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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 | |
|---|---|---|---|---|---|---|
451
Danaher
DHR
$139B
| $10.1M | 0.03% |
196,953
+25,910
| +15% | +$1.33M |
|
|
CTB
452
PUT
DELISTED
Cooper Tire & Rubber Co.
CTB
| $10M | 0.03% |
350,000
+338,400
| +2,917% | +$10.1M |
|
453
PUT
Stratasys
SSYS
$697M
| $10M | 0.03% |
83,100
+75,600
| +1,008% | +$8.54M |
|
454
PUT
Home Depot
HD
$335B
| $10M | 0.03% |
109,300
+96,800
| +774% | +$8.3M |
|
455
Goldman Sachs
GS
$299B
| $10M | 0.03% |
+54,463
| New | +$9.57M |
|
456
PUT
United Rentals
URI
$68.9B
| $9.92M | 0.03% |
89,300
+73,500
| +465% | +$8.27M |
|
457
CALL
Herbalife
HLF
$1.3B
| $9.87M | 0.03% |
451,200
+122,400
| +37% | +$3.27M |
|
|
JKS
458
PUT
JinkoSolar
JKS
$825M
| $9.77M | 0.03% |
355,500
+14,800
| +4% | +$422K |
|
|
BTU
459
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $9.72M | 0.03% |
52,371
+45,719
| +687% | +$10.4M |
|
460
CALL
Paychex
PAYX
$41.9B
| $9.72M | 0.03% |
220,000
+206,200
| +1,494% | +$8.67M |
|
|
AET
461
PUT
DELISTED
Aetna Inc
AET
| $9.72M | 0.03% |
120,000
+108,900
| +981% | +$8.86M |
|
462
Boeing
BA
$180B
| $9.69M | 0.03% |
76,062
+32,203
| +73% | +$4.06M |
|
|
SPLK
463
PUT
DELISTED
Splunk Inc
SPLK
| $9.68M | 0.03% |
174,800
+170,500
| +3,965% | +$8.49M |
|
464
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$453M
| $9.67M | 0.03% |
+108,900
| New | +$10.2M |
|
465
GE Aerospace
GE
$378B
| $9.65M | 0.03% |
78,617
+14,327
| +22% | +$1.79M |
|
466
PUT
EOG Resources
EOG
$77.9B
| $9.64M | 0.03% |
97,300
+69,000
| +244% | +$7.5M |
|
467
Abbott
ABT
$185B
| $9.63M | 0.03% |
+231,677
| New | +$9.8M |
|
|
GOLD
468
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $9.62M | 0.03% |
144,407
+102,800
| +247% | +$8.27M |
|
469
PUT
Ambarella
AMBA
$3.64B
| $9.61M | 0.03% |
220,000
+193,800
| +740% | +$6.42M |
|
470
PUT
Xerox
XRX
$411M
| $9.56M | 0.03% |
274,189
+267,206
| +3,827% | +$9.33M |
|
471
PUT
International Paper
IP
$21.8B
| $9.55M | 0.03% |
211,306
+141,491
| +203% | +$6.51M |
|
|
BHI
472
CALL
DELISTED
Baker Hughes
BHI
| $9.51M | 0.03% |
146,200
+86,400
| +144% | +$6.03M |
|
|
473
CALL
Abbott
ABT
$185B
| $9.48M | 0.03% |
228,000
-552,000
| -71% | -$23.4M |
|
474
Salesforce
CRM
$154B
| $9.46M | 0.03% |
164,494
+66,744
| +68% | +$3.76M |
|
475
PUT
Kohl's
KSS
$2.3B
| $9.43M | 0.03% |
154,500
+152,500
| +7,625% | +$8.63M |
|
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.