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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 | |
|---|---|---|---|---|---|---|
1801
Welltower
WELL
$171B
| $318K | ﹤0.01% |
4,107
-5,894
| -59% | -$464K |
|
|
SAVE
1802
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $318K | ﹤0.01% |
4,100
-15,200
| -79% | -$1.17M |
|
|
GWR
1803
PUT
DELISTED
Genesee & Wyoming Inc.
GWR
| $318K | ﹤0.01% |
3,300
-700
| -18% | -$65.4K |
|
1804
PUT
Brookdale Senior Living
BKD
$3.4B
| $317K | ﹤0.01% |
8,400
-15,800
| -65% | -$579K |
|
|
IPG
1805
DELISTED
Interpublic Group of Companies
IPG
| $317K | ﹤0.01% |
14,328
+376
| +3% | +$7.98K |
|
1806
CALL
Toronto Dominion Bank
TD
$200B
| $317K | ﹤0.01% |
7,400
-8,800
| -54% | -$378K |
|
1807
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $317K | ﹤0.01% |
7,800
+800
| +11% | +$32.5K |
|
1808
PUT
Alerian MLP ETF
AMLP
$12.8B
| $316K | ﹤0.01% |
3,820
+3,620
| +1,810% | +$306K |
|
|
KING
1809
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $316K | ﹤0.01% |
19,695
-70,547
| -78% | -$1.02M |
|
1810
CALL
Lands' End
LE
$403M
| $315K | ﹤0.01% |
8,800
-10,230
| -54% | -$406K |
|
1811
Nu Skin
NUS
$267M
| $314K | ﹤0.01% |
5,215
+2,628
| +102% | +$134K |
|
1812
CALL
Texas Instruments
TXN
$261B
| $314K | ﹤0.01% |
5,500
-164,700
| -97% | -$9.25M |
|
|
MMP
1813
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $314K | ﹤0.01% |
4,100
-14,400
| -78% | -$1.15M |
|
1814
Fidelity National Information Services
FIS
$22.1B
| $313K | ﹤0.01% |
4,603
-3,778
| -45% | -$247K |
|
1815
Oxford Industries
OXM
$552M
| $313K | ﹤0.01% |
4,144
+3,045
| +277% | +$171K |
|
|
ATML
1816
DELISTED
ATMEL CORP
ATML
| $313K | ﹤0.01% |
38,019
+24,430
| +180% | +$205K |
|
1817
PUT
Deutsche Bank
DB
$71.5B
| $311K | ﹤0.01% |
10,080
-70,560
| -88% | -$1.97M |
|
1818
Ross Stores
ROST
$81.9B
| $311K | ﹤0.01% |
5,904
-24,822
| -81% | -$1.23M |
|
|
JNS
1819
DELISTED
Janus Capital Group Inc
JNS
| $311K | ﹤0.01% |
18,063
-4,808
| -21% | -$82.1K |
|
1820
Capital One
COF
$134B
| $310K | ﹤0.01% |
3,933
-44,283
| -92% | -$3.48M |
|
1821
PUT
Hilton Worldwide
HLT
$71.5B
| $308K | ﹤0.01% |
3,467
-3,700
| -52% | -$306K |
|
|
HNT
1822
CALL
DELISTED
HEALTH NET INC
HNT
| $308K | ﹤0.01% |
5,100
-16,400
| -76% | -$924K |
|
1823
CALL
Dollar Tree
DLTR
$25.2B
| $307K | ﹤0.01% |
3,800
-45,900
| -92% | -$3.48M |
|
|
NRF
1824
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
| $307K | ﹤0.01% |
8,500
+5,350
| +170% | +$198K |
|
1825
PUT
Methanex
MEOH
$4.12B
| $306K | ﹤0.01% |
5,700
+3,500
| +159% | +$175K |
|
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.