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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 | |
|---|---|---|---|---|---|---|
2001
PUT
Quanta Services
PWR
$101B
| $231K | ﹤0.01% |
8,100
-2,600
| -24% | -$72.9K |
|
|
CAB
2002
DELISTED
Cabela's Inc
CAB
| $231K | ﹤0.01% |
4,120
+532
| +15% | +$29.4K |
|
2003
CALL
Altria Group
MO
$114B
| $230K | ﹤0.01% |
4,600
-43,600
| -90% | -$2.31M |
|
2004
CALL
NXP Semiconductors
NXPI
$60.4B
| $230K | ﹤0.01% |
2,300
-24,000
| -91% | -$2.11M |
|
|
MFRM
2005
PUT
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $230K | ﹤0.01% |
+3,300
| New | +$203K |
|
2006
CenterPoint Energy
CNP
$26.8B
| $228K | ﹤0.01% |
11,182
+5,094
| +84% | +$111K |
|
2007
CVS Health
CVS
$122B
| $228K | ﹤0.01% |
2,213
-21,214
| -91% | -$2.15M |
|
|
AKS
2008
CALL
DELISTED
AK Steel Holding Corp
AKS
| $228K | ﹤0.01% |
50,900
-21,300
| -30% | -$92.8K |
|
|
AKS
2009
PUT
DELISTED
AK Steel Holding Corp
AKS
| $228K | ﹤0.01% |
51,000
-61,900
| -55% | -$270K |
|
2010
PUT
Analog Devices
ADI
$190B
| $227K | ﹤0.01% |
3,600
-29,400
| -89% | -$1.67M |
|
2011
PUT
Zebra Technologies
ZBRA
$17.8B
| $227K | ﹤0.01% |
+2,500
| New | +$216K |
|
2012
CALL
FirstEnergy
FE
$27.5B
| $226K | ﹤0.01% |
6,400
-61,500
| -91% | -$2.3M |
|
2013
Jack in the Box
JACK
$335M
| $226K | ﹤0.01% |
2,361
-3,443
| -59% | -$312K |
|
2014
PUT
Scotiabank
BNS
$108B
| $225K | ﹤0.01% |
4,755
-16,694
| -78% | -$815K |
|
2015
CALL
Estee Lauder
EL
$32B
| $225K | ﹤0.01% |
2,700
-15,500
| -85% | -$1.22M |
|
2016
PUT
Globe Life
GL
$14.3B
| $225K | ﹤0.01% |
4,100
+2,000
| +95% | +$106K |
|
2017
PUT
Morningstar
MORN
$7.53B
| $225K | ﹤0.01% |
3,000
-1,600
| -35% | -$114K |
|
2018
United States Oil Fund
USO
$1.84B
| $225K | ﹤0.01% |
1,671
-59,340
| -97% | -$8.54M |
|
|
FITB
2019
Fifth Third Bancorp
FITB
$51.8B
| $224K | ﹤0.01% |
11,881
-103,803
| -90% | -$1.96M |
|
2020
State Street
STT
$50.7B
| $224K | ﹤0.01% |
3,046
-11,369
| -79% | -$851K |
|
2021
Toronto Dominion Bank
TD
$200B
| $224K | ﹤0.01% |
5,228
+3,033
| +138% | +$130K |
|
|
CAM
2022
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $224K | ﹤0.01% |
4,900
-38,400
| -89% | -$1.75M |
|
2023
Royal Caribbean
RCL
$85.6B
| $223K | ﹤0.01% |
2,729
+497
| +22% | +$39.3K |
|
2024
SunCoke Energy
SXC
$797M
| $223K | ﹤0.01% |
14,956
-6,883
| -32% | -$117K |
|
2025
CALL
Aon
AON
$76B
| $222K | ﹤0.01% |
2,300
-11,500
| -83% | -$1.11M |
|
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HF
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.