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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 | |
|---|---|---|---|---|---|---|
26
PUT
Meta Platforms (Facebook)
META
$1.49T
| $201M | 0.48% |
2,444,600
+946,900
| +63% | +$74.2M |
|
27
PUT
Alphabet (Google) Class C
GOOG
$4.11T
| $192M | 0.45% |
7,005,180
-1,002,746
| -13% | -$26.9M |
|
28
PUT
Home Depot
HD
$337B
| $189M | 0.45% |
1,666,500
+1,589,600
| +2,067% | +$175M |
|
29
PUT
McDonald's
MCD
$193B
| $186M | 0.44% |
1,911,200
+255,900
| +15% | +$24.3M |
|
30
PUT
Citigroup
C
$213B
| $177M | 0.42% |
3,438,900
-3,829,700
| -53% | -$195M |
|
31
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $161M | 0.38% |
2,921,600
+1,539,000
| +111% | +$80.2M |
|
32
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $158M | 0.37% |
2,457,300
-191,400
| -7% | -$12M |
|
33
PUT
IBM
IBM
$213B
| $157M | 0.37% |
1,024,452
-271,751
| -21% | -$41.2M |
|
|
BRCM
34
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $153M | 0.36% |
3,531,300
+2,272,800
| +181% | +$99.1M |
|
35
PUT
Cisco
CSCO
$443B
| $145M | 0.34% |
5,257,200
-297,600
| -5% | -$8.38M |
|
36
PUT
Chevron
CVX
$382B
| $144M | 0.34% |
1,368,100
+605,200
| +79% | +$64.6M |
|
37
CALL
Verizon
VZ
$197B
| $142M | 0.34% |
2,922,400
+477,300
| +20% | +$23M |
|
38
PUT
Nike
NKE
$64.1B
| $141M | 0.33% |
2,809,800
+2,349,600
| +511% | +$112M |
|
39
PUT
Amazon
AMZN
$2.44T
| $139M | 0.33% |
7,466,000
-3,604,000
| -33% | -$63.4M |
|
|
40
PUT
United Parcel Service
UPS
$88.9B
| $136M | 0.32% |
1,404,100
+740,200
| +111% | +$75.9M |
|
41
PUT
United States Oil Fund
USO
$2.15B
| $135M | 0.32% |
1,002,600
+684,887
| +216% | +$98.6M |
|
42
PUT
Gilead Sciences
GILD
$165B
| $134M | 0.32% |
1,361,700
+45,100
| +3% | +$4.58M |
|
43
PUT
iShares US Real Estate ETF
IYR
$4.75B
| $133M | 0.31% |
1,674,800
+1,392,600
| +493% | +$111M |
|
|
44
CALL
Apple
AAPL
$4.97T
| $132M | 0.31% |
4,244,000
-2,712,000
| -39% | -$81.9M |
|
45
PUT
Baidu
BIDU
$35.7B
| $132M | 0.31% |
631,300
+411,000
| +187% | +$88.1M |
|
46
PUT
Intel
INTC
$413B
| $130M | 0.31% |
4,151,800
+705,700
| +20% | +$23.8M |
|
47
PUT
SLB Ltd
SLB
$72.7B
| $128M | 0.3% |
1,535,200
+844,000
| +122% | +$70.3M |
|
|
48
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $127M | 0.3% |
2,299,900
+1,756,000
| +323% | +$91.5M |
|
49
PUT
American Express
AXP
$224B
| $122M | 0.29% |
1,567,300
+1,002,200
| +177% | +$83.3M |
|
50
CALL
Dollar General
DG
$28.4B
| $114M | 0.27% |
1,517,000
+1,103,500
| +267% | +$78M |
|
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.