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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 | |
|---|---|---|---|---|---|---|
901
PUT
Herc Holdings
HRI
$5.65B
| $3.01M | 0.01% |
46,267
-23,133
| -33% | -$1.55M |
|
|
CAM
902
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $2.97M | 0.01% |
65,800
+10,300
| +19% | +$470K |
|
903
Melco Resorts & Entertainment
MLCO
$2.15B
| $2.96M | 0.01% |
138,098
+123,755
| +863% | +$2.96M |
|
904
CALL
Steel Dynamics
STLD
$38B
| $2.96M | 0.01% |
147,400
+136,100
| +1,204% | +$2.54M |
|
|
GRMN
905
PUT
Garmin
GRMN
$59B
| $2.96M | 0.01% |
62,300
-139,400
| -69% | -$7.12M |
|
|
LNKD
906
DELISTED
LinkedIn Corporation
LNKD
| $2.96M | 0.01% |
11,831
-31,500
| -73% | -$7.82M |
|
|
QEP
907
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $2.96M | 0.01% |
141,700
-43,900
| -24% | -$917K |
|
908
CALL
Valero Energy
VLO
$86.5B
| $2.95M | 0.01% |
46,400
-7,400
| -14% | -$413K |
|
909
PUT
Palo Alto Networks
PANW
$293B
| $2.95M | 0.01% |
121,200
-1,231,800
| -91% | -$27.6M |
|
910
PUT
Genworth Financial
GNW
$3.75B
| $2.94M | 0.01% |
401,600
+224,000
| +126% | +$1.7M |
|
|
JWN
911
DELISTED
Nordstrom
JWN
| $2.94M | 0.01% |
36,549
+31,036
| +563% | +$2.46M |
|
912
KKR & Co
KKR
$93.8B
| $2.89M | 0.01% |
126,620
+80,556
| +175% | +$1.9M |
|
913
Packaging Corp of America
PKG
$22.6B
| $2.88M | 0.01% |
36,901
+35,573
| +2,679% | +$2.82M |
|
|
ETP
914
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $2.85M | 0.01% |
51,052
-15,648
| -23% | -$928K |
|
915
CME Group
CME
$94.9B
| $2.84M | 0.01% |
30,000
-12,062
| -29% | -$1.12M |
|
|
DNKN
916
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.83M | 0.01% |
59,500
+37,400
| +169% | +$1.74M |
|
|
SAVE
917
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.83M | 0.01% |
36,579
+28,941
| +379% | +$2.22M |
|
|
MON
918
PUT
DELISTED
Monsanto Co
MON
| $2.81M | 0.01% |
24,900
-963,100
| -97% | -$114M |
|
919
CALL
Take-Two Interactive
TTWO
$43.5B
| $2.8M | 0.01% |
110,000
+109,900
| +109,900% | +$2.99M |
|
920
Meritage Homes
MTH
$4.79B
| $2.78M | 0.01% |
114,128
+103,388
| +963% | +$2.09M |
|
921
CALL
Zillow
ZG
$7.47B
| $2.78M | 0.01% |
83,100
-29,100
| -26% | -$1.03M |
|
922
PUT
Broadcom
AVGO
$2.02T
| $2.77M | 0.01% |
218,000
+131,000
| +151% | +$1.5M |
|
|
FITB
923
CALL
Fifth Third Bancorp
FITB
$51.9B
| $2.74M | 0.01% |
145,500
-38,700
| -21% | -$730K |
|
924
US Bancorp
USB
$100B
| $2.74M | 0.01% |
62,771
-21,516
| -26% | -$942K |
|
925
State Street SPDR S&P 500 ETF Trust
SPY
$820B
| $2.74M | 0.01% |
13,268
+7,127
| +116% | +$1.47M |
|
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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.