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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 | |
|---|---|---|---|---|---|---|
2051
KLA
KLAC
$259B
| $210K | ﹤0.01% |
35,980
-32,720
| -48% | -$209K |
|
2052
PUT
Annaly Capital Management
NLY
$17.4B
| $210K | ﹤0.01% |
5,050
+1,100
| +28% | +$46.8K |
|
|
TGP
2053
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $210K | ﹤0.01% |
5,600
-41,500
| -88% | -$1.57M |
|
|
AFAM
2054
PUT
DELISTED
Almost Family Inc
AFAM
| $210K | ﹤0.01% |
4,700
-2,400
| -34% | -$80.3K |
|
2055
Methanex
MEOH
$4.12B
| $209K | ﹤0.01% |
3,903
+2,825
| +262% | +$142K |
|
2056
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $209K | ﹤0.01% |
7,700
-94,700
| -92% | -$2.67M |
|
2057
PUT
Strategic Education
STRA
$1.92B
| $208K | ﹤0.01% |
3,900
-2,700
| -41% | -$174K |
|
2058
CALL
Enterprise Products Partners
EPD
$81.7B
| $207K | ﹤0.01% |
6,300
-59,500
| -90% | -$1.99M |
|
|
HBI
2059
DELISTED
Hanesbrands
HBI
| $207K | ﹤0.01% |
+6,180
| New | +$187K |
|
2060
PUT
Amdocs
DOX
$6.22B
| $206K | ﹤0.01% |
3,800
+3,000
| +375% | +$151K |
|
2061
Fair Isaac
FICO
$22.5B
| $206K | ﹤0.01% |
2,321
+1,680
| +262% | +$135K |
|
2062
PUT
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.2B
| $206K | ﹤0.01% |
+4,800
| New | +$199K |
|
|
IRBT
2063
DELISTED
iRobot
IRBT
| $205K | ﹤0.01% |
6,283
-2,495
| -28% | -$81K |
|
2064
CALL
Essential Utilities
WTRG
$11.4B
| $205K | ﹤0.01% |
7,800
+700
| +10% | +$18.6K |
|
|
SPWR
2065
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $205K | ﹤0.01% |
9,926
-228,286
| -96% | -$4.31M |
|
|
NAV
2066
CALL
DELISTED
Navistar International
NAV
| $205K | ﹤0.01% |
6,900
-64,400
| -90% | -$1.93M |
|
2067
CALL
PACCAR
PCAR
$70.1B
| $204K | ﹤0.01% |
4,800
-67,800
| -93% | -$2.88M |
|
2068
Costco
COST
$420B
| $203K | ﹤0.01% |
1,343
-49,324
| -97% | -$7.24M |
|
2069
PUT
Designer Brands
DBI
$333M
| $203K | ﹤0.01% |
5,500
-22,200
| -80% | -$814K |
|
2070
PUT
Strategy Inc
MSTR
$38.4B
| $203K | ﹤0.01% |
12,000
+1,000
| +9% | +$16.9K |
|
2071
CALL
Parker-Hannifin
PH
$135B
| $203K | ﹤0.01% |
1,700
-2,800
| -62% | -$339K |
|
|
COL
2072
PUT
DELISTED
Rockwell Collins
COL
| $203K | ﹤0.01% |
2,100
-8,100
| -79% | -$724K |
|
2073
PUT
Marriott International
MAR
$92.3B
| $201K | ﹤0.01% |
2,500
-52,900
| -95% | -$4.22M |
|
2074
Masco
MAS
$15.3B
| $201K | ﹤0.01% |
8,583
-55,793
| -87% | -$1.27M |
|
2075
PUT
Televisa
TV
$1.49B
| $201K | ﹤0.01% |
6,100
+900
| +17% | +$30.3K |
|
Similar funds
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.