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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 | |
|---|---|---|---|---|---|---|
226
PUT
DaVita
DVA
$14.6B
| $29.3M | 0.07% |
360,200
+343,800
| +2,096% | +$26.4M |
|
227
PUT
Goodyear
GT
$2.06B
| $29.1M | 0.07% |
1,075,400
-62,800
| -6% | -$1.64M |
|
|
RSX
228
PUT
DELISTED
VanEck Russia ETF
RSX
| $29M | 0.07% |
1,700,000
-170,000
| -9% | -$2.77M |
|
229
CALL
PepsiCo
PEP
$189B
| $28.9M | 0.07% |
302,000
-46,100
| -13% | -$4.46M |
|
230
Alibaba
BABA
$310B
| $28.8M | 0.07% |
345,856
+339,680
| +5,500% | +$30.7M |
|
231
CALL
Micron Technology
MU
$1.01T
| $28.7M | 0.07% |
1,057,900
-2,039,900
| -66% | -$61M |
|
232
Alcoa
AA
$12.4B
| $28.4M | 0.07% |
913,512
+763,213
| +508% | +$27.4M |
|
233
PUT
Tesla
TSLA
$1.29T
| $28.3M | 0.07% |
2,251,500
-748,500
| -25% | -$10.1M |
|
234
CALL
Palo Alto Networks
PANW
$294B
| $28.2M | 0.07% |
1,156,800
+959,400
| +486% | +$21.5M |
|
235
PUT
Philip Morris
PM
$290B
| $27.9M | 0.07% |
371,000
+170,000
| +85% | +$13.8M |
|
236
Verizon
VZ
$195B
| $27.8M | 0.07% |
571,738
+201,849
| +55% | +$9.74M |
|
|
APC
237
CALL
DELISTED
Anadarko Petroleum
APC
| $27.7M | 0.07% |
334,400
+63,400
| +23% | +$5.19M |
|
238
PUT
International Paper
IP
$22.3B
| $27.5M | 0.07% |
522,826
+286,493
| +121% | +$14.9M |
|
239
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $27.3M | 0.06% |
+336,800
| New | +$27.5M |
|
240
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $27.2M | 0.06% |
300,000
-83,700
| -22% | -$7.57M |
|
241
Intel
INTC
$506B
| $27.1M | 0.06% |
868,144
+161,992
| +23% | +$5.47M |
|
242
CALL
MGM Resorts International
MGM
$11.6B
| $27M | 0.06% |
1,284,500
-2,145,900
| -63% | -$44.9M |
|
243
CALL
Williams Companies
WMB
$88.5B
| $27M | 0.06% |
533,100
+161,800
| +44% | +$7.5M |
|
244
PUT
Invesco QQQ Trust
QQQ
$484B
| $26.7M | 0.06% |
252,800
-1,029,800
| -80% | -$108M |
|
245
PUT
Vale
VALE
$63.4B
| $26.6M | 0.06% |
4,714,700
-105,900
| -2% | -$768K |
|
246
CALL
Lennar Class A
LEN
$20.9B
| $26.6M | 0.06% |
539,043
+502,063
| +1,358% | +$22.9M |
|
247
Southwest Airlines
LUV
$23.9B
| $26.4M | 0.06% |
596,649
+470,420
| +373% | +$20.6M |
|
|
XEC
248
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $26.4M | 0.06% |
229,600
+226,500
| +7,306% | +$24.3M |
|
249
CALL
GE Aerospace
GE
$391B
| $26.3M | 0.06% |
220,931
-63,663
| -22% | -$7.58M |
|
250
PUT
AB InBev
BUD
$166B
| $26.2M | 0.06% |
215,100
+190,600
| +778% | +$23M |
|
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.