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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 | |
|---|---|---|---|---|---|---|
|
DHC
2351
CALL
Diversified Healthcare Trust
DHC
$2.14B
| $129K | ﹤0.01% |
5,852
-1,211
| -17% | -$27.1K |
|
2352
National Grid
NGG
$81.3B
| $129K | ﹤0.01% |
2,075
+1,741
| +521% | +$115K |
|
|
IMPV
2353
CALL
DELISTED
Imperva, Inc.
IMPV
| $129K | ﹤0.01% |
3,000
-2,900
| -49% | -$129K |
|
|
IMPV
2354
PUT
DELISTED
Imperva, Inc.
IMPV
| $129K | ﹤0.01% |
3,000
-3,800
| -56% | -$169K |
|
|
LVLT
2355
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $129K | ﹤0.01% |
2,400
-268,530
| -99% | -$14M |
|
|
XL
2356
CALL
DELISTED
XL Group Ltd.
XL
| $129K | ﹤0.01% |
3,500
-300
| -8% | -$10.8K |
|
|
WWAV
2357
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $129K | ﹤0.01% |
+2,900
| New | +$111K |
|
|
SWI
2358
PUT
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $128K | ﹤0.01% |
2,500
-10,200
| -80% | -$507K |
|
2359
PUT
MasTec
MTZ
$21.9B
| $127K | ﹤0.01% |
6,600
-13,200
| -67% | -$264K |
|
2360
Winnebago Industries
WGO
$909M
| $127K | ﹤0.01% |
5,976
-2,709
| -31% | -$58.4K |
|
|
JAH
2361
PUT
DELISTED
JARDEN CORPORATION
JAH
| $127K | ﹤0.01% |
2,400
-8,700
| -78% | -$439K |
|
|
SIVB
2362
CALL
DELISTED
SVB Financial Group
SIVB
| $127K | ﹤0.01% |
1,000
+800
| +400% | +$95.6K |
|
2363
PUT
iShares MSCI Pacific ex Japan ETF
EPP
$2.28B
| $126K | ﹤0.01% |
2,800
-2,400
| -46% | -$108K |
|
2364
PUT
FMC
FMC
$1.33B
| $126K | ﹤0.01% |
2,537
+1,615
| +175% | +$84.2K |
|
2365
CALL
Interactive Brokers
IBKR
$39.8B
| $126K | ﹤0.01% |
14,800
-48,800
| -77% | -$388K |
|
2366
CALL
Vanguard Morningstar Value ETF
VTV
$191B
| $126K | ﹤0.01% |
1,500
-6,400
| -81% | -$538K |
|
|
SWIR
2367
PUT
DELISTED
Sierra Wireless
SWIR
| $126K | ﹤0.01% |
3,800
-21,800
| -85% | -$819K |
|
|
HOT
2368
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $126K | ﹤0.01% |
1,500
-38,600
| -96% | -$3.02M |
|
2369
PUT
Xcel Energy
XEL
$48.8B
| $125K | ﹤0.01% |
3,600
| – | – |
|
2370
CALL
AGCO
AGCO
$7.2B
| $124K | ﹤0.01% |
2,600
-124,300
| -98% | -$5.83M |
|
2371
CALL
Gogo Inc
GOGO
$492M
| $124K | ﹤0.01% |
6,500
-10,300
| -61% | -$175K |
|
|
ODP
2372
CALL
DELISTED
ODP
ODP
| $124K | ﹤0.01% |
1,350
-750
| -36% | -$66.8K |
|
|
ACC
2373
CALL
DELISTED
American Campus Communities, Inc.
ACC
| $124K | ﹤0.01% |
2,900
+1,000
| +53% | +$42.8K |
|
|
BSFT
2374
DELISTED
BroadSoft, Inc.
BSFT
| $124K | ﹤0.01% |
3,710
+3,356
| +948% | +$101K |
|
2375
PUT
Quest Diagnostics
DGX
$26.3B
| $123K | ﹤0.01% |
1,600
-1,600
| -50% | -$115K |
|
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.