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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 | |
|---|---|---|---|---|---|---|
1826
CALL
Northern Trust
NTRS
$33.9B
| $306K | ﹤0.01% |
4,400
-2,200
| -33% | -$150K |
|
1827
CALL
Scotiabank
BNS
$108B
| $305K | ﹤0.01% |
6,445
-2,853
| -31% | -$139K |
|
1828
CALL
NGL Energy Partners
NGL
$2.11B
| $304K | ﹤0.01% |
11,600
-13,400
| -54% | -$379K |
|
1829
Williams-Sonoma
WSM
$29.6B
| $304K | ﹤0.01% |
7,616
-16,094
| -68% | -$638K |
|
1830
CALL
ASML
ASML
$669B
| $303K | ﹤0.01% |
3,000
-1,000
| -25% | -$105K |
|
1831
CALL
Eversource Energy
ES
$27.2B
| $303K | ﹤0.01% |
6,000
-8,700
| -59% | -$458K |
|
1832
CALL
Factset
FDS
$10.2B
| $303K | ﹤0.01% |
1,900
-13,700
| -88% | -$2.05M |
|
1833
PUT
Hershey
HSY
$36.6B
| $303K | ﹤0.01% |
3,000
-36,200
| -92% | -$3.78M |
|
1834
Exelon
EXC
$47B
| $302K | ﹤0.01% |
12,601
-3,584
| -22% | -$88.8K |
|
1835
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $300K | ﹤0.01% |
13,500
-2,500
| -16% | -$58.1K |
|
1836
CALL
NVIDIA
NVDA
$5.42T
| $300K | ﹤0.01% |
576,000
-3,396,000
| -85% | -$1.81M |
|
1837
PUT
Pool Corp
POOL
$7.5B
| $300K | ﹤0.01% |
4,300
+700
| +19% | +$46.8K |
|
1838
Alamos Gold
AGI
$13.9B
| $299K | ﹤0.01% |
+51,108
| New | +$323K |
|
1839
PUT
Microchip Technology
MCHP
$46B
| $299K | ﹤0.01% |
12,200
-19,000
| -61% | -$458K |
|
1840
PUT
Tronox
TROX
$1.04B
| $299K | ﹤0.01% |
14,700
+2,000
| +16% | +$42.6K |
|
1841
CALL
Eastman Chemical
EMN
$8.42B
| $298K | ﹤0.01% |
4,300
-17,700
| -80% | -$1.28M |
|
1842
CALL
Public Service Enterprise Group
PEG
$37.7B
| $298K | ﹤0.01% |
7,100
-28,300
| -80% | -$1.18M |
|
|
GTS
1843
DELISTED
Triple-S Management Corporation
GTS
| $298K | ﹤0.01% |
+15,767
| New | +$329K |
|
|
RYL
1844
PUT
DELISTED
RYLAND GROUP INC
RYL
| $298K | ﹤0.01% |
6,100
-51,700
| -89% | -$2.21M |
|
1845
PUT
Digital Realty Trust
DLR
$71.7B
| $297K | ﹤0.01% |
4,500
-3,000
| -40% | -$206K |
|
1846
Five Below
FIVE
$13.5B
| $296K | ﹤0.01% |
8,319
+5,988
| +257% | +$200K |
|
1847
PUT
Ingredion
INGR
$6.58B
| $296K | ﹤0.01% |
3,800
+100
| +3% | +$8.18K |
|
|
KATE
1848
DELISTED
Kate Spade & Company
KATE
| $296K | ﹤0.01% |
8,875
-75,550
| -89% | -$2.39M |
|
1849
iShares Select Dividend ETF
DVY
$23.6B
| $295K | ﹤0.01% |
3,790
-5,953
| -61% | -$471K |
|
1850
HF Sinclair
DINO
$14.5B
| $294K | ﹤0.01% |
7,307
-165,979
| -96% | -$6.36M |
|
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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.