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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 | |
|---|---|---|---|---|---|---|
1776
CALL
Restaurant Brands International
QSR
$25.8B
| $334K | ﹤0.01% |
8,712
-18,909
| -68% | -$754K |
|
1777
The Greenbrier Companies
GBX
$1.46B
| $333K | ﹤0.01% |
5,745
+5,220
| +994% | +$288K |
|
1778
PUT
Jefferies Financial Group
JEF
$13.1B
| $333K | ﹤0.01% |
16,645
-20,667
| -55% | -$427K |
|
1779
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $331K | ﹤0.01% |
3,200
-1,400
| -30% | -$141K |
|
1780
CALL
McCormick & Company Non-Voting
MKC
$14.2B
| $331K | ﹤0.01% |
8,600
-3,000
| -26% | -$111K |
|
1781
Unum
UNM
$14.3B
| $331K | ﹤0.01% |
9,825
-404
| -4% | -$13.4K |
|
1782
CALL
Digital Realty Trust
DLR
$71.7B
| $330K | ﹤0.01% |
5,000
-19,800
| -80% | -$1.36M |
|
|
SKX
1783
CALL
DELISTED
Skechers
SKX
| $330K | ﹤0.01% |
13,800
-85,800
| -86% | -$1.85M |
|
|
NLSN
1784
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $330K | ﹤0.01% |
7,400
+4,100
| +124% | +$180K |
|
1785
Kinder Morgan
KMI
$68.7B
| $329K | ﹤0.01% |
7,820
-36,519
| -82% | -$1.51M |
|
1786
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $329K | ﹤0.01% |
8,732
+7,708
| +753% | +$283K |
|
|
POWR
1787
PUT
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $329K | ﹤0.01% |
+25,000
| New | +$272K |
|
1788
PUT
Five Below
FIVE
$13.5B
| $327K | ﹤0.01% |
9,200
+2,400
| +35% | +$80.2K |
|
|
ONIT
1789
Onity Group
ONIT
$332M
| $327K | ﹤0.01% |
+2,641
| New | +$354K |
|
1790
CALL
Akamai
AKAM
$16.1B
| $326K | ﹤0.01% |
4,600
-15,600
| -77% | -$1.03M |
|
1791
CALL
Reinsurance Group of America
RGA
$16.1B
| $326K | ﹤0.01% |
3,500
+3,100
| +775% | +$274K |
|
1792
iShares MSCI EAFE ETF
EFA
$80.2B
| $323K | ﹤0.01% |
5,033
-10,518
| -68% | -$662K |
|
1793
PUT
Domino's
DPZ
$11.6B
| $322K | ﹤0.01% |
3,200
+800
| +33% | +$80.5K |
|
1794
LKQ Corp
LKQ
$6.29B
| $321K | ﹤0.01% |
12,555
+9,567
| +320% | +$248K |
|
1795
CALL
Sprouts Farmers Market
SFM
$8.01B
| $321K | ﹤0.01% |
9,100
-28,900
| -76% | -$1.02M |
|
1796
PUT
Ecolab
ECL
$79.9B
| $320K | ﹤0.01% |
2,800
+1,500
| +115% | +$164K |
|
|
HAR
1797
CALL
DELISTED
Harman International Industries
HAR
| $320K | ﹤0.01% |
2,400
-400
| -14% | -$49.8K |
|
|
FL
1798
DELISTED
Foot Locker
FL
| $319K | ﹤0.01% |
5,066
-225
| -4% | -$12.8K |
|
1799
CALL
Quanta Services
PWR
$101B
| $319K | ﹤0.01% |
11,200
+4,500
| +67% | +$126K |
|
1800
CALL
Royal Caribbean
RCL
$85.6B
| $319K | ﹤0.01% |
3,900
-31,600
| -89% | -$2.5M |
|
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.