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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 | |
|---|---|---|---|---|---|---|
526
PUT
RTX Corp
RTX
$292B
| $8.23M | 0.03% |
123,783
+54,344
| +78% | +$3.73M |
|
527
CALL
Seagate
STX
$189B
| $8.22M | 0.03% |
143,400
-417,200
| -74% | -$24.7M |
|
|
DYN
528
PUT
DELISTED
Dynegy, Inc.
DYN
| $8.16M | 0.03% |
282,700
+279,700
| +9,323% | +$8.31M |
|
|
ETP
529
DELISTED
Energy Transfer Partners L.p.
ETP
| $8.14M | 0.03% |
127,255
+120,454
| +1,771% | +$6.97M |
|
530
PUT
Dollar General
DG
$28.2B
| $8.05M | 0.03% |
131,700
+10,200
| +8% | +$611K |
|
531
CALL
First Solar
FSLR
$25B
| $7.95M | 0.03% |
120,900
-708,800
| -85% | -$48M |
|
532
Skyworks Solutions
SWKS
$9.22B
| $7.94M | 0.03% |
136,846
+128,066
| +1,459% | +$6.83M |
|
533
CALL
Travel + Leisure Co
TNL
$4.72B
| $7.94M | 0.03% |
216,406
+210,647
| +3,658% | +$7.5M |
|
534
CALL
CNX Resources
CNX
$5.33B
| $7.93M | 0.03% |
251,400
+240,240
| +2,153% | +$8.05M |
|
|
535
PUT
CNX Resources
CNX
$5.33B
| $7.93M | 0.03% |
251,280
+156,720
| +166% | +$5.25M |
|
536
CALL
Pultegroup
PHM
$24.6B
| $7.88M | 0.03% |
446,100
+62,200
| +16% | +$1.17M |
|
537
CALL
Cognizant
CTSH
$24.9B
| $7.77M | 0.02% |
173,600
+172,000
| +10,750% | +$8.09M |
|
538
CALL
ConocoPhillips
COP
$145B
| $7.77M | 0.02% |
101,500
-246,200
| -71% | -$20.1M |
|
539
CALL
PepsiCo
PEP
$191B
| $7.7M | 0.02% |
82,700
+77,300
| +1,431% | +$7.06M |
|
|
CERN
540
CALL
DELISTED
Cerner Corp
CERN
| $7.63M | 0.02% |
128,100
-152,000
| -54% | -$8.54M |
|
541
PUT
Agnico Eagle Mines
AEM
$74.6B
| $7.61M | 0.02% |
262,200
+235,800
| +893% | +$8.77M |
|
542
Cummins
CMI
$89.5B
| $7.58M | 0.02% |
57,449
+50,252
| +698% | +$7.25M |
|
|
AGU
543
CALL
DELISTED
Agrium
AGU
| $7.58M | 0.02% |
85,100
+83,900
| +6,992% | +$7.71M |
|
544
CALL
Radian Group
RDN
$5.22B
| $7.56M | 0.02% |
530,200
+180,000
| +51% | +$2.52M |
|
545
Under Armour
UAA
$2.89B
| $7.55M | 0.02% |
220,131
+166,650
| +312% | +$5.52M |
|
546
CALL
Melco Resorts & Entertainment
MLCO
$2.17B
| $7.53M | 0.02% |
286,300
+275,500
| +2,551% | +$8.31M |
|
|
547
RTX Corp
RTX
$292B
| $7.53M | 0.02% |
113,269
+80,901
| +250% | +$5.55M |
|
548
PUT
Viavi Solutions
VIAV
$9.31B
| $7.52M | 0.02% |
1,032,649
+536,190
| +108% | +$3.69M |
|
549
PUT
PPG Industries
PPG
$25.3B
| $7.51M | 0.02% |
76,400
+66,600
| +680% | +$6.79M |
|
|
550
CALL
Cummins
CMI
$89.5B
| $7.45M | 0.02% |
56,400
+39,700
| +238% | +$5.73M |
|
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.