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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 | |
|---|---|---|---|---|---|---|
676
PUT
Trane Technologies
TT
$106B
| $5.32M | 0.01% |
78,200
-7,900
| -9% | -$522K |
|
677
PUT
General Mills
GIS
$19.2B
| $5.32M | 0.01% |
93,900
+11,300
| +14% | +$603K |
|
|
PCL
678
CALL
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $5.3M | 0.01% |
122,000
+56,000
| +85% | +$2.44M |
|
679
CALL
Franco-Nevada
FNV
$43.7B
| $5.29M | 0.01% |
108,900
-39,400
| -27% | -$2.05M |
|
|
CHK
680
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $5.27M | 0.01% |
1,860
+375
| +25% | +$1.32M |
|
681
PUT
Burlington
BURL
$23.2B
| $5.26M | 0.01% |
88,600
+88,000
| +14,667% | +$4.72M |
|
|
ETFC
682
DELISTED
E*Trade Financial Corporation
ETFC
| $5.26M | 0.01% |
184,210
-13,111
| -7% | -$334K |
|
683
International Paper
IP
$22.4B
| $5.25M | 0.01% |
99,873
-19,717
| -16% | -$1.02M |
|
684
PUT
Hain Celestial
HAIN
$50.3M
| $5.25M | 0.01% |
81,900
+68,900
| +530% | +$4.08M |
|
685
Aflac
AFL
$63.9B
| $5.25M | 0.01% |
163,914
+112,606
| +219% | +$3.43M |
|
686
PUT
Community Health Systems
CYH
$416M
| $5.23M | 0.01% |
121,000
+117,007
| +2,930% | +$4.85M |
|
|
RAI
687
PUT
DELISTED
Reynolds American Inc
RAI
| $5.22M | 0.01% |
151,600
+150,800
| +18,850% | +$5.28M |
|
688
CALL
Walmart Inc
WMT
$894B
| $5.22M | 0.01% |
190,200
-1,036,800
| -84% | -$29.4M |
|
689
PUT
Tapestry
TPR
$32.2B
| $5.21M | 0.01% |
125,900
-900,100
| -88% | -$35.8M |
|
690
PUT
Range Resources
RRC
$8.91B
| $5.2M | 0.01% |
100,000
-328,500
| -77% | -$16.3M |
|
691
Applied Materials
AMAT
$424B
| $5.19M | 0.01% |
229,961
+76,165
| +50% | +$1.82M |
|
692
PUT
Occidental Petroleum
OXY
$53.5B
| $5.19M | 0.01% |
71,121
-170,490
| -71% | -$13.2M |
|
693
CALL
Emerson Electric
EMR
$91B
| $5.16M | 0.01% |
91,200
-32,100
| -26% | -$1.87M |
|
|
SWC
694
DELISTED
Stillwater Mining Co
SWC
| $5.14M | 0.01% |
398,257
+167,143
| +72% | +$2.31M |
|
695
CALL
Pitney Bowes
PBI
$2.51B
| $5.12M | 0.01% |
219,500
+53,900
| +33% | +$1.25M |
|
696
CALL
APA Corp
APA
$12.3B
| $5.12M | 0.01% |
84,800
-217,700
| -72% | -$13.7M |
|
697
General Motors
GM
$78.2B
| $5.12M | 0.01% |
136,444
-670,863
| -83% | -$24.4M |
|
|
SN
698
PUT
DELISTED
Sanchez Energy Corporation
SN
| $5.11M | 0.01% |
393,000
+382,100
| +3,506% | +$4.67M |
|
699
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $5.1M | 0.01% |
131,538
-795,362
| -86% | -$30.8M |
|
700
CALL
Golar LNG
GLNG
$5.11B
| $5.1M | 0.01% |
153,200
+102,200
| +200% | +$3.27M |
|
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.