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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 | |
|---|---|---|---|---|---|---|
|
126
PUT
Booking.com
BKNG
$149B
| $51.8M | 0.12% |
1,112,500
-1,295,000
| -54% | -$58M |
|
127
PUT
Walmart Inc
WMT
$885B
| $51.7M | 0.12% |
1,884,300
-1,273,200
| -40% | -$36.1M |
|
128
CALL
Comcast
CMCSA
$85B
| $50.8M | 0.12% |
1,800,000
-73,600
| -4% | -$2.12M |
|
|
129
Morgan Stanley
MS
$331B
| $50.5M | 0.12% |
1,414,832
+1,366,123
| +2,805% | +$49M |
|
|
VXX
130
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $50.5M | 0.12% |
123,081
-40,125
| -25% | -$19.5M |
|
|
131
CALL
Morgan Stanley
MS
$331B
| $50.3M | 0.12% |
1,409,400
-769,000
| -35% | -$27.6M |
|
|
TWTR
132
CALL
DELISTED
Twitter, Inc.
TWTR
| $50M | 0.12% |
998,200
-59,300
| -6% | -$2.63M |
|
|
133
PUT
eBay
EBAY
$50.6B
| $49.8M | 0.12% |
2,050,013
-4,036,824
| -66% | -$96.3M |
|
|
YHOO
134
PUT
DELISTED
Yahoo Inc
YHOO
| $49.6M | 0.12% |
1,116,200
-597,600
| -35% | -$27M |
|
135
WisdomTree Japan Hedged Equity Fund
DXJ
$7.18B
| $49.1M | 0.12% |
890,281
+823,756
| +1,238% | +$42.9M |
|
136
CALL
Qualcomm
QCOM
$155B
| $48.7M | 0.12% |
702,200
-793,100
| -53% | -$55.9M |
|
137
CALL
iShares MSCI Japan ETF
EWJ
$21.9B
| $48.7M | 0.12% |
971,050
-103,975
| -10% | -$4.97M |
|
138
CALL
Delta Air Lines
DAL
$57.5B
| $47.7M | 0.11% |
1,061,300
+123,100
| +13% | +$5.71M |
|
|
139
iShares MSCI Brazil ETF
EWZ
$9.28B
| $47.7M | 0.11% |
1,519,383
-4,229,966
| -74% | -$144M |
|
140
CALL
General Motors
GM
$80.4B
| $47.5M | 0.11% |
1,265,300
+638,000
| +102% | +$23.2M |
|
141
Microsoft
MSFT
$3.45T
| $47.2M | 0.11% |
1,160,750
+342,408
| +42% | +$14.9M |
|
142
PUT
Micron Technology
MU
$930B
| $46.4M | 0.11% |
1,711,800
-691,500
| -29% | -$20.7M |
|
143
CALL
United Airlines
UAL
$39.4B
| $46.1M | 0.11% |
685,300
+413,700
| +152% | +$28M |
|
144
PUT
Salesforce
CRM
$151B
| $45.6M | 0.11% |
682,300
-1,054,900
| -61% | -$65.4M |
|
|
145
United Parcel Service
UPS
$88.6B
| $45.5M | 0.11% |
469,841
+460,385
| +4,869% | +$47.2M |
|
146
CALL
Coca-Cola
KO
$377B
| $45M | 0.11% |
1,110,400
+455,600
| +70% | +$19.1M |
|
147
Corning
GLW
$119B
| $45M | 0.11% |
1,984,398
+289,935
| +17% | +$6.9M |
|
148
CALL
Merck
MRK
$322B
| $44.8M | 0.11% |
817,440
+802,454
| +5,355% | +$45.4M |
|
149
PUT
Oracle
ORCL
$374B
| $44.7M | 0.11% |
1,035,100
-1,142,800
| -52% | -$49.5M |
|
150
CALL
JD.com
JD
$44.6B
| $44.4M | 0.1% |
1,509,500
+1,469,500
| +3,674% | +$39.4M |
|
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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.