16
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $319M | 0.75% |
12,310,700
+12,292,200
| +66,444% | +$310M |
|
|
17
PUT
Morgan Stanley
MS
$333B
| $307M | 0.73% |
8,614,300
+2,662,300
| +45% | +$95.5M |
|
18
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $285M | 0.68% |
4,447,800
+1,687,800
| +61% | +$106M |
|
19
CALL
SPDR Gold Trust
GLD
$131B
| $280M | 0.66% |
2,461,300
+1,250,200
| +103% | +$146M |
|
|
20
PUT
Walt Disney
DIS
$172B
| $275M | 0.65% |
2,625,900
-366,200
| -12% | -$36.9M |
|
|
21
CALL
Goldman Sachs
GS
$305B
| $259M | 0.61% |
1,376,300
+474,200
| +53% | +$88.2M |
|
|
22
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
| $243M | 0.58% |
7,755,800
-249,400
| -3% | -$8.48M |
|
|
23
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $238M | 0.56% |
1,915,500
-165,200
| -8% | -$19.9M |
|
|
24
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $225M | 0.53% |
5,072,200
+3,720,000
| +275% | +$158M |
|
|
25
CALL
JPMorgan Chase
JPM
$950B
| $202M | 0.48% |
3,339,400
+1,170,900
| +54% | +$69.3M |
|
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.