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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 | |
|---|---|---|---|---|---|---|
526
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $8.43M | 0.02% |
206,600
+175,900
| +573% | +$6.94M |
|
|
TFCFA
527
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $8.43M | 0.02% |
249,200
-42,100
| -14% | -$1.46M |
|
528
United Airlines
UAL
$43.1B
| $8.42M | 0.02% |
125,255
-70,896
| -36% | -$4.8M |
|
529
PUT
Marathon Petroleum
MPC
$86.9B
| $8.41M | 0.02% |
164,200
+116,000
| +241% | +$5.57M |
|
530
PUT
Toll Brothers
TOL
$14.5B
| $8.4M | 0.02% |
213,400
-182,400
| -46% | -$6.67M |
|
531
CALL
Agnico Eagle Mines
AEM
$83.8B
| $8.38M | 0.02% |
299,900
+161,700
| +117% | +$4.97M |
|
532
CALL
JetBlue
JBLU
$2.4B
| $8.36M | 0.02% |
434,300
+336,600
| +345% | +$5.73M |
|
533
PUT
AutoZone
AZO
$50.1B
| $8.32M | 0.02% |
12,200
-157,700
| -93% | -$99.1M |
|
534
Union Pacific
UNP
$176B
| $8.3M | 0.02% |
76,653
+22,303
| +41% | +$2.62M |
|
535
CALL
Nike
NKE
$63B
| $8.29M | 0.02% |
165,200
-112,800
| -41% | -$5.39M |
|
536
Abercrombie & Fitch
ANF
$4.86B
| $8.25M | 0.02% |
374,189
+170,108
| +83% | +$4.19M |
|
537
American International
AIG
$42.5B
| $8.24M | 0.02% |
150,329
-147,468
| -50% | -$7.91M |
|
538
CALL
Home Depot
HD
$352B
| $8.21M | 0.02% |
72,300
-30,300
| -30% | -$3.34M |
|
|
TWC
539
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $8.2M | 0.02% |
+54,700
| New | +$8.16M |
|
|
CSC
540
PUT
DELISTED
Computer Sciences
CSC
| $8.16M | 0.02% |
296,625
+278,353
| +1,523% | +$7.68M |
|
541
iShares MSCI Australia ETF
EWA
$1.44B
| $8.1M | 0.02% |
354,502
+173,111
| +95% | +$3.96M |
|
542
Oracle
ORCL
$416B
| $8.1M | 0.02% |
187,802
+122,378
| +187% | +$5.3M |
|
543
CALL
Newmont
NEM
$110B
| $8.09M | 0.02% |
372,700
-691,700
| -65% | -$16.2M |
|
544
CALL
Johnson & Johnson
JNJ
$621B
| $8.05M | 0.02% |
80,000
-102,000
| -56% | -$10.4M |
|
545
CALL
JB Hunt Transport Services
JBHT
$25.6B
| $7.99M | 0.02% |
93,600
+92,100
| +6,140% | +$7.7M |
|
546
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $7.99M | 0.02% |
350,300
+115,000
| +49% | +$2.68M |
|
547
CALL
BHP
BHP
$227B
| $7.98M | 0.02% |
203,062
+128,791
| +173% | +$5.23M |
|
548
PUT
TripAdvisor
TRIP
$1.63B
| $7.96M | 0.02% |
95,700
-68,100
| -42% | -$5.35M |
|
549
PUT
Eli Lilly
LLY
$1.04T
| $7.93M | 0.02% |
109,100
-536,000
| -83% | -$38.2M |
|
550
CALL
Yum! Brands
YUM
$41.6B
| $7.9M | 0.02% |
139,517
-193,628
| -58% | -$10.6M |
|
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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.