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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 | |
|---|---|---|---|---|---|---|
|
ESV
726
CALL
DELISTED
Ensco Rowan plc
ESV
| $4.9M | 0.02% |
29,675
+25,500
| +611% | +$5.06M |
|
727
CALL
Home Depot
HD
$331B
| $4.9M | 0.02% |
53,400
-8,100
| -13% | -$695K |
|
728
PUT
Nucor
NUE
$58.6B
| $4.9M | 0.02% |
90,200
+85,200
| +1,704% | +$4.5M |
|
|
PNRA
729
DELISTED
Panera Bread Co
PNRA
| $4.88M | 0.02% |
30,001
+18,793
| +168% | +$2.84M |
|
730
CALL
CME Group
CME
$96.3B
| $4.85M | 0.02% |
60,600
+55,000
| +982% | +$4.14M |
|
731
PUT
PepsiCo
PEP
$190B
| $4.84M | 0.02% |
52,000
+43,900
| +542% | +$4.01M |
|
732
CALL
Vipshop
VIPS
$7.37B
| $4.84M | 0.02% |
+256,000
| New | +$5.27M |
|
|
OUTR
733
PUT
DELISTED
OUTERWALL INC
OUTR
| $4.81M | 0.02% |
85,700
+83,300
| +3,471% | +$4.83M |
|
734
CALL
iShares MSCI South Korea ETF
EWY
$23.3B
| $4.79M | 0.02% |
79,200
-350,600
| -82% | -$22.8M |
|
735
PUT
Kimberly-Clark
KMB
$36.3B
| $4.79M | 0.02% |
46,414
+37,966
| +449% | +$3.95M |
|
736
CALL
Visa
V
$684B
| $4.78M | 0.02% |
89,600
+15,200
| +20% | +$817K |
|
737
CALL
NVIDIA
NVDA
$4.86T
| $4.77M | 0.02% |
10,332,000
+9,700,000
| +1,535% | +$4.57M |
|
|
GAP
738
The Gap Inc
GAP
$7.23B
| $4.76M | 0.02% |
114,262
+102,039
| +835% | +$4.33M |
|
739
Williams Companies
WMB
$87.5B
| $4.75M | 0.02% |
85,736
+83,764
| +4,248% | +$4.81M |
|
740
CALL
Dine Brands
DIN
$456M
| $4.72M | 0.02% |
57,900
+55,800
| +2,657% | +$4.53M |
|
|
741
CME Group
CME
$96.3B
| $4.72M | 0.02% |
59,017
+8,556
| +17% | +$645K |
|
742
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $4.7M | 0.01% |
112,700
+65,400
| +138% | +$2.9M |
|
743
CALL
KLA
KLAC
$239B
| $4.7M | 0.01% |
596,000
+536,000
| +893% | +$4.04M |
|
744
PUT
Beazer Homes USA
BZH
$877M
| $4.68M | 0.01% |
278,900
+267,300
| +2,304% | +$4.91M |
|
|
ZU
745
PUT
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $4.67M | 0.01% |
123,000
+60,700
| +97% | +$2.2M |
|
746
CALL
Alaska Air
ALK
$5.29B
| $4.63M | 0.01% |
+106,400
| New | +$4.94M |
|
|
APOL
747
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $4.63M | 0.01% |
184,100
+173,100
| +1,574% | +$4.82M |
|
748
Texas Instruments
TXN
$252B
| $4.62M | 0.01% |
96,868
+83,422
| +620% | +$4M |
|
749
Core Laboratories
CLB
$488M
| $4.61M | 0.01% |
31,463
+29,863
| +1,866% | +$4.61M |
|
750
PUT
HSBC
HSBC
$365B
| $4.6M | 0.01% |
105,031
+49,440
| +89% | +$2.25M |
|
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.