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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 | |
|---|---|---|---|---|---|---|
|
DNB
1901
PUT
DELISTED
Dun & Bradstreet
DNB
| $271K | ﹤0.01% |
2,100
+1,500
| +250% | +$188K |
|
|
CB
1902
DELISTED
CHUBB CORPORATION
CB
| $271K | ﹤0.01% |
2,676
-6,982
| -72% | -$707K |
|
1903
PUT
Oneok
OKE
$54.5B
| $270K | ﹤0.01% |
5,600
-2,400
| -30% | -$110K |
|
|
KRFT
1904
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $270K | ﹤0.01% |
3,100
-119,500
| -97% | -$7.89M |
|
1905
PUT
RPM International
RPM
$15B
| $269K | ﹤0.01% |
5,600
-200
| -3% | -$9.67K |
|
1906
PUT
Ovintiv
OVV
$16.4B
| $268K | ﹤0.01% |
4,800
-1,860
| -28% | -$117K |
|
1907
PUT
Dick's Sporting Goods
DKS
$18.7B
| $267K | ﹤0.01% |
4,700
-8,800
| -65% | -$482K |
|
1908
CALL
Raymond James Financial
RJF
$34B
| $267K | ﹤0.01% |
7,050
-13,200
| -65% | -$493K |
|
1909
CALL
H&R Block
HRB
$5.86B
| $266K | ﹤0.01% |
8,300
-10,300
| -55% | -$345K |
|
|
SINA
1910
DELISTED
Sina Corp
SINA
| $266K | ﹤0.01% |
8,269
-43,971
| -84% | -$1.58M |
|
1911
Fastenal
FAST
$59.5B
| $265K | ﹤0.01% |
25,596
+5,636
| +28% | +$60.9K |
|
|
MXIM
1912
DELISTED
Maxim Integrated Products
MXIM
| $265K | ﹤0.01% |
7,608
+6,972
| +1,096% | +$238K |
|
1913
CNX Resources
CNX
$5.2B
| $264K | ﹤0.01% |
11,346
-81,222
| -88% | -$2.07M |
|
1914
CALL
Ecolab
ECL
$79.9B
| $264K | ﹤0.01% |
2,300
-3,300
| -59% | -$362K |
|
1915
CALL
Ross Stores
ROST
$81.9B
| $264K | ﹤0.01% |
5,000
-24,600
| -83% | -$1.22M |
|
|
LVLT
1916
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $264K | ﹤0.01% |
4,900
-31,900
| -87% | -$1.66M |
|
|
MXIM
1917
CALL
DELISTED
Maxim Integrated Products
MXIM
| $263K | ﹤0.01% |
7,600
-46,400
| -86% | -$1.58M |
|
1918
PUT
ASML
ASML
$669B
| $262K | ﹤0.01% |
2,600
+200
| +8% | +$21K |
|
1919
Canadian National Railway
CNI
$76.6B
| $262K | ﹤0.01% |
3,915
-2,593
| -40% | -$176K |
|
1920
CALL
The Greenbrier Companies
GBX
$1.46B
| $262K | ﹤0.01% |
4,500
-1,700
| -27% | -$93.9K |
|
|
JOYY
1921
PUT
JOYY Inc
JOYY
$3.75B
| $262K | ﹤0.01% |
4,800
-33,700
| -88% | -$2.1M |
|
|
EXPR
1922
DELISTED
Express, Inc.
EXPR
| $262K | ﹤0.01% |
791
-1,694
| -68% | -$490K |
|
1923
CALL
KLA
KLAC
$259B
| $261K | ﹤0.01% |
45,000
-203,000
| -82% | -$1.3M |
|
1924
CALL
United States Gasoline Fund
UGA
$123M
| $261K | ﹤0.01% |
7,500
+200
| +3% | +$6.85K |
|
1925
Dine Brands
DIN
$452M
| $259K | ﹤0.01% |
2,420
-1,559
| -39% | -$167K |
|
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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.