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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
1926
PUT
Masco
MAS
$15.3B
| $259K | ﹤0.01% |
11,039
-172,862
| -94% | -$3.92M |
|
1927
VeriSign
VRSN
$26.6B
| $259K | ﹤0.01% |
3,863
+1,636
| +73% | +$99.5K |
|
1928
PUT
Cal-Maine
CALM
$3.99B
| $258K | ﹤0.01% |
6,600
-1,100
| -14% | -$40.6K |
|
1929
CALL
General Dynamics
GD
$106B
| $258K | ﹤0.01% |
1,900
+100
| +6% | +$13.7K |
|
|
PAY
1930
PUT
DELISTED
Verifone Systems Inc
PAY
| $258K | ﹤0.01% |
7,400
-29,400
| -80% | -$1.02M |
|
1931
CALL
A.O. Smith
AOS
$8.7B
| $256K | ﹤0.01% |
7,800
| – | – |
|
1932
Edison International
EIX
$26.4B
| $256K | ﹤0.01% |
4,102
-5,244
| -56% | -$342K |
|
1933
CALL
Marriott International
MAR
$92.3B
| $256K | ﹤0.01% |
3,200
-6,600
| -67% | -$526K |
|
1934
CALL
Chubb
CB
$135B
| $255K | ﹤0.01% |
2,300
-6,000
| -72% | -$675K |
|
|
IPG
1935
PUT
DELISTED
Interpublic Group of Companies
IPG
| $255K | ﹤0.01% |
11,500
| – | – |
|
1936
CALL
Progressive
PGR
$125B
| $255K | ﹤0.01% |
9,400
+6,000
| +176% | +$160K |
|
1937
Darling Ingredients
DAR
$9.44B
| $252K | ﹤0.01% |
17,965
+15,527
| +637% | +$255K |
|
1938
PUT
Ericsson
ERIC
$33.3B
| $252K | ﹤0.01% |
20,100
-900
| -4% | -$11.3K |
|
1939
PUT
NetEase
NTES
$84.7B
| $252K | ﹤0.01% |
12,000
-137,500
| -92% | -$2.91M |
|
|
LNW
1940
PUT
DELISTED
Light & Wonder
LNW
| $251K | ﹤0.01% |
24,000
-8,800
| -27% | -$111K |
|
|
SNV
1941
PUT
DELISTED
Synovus
SNV
| $251K | ﹤0.01% |
9,000
-75,600
| -89% | -$2.05M |
|
1942
CALL
Medtronic
MDT
$112B
| $250K | ﹤0.01% |
3,200
| – | – |
|
1943
PUT
Methode Electronics
MEI
$592M
| $250K | ﹤0.01% |
5,300
+400
| +8% | +$16K |
|
|
ULTI
1944
DELISTED
Ultimate Software Group Inc
ULTI
| $250K | ﹤0.01% |
+1,469
| New | +$233K |
|
|
LXK
1945
DELISTED
Lexmark Intl Inc
LXK
| $250K | ﹤0.01% |
+5,915
| New | +$243K |
|
1946
BorgWarner
BWA
$13.9B
| $249K | ﹤0.01% |
4,683
+1,193
| +34% | +$60.7K |
|
1947
Entergy
ETR
$50B
| $249K | ﹤0.01% |
6,432
-4,602
| -42% | -$189K |
|
1948
Marriott Vacations Worldwide
VAC
$4.24B
| $249K | ﹤0.01% |
3,078
-10,109
| -77% | -$782K |
|
|
IM
1949
PUT
DELISTED
Ingram Micro
IM
| $249K | ﹤0.01% |
9,900
-10,000
| -50% | -$254K |
|
1950
CALL
Crown Castle
CCI
$32.2B
| $248K | ﹤0.01% |
3,000
-84,000
| -97% | -$7.16M |
|
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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.