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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 | |
|---|---|---|---|---|---|---|
2301
CALL
Group 1 Automotive
GPI
$3.18B
| $139K | ﹤0.01% |
1,600
-900
| -36% | -$74K |
|
2302
PUT
Huron Consulting
HURN
$2.42B
| $139K | ﹤0.01% |
2,100
| – | – |
|
2303
CALL
iShares Russell 1000 Growth ETF
IWF
$128B
| $139K | ﹤0.01% |
+5,600
| New | +$137K |
|
|
TAL
2304
CALL
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $139K | ﹤0.01% |
3,400
-9,000
| -73% | -$373K |
|
|
GRA
2305
CALL
DELISTED
W.R. Grace & Co.
GRA
| $139K | ﹤0.01% |
1,400
-39,400
| -97% | -$3.76M |
|
|
OSG
2306
Octave Specialty Group
OSG
$222M
| $138K | ﹤0.01% |
5,699
-55,980
| -91% | -$1.42M |
|
2307
CALL
Entergy
ETR
$50B
| $138K | ﹤0.01% |
3,600
-36,400
| -91% | -$1.49M |
|
2308
Kadant
KAI
$3.99B
| $138K | ﹤0.01% |
2,626
+328
| +14% | +$14.5K |
|
2309
CALL
Texas Roadhouse
TXRH
$13.7B
| $138K | ﹤0.01% |
3,800
-3,200
| -46% | -$114K |
|
|
NRF
2310
DELISTED
NorthStar Realty Finance Corp.
NRF
| $138K | ﹤0.01% |
3,807
+1,263
| +50% | +$46.8K |
|
|
ARG
2311
DELISTED
Airgas Inc
ARG
| $138K | ﹤0.01% |
1,296
-2,719
| -68% | -$308K |
|
2312
Tyson Foods
TSN
$20.4B
| $137K | ﹤0.01% |
3,582
-110,100
| -97% | -$4.4M |
|
|
XONE
2313
DELISTED
The ExOne Company
XONE
| $137K | ﹤0.01% |
10,022
-11,314
| -53% | -$169K |
|
|
GOV
2314
CALL
DELISTED
Government Properties Income Trust
GOV
| $137K | ﹤0.01% |
6,000
-5,000
| -45% | -$115K |
|
2315
PUT
Aecom
ACM
$9.75B
| $136K | ﹤0.01% |
4,400
-10,100
| -70% | -$288K |
|
2316
Helmerich & Payne
HP
$3.71B
| $136K | ﹤0.01% |
1,996
-813
| -29% | -$53.2K |
|
2317
CALL
Masco
MAS
$15.3B
| $136K | ﹤0.01% |
5,804
-12,859
| -69% | -$292K |
|
2318
CALL
Papa John's
PZZA
$806M
| $136K | ﹤0.01% |
+2,200
| New | +$137K |
|
|
PPLI
2319
PUT
People Inc
PPLI
$3.1B
| $135K | ﹤0.01% |
11,191
-4,476
| -29% | -$51.8K |
|
2320
CALL
Moody's
MCO
$82.7B
| $135K | ﹤0.01% |
1,300
-5,700
| -81% | -$551K |
|
|
BGC
2321
PUT
DELISTED
General Cable Corporation
BGC
| $135K | ﹤0.01% |
7,800
-30,600
| -80% | -$433K |
|
|
VSTO
2322
DELISTED
Vista Outdoor Inc.
VSTO
| $135K | ﹤0.01% |
+3,152
| New | +$134K |
|
2323
CALL
AB InBev
BUD
$165B
| $134K | ﹤0.01% |
1,100
-2,000
| -65% | -$242K |
|
2324
CALL
Centene
CNC
$32.5B
| $134K | ﹤0.01% |
3,800
-44,200
| -92% | -$1.33M |
|
2325
PUT
iShares US Financials ETF
IYF
$4.61B
| $134K | ﹤0.01% |
3,000
-77,400
| -96% | -$3.44M |
|
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.