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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 | |
|---|---|---|---|---|---|---|
176
PUT
ConocoPhillips
COP
$147B
| $37.9M | 0.09% |
609,500
+143,200
| +31% | +$9.26M |
|
|
MON
177
CALL
DELISTED
Monsanto Co
MON
| $37.7M | 0.09% |
335,300
-201,800
| -38% | -$24M |
|
|
178
CALL
Ford
F
$58.5B
| $37.6M | 0.09% |
2,332,500
+124,600
| +6% | +$1.97M |
|
179
PUT
Capri Holdings
CPRI
$1.83B
| $37.6M | 0.09% |
571,900
-781,500
| -58% | -$53.6M |
|
180
CALL
IBM
IBM
$211B
| $37.4M | 0.09% |
243,613
-157,946
| -39% | -$24M |
|
|
CSC
181
CALL
DELISTED
Computer Sciences
CSC
| $36.5M | 0.09% |
1,325,795
+1,323,422
| +55,770% | +$36.5M |
|
182
PUT
HP
HPQ
$24.9B
| $36.1M | 0.09% |
2,553,880
-1,974,313
| -44% | -$32.6M |
|
183
PUT
Trip.com Group
TCOM
$29.6B
| $36.1M | 0.09% |
1,230,000
+513,200
| +72% | +$12.4M |
|
184
Gilead Sciences
GILD
$162B
| $36M | 0.09% |
366,439
-24,105
| -6% | -$2.45M |
|
185
PUT
PNC Financial Services
PNC
$99.7B
| $35.9M | 0.09% |
385,300
+297,400
| +338% | +$26.8M |
|
186
Baidu
BIDU
$37.7B
| $35.4M | 0.08% |
169,877
+148,096
| +680% | +$31.7M |
|
187
CALL
Intercontinental Exchange
ICE
$85.6B
| $35.4M | 0.08% |
758,500
-6,500
| -0.8% | -$293K |
|
188
CALL
Danaher
DHR
$137B
| $35.1M | 0.08% |
615,516
+137,476
| +29% | +$7.89M |
|
189
Alphabet (Google) Class C
GOOG
$4.36T
| $35.1M | 0.08% |
1,273,687
+763,029
| +149% | +$20.4M |
|
|
WBA
190
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $34.9M | 0.08% |
411,700
-730,600
| -64% | -$58.2M |
|
191
PUT
Western Digital
WDC
$188B
| $34.8M | 0.08% |
506,444
+288,678
| +133% | +$22.6M |
|
|
ANDV
192
PUT
DELISTED
Andeavor
ANDV
| $34.8M | 0.08% |
381,100
+287,800
| +308% | +$24.1M |
|
193
PUT
Macy's
M
$6.53B
| $34.5M | 0.08% |
531,300
+281,900
| +113% | +$18.1M |
|
194
SPDR Gold Trust
GLD
$131B
| $34.4M | 0.08% |
303,033
+299,721
| +9,050% | +$35.1M |
|
195
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $33.5M | 0.08% |
231,900
-391,700
| -63% | -$57.6M |
|
196
PUT
Travelers Companies
TRV
$78.1B
| $33.3M | 0.08% |
307,600
+265,500
| +631% | +$28.4M |
|
197
PUT
Amgen
AMGN
$208B
| $33.1M | 0.08% |
206,900
-46,000
| -18% | -$7.24M |
|
198
PUT
American International
AIG
$41.7B
| $33M | 0.08% |
602,500
-1,646,700
| -73% | -$88.3M |
|
199
CALL
Union Pacific
UNP
$174B
| $32.9M | 0.08% |
303,300
+224,200
| +283% | +$26.3M |
|
200
CALL
Autodesk
ADSK
$49.5B
| $32.8M | 0.08% |
558,700
+147,800
| +36% | +$8.75M |
|
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.