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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 | |
|---|---|---|---|---|---|---|
326
CALL
Bristol-Myers Squibb
BMY
$135B
| $18.7M | 0.04% |
290,000
+270,000
| +1,350% | +$16.9M |
|
327
PUT
FedEx
FDX
$74.1B
| $18.6M | 0.04% |
112,200
-118,700
| -51% | -$20.6M |
|
328
PUT
MGM Resorts International
MGM
$11.7B
| $18.4M | 0.04% |
875,700
-1,825,500
| -68% | -$38.2M |
|
329
CALL
AutoZone
AZO
$49.4B
| $18.3M | 0.04% |
26,900
+24,300
| +935% | +$15.3M |
|
330
CALL
Applied Materials
AMAT
$434B
| $17.9M | 0.04% |
793,600
+264,400
| +50% | +$6.33M |
|
331
Cisco
CSCO
$480B
| $17.9M | 0.04% |
650,379
+571,941
| +729% | +$16.1M |
|
|
YOKU
332
CALL
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $17.7M | 0.04% |
1,416,000
+1,376,400
| +3,476% | +$22.5M |
|
333
PUT
iShares MSCI Japan ETF
EWJ
$22.4B
| $17.4M | 0.04% |
346,950
+219,700
| +173% | +$10.5M |
|
334
CALL
HF Sinclair
DINO
$15.7B
| $17.3M | 0.04% |
430,300
+396,800
| +1,184% | +$15.2M |
|
|
GMCR
335
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $17.3M | 0.04% |
154,900
-212,000
| -58% | -$26.5M |
|
336
PUT
United Airlines
UAL
$43B
| $17.3M | 0.04% |
256,800
-315,900
| -55% | -$21.4M |
|
|
AGN
337
CALL
DELISTED
Allergan plc
AGN
| $17.3M | 0.04% |
58,000
-73,100
| -56% | -$20.8M |
|
|
GG
338
DELISTED
Goldcorp Inc
GG
| $17.3M | 0.04% |
952,505
+133,705
| +16% | +$2.85M |
|
|
B
339
Barrick Mining
B
$64B
| $17.2M | 0.04% |
1,573,624
-609,644
| -28% | -$7.21M |
|
340
PUT
Phillips 66
PSX
$82.5B
| $17.2M | 0.04% |
218,400
+135,400
| +163% | +$9.94M |
|
341
CALL
Clorox
CLX
$12.7B
| $17.1M | 0.04% |
154,600
+24,700
| +19% | +$2.68M |
|
342
CALL
CF Industries
CF
$18.1B
| $17M | 0.04% |
300,500
+167,500
| +126% | +$9.98M |
|
343
PUT
The Mosaic Company
MOS
$7.22B
| $16.9M | 0.04% |
367,200
-67,700
| -16% | -$3.3M |
|
344
CALL
Mastercard
MA
$500B
| $16.9M | 0.04% |
195,300
-75,500
| -28% | -$6.55M |
|
345
PUT
Las Vegas Sands
LVS
$29.8B
| $16.8M | 0.04% |
305,500
-430,800
| -59% | -$24M |
|
346
CALL
Chevron
CVX
$379B
| $16.7M | 0.04% |
159,100
-34,300
| -18% | -$3.66M |
|
|
RAD
347
PUT
DELISTED
Rite Aid Corporation
RAD
| $16.7M | 0.04% |
95,855
+19,070
| +25% | +$2.97M |
|
348
HP
HPQ
$26.4B
| $16.6M | 0.04% |
1,176,238
+1,120,959
| +2,028% | +$18.5M |
|
|
BHI
349
PUT
DELISTED
Baker Hughes
BHI
| $16.5M | 0.04% |
258,900
-136,300
| -34% | -$8.22M |
|
350
PUT
Bunge Global
BG
$20.5B
| $16.4M | 0.04% |
199,700
+177,500
| +800% | +$15.2M |
|
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.