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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 | |
|---|---|---|---|---|---|---|
1376
PUT
Intercontinental Exchange
ICE
$84.1B
| $769K | ﹤0.01% |
16,500
-11,585
| -41% | -$522K |
|
1377
CALL
Sherwin-Williams
SHW
$88.2B
| $768K | ﹤0.01% |
8,100
+600
| +8% | +$55.9K |
|
1378
CALL
Open Text
OTEX
$6.21B
| $767K | ﹤0.01% |
29,000
-21,200
| -42% | -$606K |
|
1379
PUT
Lumen
LUMN
$6.09B
| $761K | ﹤0.01% |
22,000
-126,300
| -85% | -$4.72M |
|
1380
CALL
Veeco
VECO
$3.15B
| $758K | ﹤0.01% |
24,800
+1,600
| +7% | +$50K |
|
1381
CALL
Roper Technologies
ROP
$39.3B
| $757K | ﹤0.01% |
4,400
+2,100
| +91% | +$340K |
|
1382
Lear
LEA
$7.93B
| $756K | ﹤0.01% |
6,823
+5,186
| +317% | +$545K |
|
1383
CALL
Energy Transfer Partners
ET
$71.2B
| $754K | ﹤0.01% |
23,800
-9,600
| -29% | -$284K |
|
1384
CALL
State Street
STT
$50.8B
| $751K | ﹤0.01% |
10,200
+7,300
| +252% | +$546K |
|
1385
CALL
Capital One
COF
$135B
| $750K | ﹤0.01% |
9,500
-6,400
| -40% | -$503K |
|
1386
CALL
Ovintiv
OVV
$16.6B
| $745K | ﹤0.01% |
13,340
+2,700
| +25% | +$170K |
|
|
MCRL
1387
DELISTED
MICREL INC
MCRL
| $745K | ﹤0.01% |
+49,403
| New | +$722K |
|
|
CIT
1388
PUT
DELISTED
CIT Group Inc.
CIT
| $745K | ﹤0.01% |
16,500
-24,800
| -60% | -$1.13M |
|
1389
CALL
Genworth Financial
GNW
$3.72B
| $744K | ﹤0.01% |
101,800
+93,200
| +1,084% | +$709K |
|
1390
PUT
Fidelity National Information Services
FIS
$22.1B
| $742K | ﹤0.01% |
10,900
+8,400
| +336% | +$549K |
|
1391
Pilgrim's Pride
PPC
$6.56B
| $741K | ﹤0.01% |
32,795
+25,352
| +341% | +$721K |
|
|
1392
PUT
Open Text
OTEX
$6.21B
| $740K | ﹤0.01% |
28,000
+7,000
| +33% | +$200K |
|
1393
3M
MMM
$93.2B
| $737K | ﹤0.01% |
5,346
-17,645
| -77% | -$2.43M |
|
1394
PUT
Edison International
EIX
$25.9B
| $735K | ﹤0.01% |
11,800
-17,200
| -59% | -$1.12M |
|
1395
Ryder
R
$10.1B
| $734K | ﹤0.01% |
7,736
+3,913
| +102% | +$360K |
|
1396
Tapestry
TPR
$32.7B
| $734K | ﹤0.01% |
17,727
-72,225
| -80% | -$2.87M |
|
|
ULTI
1397
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $731K | ﹤0.01% |
+4,300
| New | +$682K |
|
1398
PUT
Royal Caribbean
RCL
$85.7B
| $728K | ﹤0.01% |
8,900
-17,200
| -66% | -$1.36M |
|
1399
PUT
AGNC Investment
AGNC
$12.6B
| $726K | ﹤0.01% |
34,000
-800
| -2% | -$17.3K |
|
1400
CALL
Analog Devices
ADI
$184B
| $725K | ﹤0.01% |
11,500
-11,100
| -49% | -$630K |
|
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.