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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 | |
|---|---|---|---|---|---|---|
1326
CALL
Abercrombie & Fitch
ANF
$4.91B
| $858K | ﹤0.01% |
38,900
-100
| -0.3% | -$2.46K |
|
|
STI
1327
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $858K | ﹤0.01% |
20,900
-31,700
| -60% | -$1.28M |
|
|
MIC
1328
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $857K | ﹤0.01% |
10,400
+4,500
| +76% | +$342K |
|
1329
PUT
Workday
WDAY
$42B
| $856K | ﹤0.01% |
10,200
-196,900
| -95% | -$16.7M |
|
1330
Travel + Leisure Co
TNL
$4.74B
| $853K | ﹤0.01% |
20,894
-165,884
| -89% | -$6.6M |
|
1331
PUT
Prudential Financial
PRU
$41.9B
| $852K | ﹤0.01% |
10,600
-286,300
| -96% | -$23.2M |
|
1332
PUT
XPO
XPO
$23B
| $849K | ﹤0.01% |
54,069
-71,417
| -57% | -$1.03M |
|
|
ONIT
1333
PUT
Onity Group
ONIT
$311M
| $848K | ﹤0.01% |
6,840
-1,107
| -14% | -$148K |
|
|
S
1334
PUT
DELISTED
Sprint Corporation
S
| $841K | ﹤0.01% |
177,400
-1,153,100
| -87% | -$5.44M |
|
1335
PUT
Southern Company
SO
$107B
| $836K | ﹤0.01% |
18,900
-145,100
| -88% | -$6.89M |
|
|
RDS.A
1336
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $835K | ﹤0.01% |
+14,989
| New | +$888K |
|
|
AUQ
1337
PUT
DELISTED
AURICO GOLD INC COM
AUQ
| $834K | ﹤0.01% |
301,000
+296,700
| +6,900% | +$1.03M |
|
1338
PUT
Canadian Solar
CSIQ
$1.05B
| $832K | ﹤0.01% |
25,000
-80,300
| -76% | -$2.22M |
|
1339
PUT
Estee Lauder
EL
$30.9B
| $832K | ﹤0.01% |
10,000
-9,700
| -49% | -$764K |
|
1340
PUT
Clorox
CLX
$12.8B
| $828K | ﹤0.01% |
+7,500
| New | +$814K |
|
1341
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $826K | ﹤0.01% |
30,400
-75,600
| -71% | -$2.13M |
|
1342
Blackrock
BLK
$175B
| $825K | ﹤0.01% |
2,255
-4,165
| -65% | -$1.51M |
|
|
SINA
1343
CALL
DELISTED
Sina Corp
SINA
| $825K | ﹤0.01% |
25,700
-146,700
| -85% | -$5.27M |
|
1344
CALL
NetApp
NTAP
$37.6B
| $823K | ﹤0.01% |
23,200
+15,500
| +201% | +$592K |
|
1345
CALL
Hain Celestial
HAIN
$53.5M
| $821K | ﹤0.01% |
12,800
-7,000
| -35% | -$414K |
|
1346
PUT
NiSource
NI
$20.8B
| $821K | ﹤0.01% |
47,337
-86,785
| -65% | -$1.47M |
|
1347
PUT
Packaging Corp of America
PKG
$22.5B
| $820K | ﹤0.01% |
10,500
+5,300
| +102% | +$421K |
|
1348
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $817K | ﹤0.01% |
6,712
+6,711
| +671,100% | +$814K |
|
1349
PUT
Akamai
AKAM
$17.2B
| $816K | ﹤0.01% |
11,500
-149,400
| -93% | -$9.88M |
|
1350
PUT
Dine Brands
DIN
$449M
| $813K | ﹤0.01% |
7,600
-6,700
| -47% | -$717K |
|
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.