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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 | |
|---|---|---|---|---|---|---|
2276
CALL
iShares Core S&P 500 ETF
IVV
$902B
| $146K | ﹤0.01% |
700
-1,300
| -65% | -$270K |
|
2277
PUT
Texas Capital Bancshares
TCBI
$4.32B
| $146K | ﹤0.01% |
3,000
-1,800
| -38% | -$84.9K |
|
2278
WEC Energy
WEC
$35.1B
| $146K | ﹤0.01% |
2,944
-421
| -13% | -$22K |
|
|
KCG
2279
PUT
DELISTED
KCG Holdings, Inc.
KCG
| $146K | ﹤0.01% |
11,900
-53,700
| -82% | -$663K |
|
|
CYT
2280
PUT
DELISTED
CYTEC INDS INC
CYT
| $146K | ﹤0.01% |
2,700
-12,400
| -82% | -$618K |
|
2281
CALL
Dolby
DLB
$5.79B
| $145K | ﹤0.01% |
3,800
+3,200
| +533% | +$128K |
|
2282
Johnson Controls International
JCI
$92.2B
| $145K | ﹤0.01% |
2,749
-13,531
| -83% | -$688K |
|
|
GWR
2283
CALL
DELISTED
Genesee & Wyoming Inc.
GWR
| $145K | ﹤0.01% |
1,500
+200
| +15% | +$18.7K |
|
|
SBY
2284
PUT
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $145K | ﹤0.01% |
9,000
-34,000
| -79% | -$544K |
|
2285
CALL
Gold Fields
GFI
$36.5B
| $144K | ﹤0.01% |
36,000
-71,500
| -67% | -$346K |
|
2286
Hexcel
HXL
$7.82B
| $144K | ﹤0.01% |
2,795
-3,858
| -58% | -$177K |
|
|
BID
2287
CALL
DELISTED
Sotheby's
BID
| $144K | ﹤0.01% |
3,400
-16,000
| -82% | -$683K |
|
2288
Jones Lang LaSalle
JLL
$16.7B
| $143K | ﹤0.01% |
838
-1,637
| -66% | -$258K |
|
2289
Stryker
SYK
$130B
| $143K | ﹤0.01% |
1,555
-2,477
| -61% | -$231K |
|
2290
CALL
Lockheed Martin
LMT
$136B
| $142K | ﹤0.01% |
700
-1,900
| -73% | -$375K |
|
2291
Open Text
OTEX
$6.04B
| $142K | ﹤0.01% |
+5,358
| New | +$153K |
|
2292
PUT
United States Gasoline Fund
UGA
$123M
| $142K | ﹤0.01% |
4,100
+2,400
| +141% | +$82.2K |
|
2293
Dick's Sporting Goods
DKS
$18.7B
| $141K | ﹤0.01% |
2,472
-8,722
| -78% | -$478K |
|
2294
CALL
American Eagle Outfitters
AEO
$3.01B
| $140K | ﹤0.01% |
8,200
-65,200
| -89% | -$993K |
|
2295
CALL
Equinix
EQIX
$103B
| $140K | ﹤0.01% |
600
-3,424
| -85% | -$775K |
|
2296
PUT
Invesco Mortgage Capital
IVR
$805M
| $140K | ﹤0.01% |
900
-440
| -33% | -$68.6K |
|
2297
CALL
Enviri
NVRI
$620M
| $140K | ﹤0.01% |
8,100
| – | – |
|
|
NILE
2298
PUT
DELISTED
Blue Nile, Inc.
NILE
| $140K | ﹤0.01% |
4,400
-23,200
| -84% | -$727K |
|
|
ANN
2299
DELISTED
ANN INC
ANN
| $140K | ﹤0.01% |
3,420
+2,920
| +584% | +$107K |
|
2300
PUT
Eastman Chemical
EMN
$8.42B
| $139K | ﹤0.01% |
2,000
-1,300
| -39% | -$93.9K |
|
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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.