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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 | |
|---|---|---|---|---|---|---|
|
PXD
276
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $23.7M | 0.06% |
144,900
+138,600
| +2,200% | +$21.3M |
|
277
PUT
iShares Silver Trust
SLV
$28.8B
| $23.7M | 0.06% |
1,485,600
+884,900
| +147% | +$14.2M |
|
278
PUT
Invesco Senior Loan ETF
BKLN
$6.79B
| $23.7M | 0.06% |
+982,000
| New | +$23.6M |
|
279
CALL
Capri Holdings
CPRI
$1.89B
| $23.6M | 0.06% |
359,500
-133,200
| -27% | -$9.14M |
|
280
PUT
Lam Research
LRCX
$398B
| $23.6M | 0.06% |
3,365,000
+2,557,000
| +316% | +$20.2M |
|
281
PUT
Honeywell
HON
$78.8B
| $23.5M | 0.06% |
250,846
+210,893
| +528% | +$19.3M |
|
|
GMCR
282
DELISTED
KEURIG GREEN MTN INC
GMCR
| $23.1M | 0.05% |
206,496
+195,241
| +1,735% | +$24.4M |
|
283
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $23M | 0.05% |
550,000
-300,400
| -35% | -$12.8M |
|
284
CALL
Darden Restaurants
DRI
$23.4B
| $23M | 0.05% |
370,959
+145,654
| +65% | +$8.15M |
|
285
American Express
AXP
$234B
| $22.9M | 0.05% |
293,717
+153,328
| +109% | +$12.7M |
|
286
PUT
W.W. Grainger
GWW
$61.4B
| $22.9M | 0.05% |
96,900
+96,000
| +10,667% | +$22.9M |
|
287
PUT
Infosys
INFY
$51B
| $22.7M | 0.05% |
2,591,600
+1,482,800
| +134% | +$13.1M |
|
288
PUT
MetLife
MET
$61.9B
| $22.6M | 0.05% |
502,319
-677,127
| -57% | -$30.4M |
|
289
Qualcomm
QCOM
$171B
| $22.4M | 0.05% |
322,903
+300,367
| +1,333% | +$21.2M |
|
290
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $22.3M | 0.05% |
1,076,202
+1,076,200
| +53,810,000% | +$22.4M |
|
291
CALL
Freeport-McMoran
FCX
$96.8B
| $22.1M | 0.05% |
1,163,900
-74,700
| -6% | -$1.48M |
|
292
CALL
Western Digital
WDC
$189B
| $21.9M | 0.05% |
318,049
+207,578
| +188% | +$16.2M |
|
293
PUT
Seagate
STX
$192B
| $21.8M | 0.05% |
418,700
-8,200
| -2% | -$488K |
|
294
PUT
Under Armour
UAA
$2.92B
| $21.7M | 0.05% |
540,207
-210,887
| -28% | -$7.7M |
|
295
PUT
Valero Energy
VLO
$88.9B
| $21.5M | 0.05% |
337,500
+10,900
| +3% | +$608K |
|
|
TWX
296
PUT
DELISTED
Time Warner Inc
TWX
| $21.4M | 0.05% |
+253,200
| New | +$21M |
|
|
YOKU
297
PUT
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $21.3M | 0.05% |
1,701,400
+758,300
| +80% | +$12.4M |
|
298
CALL
Philip Morris
PM
$291B
| $21.2M | 0.05% |
281,200
-54,100
| -16% | -$4.39M |
|
|
DD
299
CALL
DELISTED
Du Pont De Nemours E I
DD
| $20.9M | 0.05% |
308,108
+140,681
| +84% | +$10M |
|
300
PUT
KKR & Co
KKR
$97.1B
| $20.8M | 0.05% |
912,400
+607,100
| +199% | +$14.3M |
|
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.