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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 | |
|---|---|---|---|---|---|---|
726
iShares MSCI South Korea ETF
EWY
$24.6B
| $4.82M | 0.01% |
84,202
-45,594
| -35% | -$2.57M |
|
727
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
| $4.75M | 0.01% |
56,400
+49,900
| +768% | +$4.24M |
|
728
CALL
NOV
NOV
$6.95B
| $4.75M | 0.01% |
95,100
+75,900
| +395% | +$4.12M |
|
729
PUT
TJX Companies
TJX
$177B
| $4.75M | 0.01% |
135,600
+8,600
| +7% | +$293K |
|
730
CALL
Campbell Soup
CPB
$6.87B
| $4.74M | 0.01% |
101,900
+90,200
| +771% | +$4.16M |
|
731
CALL
Teck Resources
TECK
$32.4B
| $4.72M | 0.01% |
344,100
+343,500
| +57,250% | +$4.84M |
|
732
Sony
SONY
$132B
| $4.72M | 0.01% |
880,665
+802,055
| +1,020% | +$4.05M |
|
|
WNR
733
CALL
DELISTED
Western Refining Inc
WNR
| $4.71M | 0.01% |
95,300
-16,900
| -15% | -$706K |
|
734
PUT
Molson Coors Class B
TAP
$7.85B
| $4.7M | 0.01% |
63,100
-3,100
| -5% | -$234K |
|
735
CALL
Accenture
ACN
$104B
| $4.68M | 0.01% |
50,000
-41,100
| -45% | -$3.67M |
|
736
PUT
Flowserve
FLS
$10.1B
| $4.67M | 0.01% |
82,700
+57,700
| +231% | +$3.35M |
|
737
CALL
Sinclair Inc
SBGI
$1B
| $4.65M | 0.01% |
148,000
+61,100
| +70% | +$1.66M |
|
738
PUT
Avis
CAR
$4.9B
| $4.64M | 0.01% |
78,600
+54,100
| +221% | +$3.3M |
|
739
PUT
ManpowerGroup
MAN
$2.53B
| $4.64M | 0.01% |
53,800
-5,000
| -9% | -$381K |
|
740
CALL
Teva Pharmaceuticals
TEVA
$40.5B
| $4.63M | 0.01% |
74,400
-42,800
| -37% | -$2.49M |
|
741
Prudential Financial
PRU
$41.7B
| $4.63M | 0.01% |
57,676
-270,507
| -82% | -$21.9M |
|
|
LLTC
742
CALL
DELISTED
Linear Technology Corp
LLTC
| $4.63M | 0.01% |
98,900
+77,800
| +369% | +$3.64M |
|
743
PUT
Exelon
EXC
$47.1B
| $4.61M | 0.01% |
192,074
+47,388
| +33% | +$1.17M |
|
744
Illumina
ILMN
$30.2B
| $4.58M | 0.01% |
+25,358
| New | +$4.78M |
|
745
CALL
lululemon athletica
LULU
$14B
| $4.58M | 0.01% |
71,500
+38,700
| +118% | +$2.48M |
|
746
PUT
Wheaton Precious Metals
WPM
$55.8B
| $4.57M | 0.01% |
240,400
+8,200
| +4% | +$174K |
|
747
PUT
Host Hotels & Resorts
HST
$17.2B
| $4.57M | 0.01% |
226,400
+51,200
| +29% | +$1.14M |
|
748
CALL
PENN Entertainment
PENN
$2.63B
| $4.57M | 0.01% |
291,600
+273,000
| +1,468% | +$4.29M |
|
749
Owens Corning
OC
$12.3B
| $4.55M | 0.01% |
+104,915
| New | +$4.16M |
|
750
Honeywell
HON
$78.6B
| $4.55M | 0.01% |
48,568
+36,344
| +297% | +$3.33M |
|
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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.