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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
-2.06%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$31.5B
AUM Growth
+$7.36B
(+30%)
Cap. Flow
+$7.64B
Cap. Flow
% of AUM
24.23%
Top 10 Holdings %
Top 10 Hldgs %
25.08%
Holding
4,842
New
828
Increased
2,121
Reduced
1,061
Closed
737
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$115M |
| 2 |
Ford
F
|
+$50.9M |
| 3 |
Wells Fargo
WFC
|
+$29.7M |
| 4 |
Oracle
ORCL
|
+$24.3M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$24.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$188M |
| 2 |
Baidu
BIDU
|
+$26M |
| 3 |
Walmart Inc
WMT
|
+$21M |
| 4 |
eBay
EBAY
|
+$20.3M |
| 5 |
Wynn Resorts
WYNN
|
+$19.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.3% |
| 2 | Consumer Discretionary | 1.3% |
| 3 | Industrials | 0.89% |
| 4 | Financials | 0.71% |
| 5 | Healthcare | 0.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
226
CALL
Wynn Resorts
WYNN
$10.3B
| $24.2M | 0.08% |
129,400
+38,500
| +42% | +$7.6M |
|
227
CALL
Hartford Financial Services
HIG
$38.9B
| $23.9M | 0.08% |
642,200
+583,100
| +987% | +$21.1M |
|
228
CALL
Corning
GLW
$119B
| $23.6M | 0.08% |
1,221,800
+676,100
| +124% | +$14.1M |
|
229
AutoZone
AZO
$49.2B
| $23.5M | 0.07% |
46,201
+39,041
| +545% | +$20.6M |
|
230
CALL
MGM Resorts International
MGM
$11.4B
| $23.4M | 0.07% |
1,024,800
+100,600
| +11% | +$2.5M |
|
|
POT
231
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $23.3M | 0.07% |
675,400
+98,600
| +17% | +$3.49M |
|
232
CALL
Qualcomm
QCOM
$155B
| $23.3M | 0.07% |
312,000
-119,500
| -28% | -$9.14M |
|
233
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $23.3M | 0.07% |
200,100
-131,000
| -40% | -$15.1M |
|
234
CALL
Capri Holdings
CPRI
$1.83B
| $23M | 0.07% |
322,500
+301,500
| +1,436% | +$24.2M |
|
|
QIHU
235
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $22.6M | 0.07% |
335,600
+295,200
| +731% | +$26.3M |
|
236
CALL
American Express
AXP
$227B
| $22.6M | 0.07% |
258,100
+161,700
| +168% | +$14.6M |
|
237
PUT
United States Oil Fund
USO
$2.15B
| $22.5M | 0.07% |
81,738
-132,550
| -62% | -$38.2M |
|
238
CALL
CF Industries
CF
$19.2B
| $22.3M | 0.07% |
398,500
+390,000
| +4,588% | +$19.8M |
|
239
PUT
Capital One
COF
$128B
| $22.2M | 0.07% |
272,600
+207,000
| +316% | +$16.9M |
|
240
PUT
Gen Digital
GEN
$16.4B
| $22.2M | 0.07% |
943,600
+504,000
| +115% | +$12M |
|
241
PUT
Cadence Design Systems
CDNS
$93.6B
| $22.1M | 0.07% |
1,282,000
+882,000
| +221% | +$15.3M |
|
242
CALL
Texas Instruments
TXN
$252B
| $22M | 0.07% |
462,000
+399,900
| +644% | +$19.2M |
|
|
CBI
243
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $22M | 0.07% |
380,000
+376,900
| +12,158% | +$23.8M |
|
244
PUT
Nike
NKE
$61.9B
| $22M | 0.07% |
492,600
+252,800
| +105% | +$10M |
|
245
CALL
Starbucks
SBUX
$120B
| $21.9M | 0.07% |
581,200
+449,800
| +342% | +$17.4M |
|
|
CELG
246
PUT
DELISTED
Celgene Corp
CELG
| $21.9M | 0.07% |
231,000
+58,000
| +34% | +$5.23M |
|
247
CALL
Marriott International
MAR
$98.3B
| $21.8M | 0.07% |
312,100
-167,700
| -35% | -$11.4M |
|
248
PUT
Expedia Group
EXPE
$35.4B
| $21.6M | 0.07% |
246,800
+36,300
| +17% | +$3.04M |
|
249
PUT
Yelp
YELP
$1.45B
| $21.4M | 0.07% |
313,000
+300,900
| +2,487% | +$22.4M |
|
250
UnitedHealth
UNH
$376B
| $21.3M | 0.07% |
+246,596
| New | +$20.8M |
|
Similar funds
Parallax Volatility Advisers's Q3 2014 Portfolio in Review
As of Q3 2014, Parallax Volatility Advisers held 4,842 positions worth $31.5B, up 30% from $24.2B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Parallax Volatility Advisers deployed $7.64B of net new capital in Q3 2014, opening 828 new positions and adding to 2,121 existing holdings. Its largest new stake was UnitedHealth: 246,596 shares worth $21.3M.
By sector, the portfolio is most concentrated in Technology at 1.3% of assets, up from 0.82% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $188M trimmed.
- Parallax Volatility Advisers's largest Q3 2014 buy was UnitedHealth: 246,596 shares worth $21.3M.
- Parallax Volatility Advisers added most to Apple in Q3 2014, an estimated $115M increase.
- Parallax Volatility Advisers's biggest Q3 2014 reduction was Invesco QQQ Trust, cutting an estimated $188M.
- Parallax Volatility Advisers fully exited Yahoo Inc in Q3 2014, selling an estimated $15.2M.
- Parallax Volatility Advisers's ten largest holdings make up 25% of its $31.5B portfolio in Q3 2014.
- Parallax Volatility Advisers opened 828 new positions and closed 737 in Q3 2014.
- Parallax Volatility Advisers's portfolio value rose 30% quarter-over-quarter to $31.5B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2014, filed 14 Nov 2014.