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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 | |
|---|---|---|---|---|---|---|
|
TRW
1476
CALL
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $598K | ﹤0.01% |
5,700
| – | – |
|
1477
Zions Bancorporation
ZION
$10.3B
| $597K | ﹤0.01% |
22,121
-13,741
| -38% | -$360K |
|
|
JNPR
1478
CALL
DELISTED
Juniper Networks
JNPR
| $593K | ﹤0.01% |
26,300
-24,300
| -48% | -$561K |
|
1479
CALL
Plains All American Pipeline
PAA
$16.6B
| $590K | ﹤0.01% |
12,100
-9,800
| -45% | -$486K |
|
1480
CALL
Tidewater
TDW
$4.06B
| $588K | ﹤0.01% |
952
+723
| +316% | +$643K |
|
1481
Jacobs Solutions
J
$16.9B
| $587K | ﹤0.01% |
15,711
+12,043
| +328% | +$423K |
|
1482
PUT
NetApp
NTAP
$37.6B
| $584K | ﹤0.01% |
16,500
-36,000
| -69% | -$1.38M |
|
1483
Weyerhaeuser
WY
$18.3B
| $582K | ﹤0.01% |
17,549
-31,657
| -64% | -$1.11M |
|
1484
CALL
Western Union
WU
$2.23B
| $581K | ﹤0.01% |
27,900
-124,400
| -82% | -$2.32M |
|
|
BBG
1485
PUT
DELISTED
Bill Barrett Corp
BBG
| $581K | ﹤0.01% |
70,000
-3,600
| -5% | -$36.7K |
|
1486
XPO
XPO
$23B
| $580K | ﹤0.01% |
36,903
-8,726
| -19% | -$126K |
|
|
SPR
1487
PUT
DELISTED
Spirit AeroSystems
SPR
| $579K | ﹤0.01% |
11,100
+10,000
| +909% | +$478K |
|
|
MRSH
1488
CALL
Marsh
MRSH
$92.2B
| $578K | ﹤0.01% |
10,300
-43,200
| -81% | -$2.44M |
|
|
RHT
1489
DELISTED
Red Hat Inc
RHT
| $573K | ﹤0.01% |
7,563
+3,168
| +72% | +$215K |
|
|
SCTY
1490
DELISTED
SolarCity Corporation
SCTY
| $571K | ﹤0.01% |
11,128
-4,498
| -29% | -$231K |
|
1491
CALL
Packaging Corp of America
PKG
$22.5B
| $570K | ﹤0.01% |
7,300
+2,700
| +59% | +$214K |
|
1492
PUT
Unilever
UL
$137B
| $567K | ﹤0.01% |
12,089
-6,755
| -36% | -$324K |
|
1493
Cameco
CCJ
$40.8B
| $565K | ﹤0.01% |
40,556
+17,243
| +74% | +$258K |
|
1494
CALL
Ventas
VTR
$47.3B
| $563K | ﹤0.01% |
6,743
+4,904
| +267% | +$422K |
|
|
KS
1495
CALL
DELISTED
KapStone Paper and Pack Corp.
KS
| $558K | ﹤0.01% |
+17,000
| New | +$541K |
|
|
RENT
1496
PUT
DELISTED
RENTRAK CORP
RENT
| $556K | ﹤0.01% |
+10,000
| New | +$628K |
|
1497
Roper Technologies
ROP
$39.3B
| $554K | ﹤0.01% |
3,219
+1,875
| +140% | +$304K |
|
1498
PUT
Lennar Class A
LEN
$20.4B
| $553K | ﹤0.01% |
11,241
-288,064
| -96% | -$13.1M |
|
|
NSM
1499
DELISTED
Nationstar Mortgage Holdings
NSM
| $553K | ﹤0.01% |
22,312
+3,140
| +16% | +$86.2K |
|
1500
CALL
iShares US Financials ETF
IYF
$4.61B
| $552K | ﹤0.01% |
12,400
+800
| +7% | +$35.5K |
|
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.