We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
751
PUT
iShares MSCI South Korea ETF
EWY
$23.3B
| $4.6M | 0.01% |
76,000
+70,300
| +1,233% | +$4.56M |
|
752
CALL
Lumen
LUMN
$6.65B
| $4.58M | 0.01% |
111,900
+110,000
| +5,789% | +$4.32M |
|
|
RDC
753
PUT
DELISTED
Rowan Companies Plc
RDC
| $4.57M | 0.01% |
180,600
+167,700
| +1,300% | +$4.94M |
|
754
PUT
Urban Outfitters
URBN
$6.65B
| $4.55M | 0.01% |
124,100
+115,000
| +1,264% | +$4.23M |
|
755
CALL
Capital One
COF
$134B
| $4.55M | 0.01% |
55,800
+27,500
| +97% | +$2.25M |
|
756
CALL
Molson Coors Class B
TAP
$7.86B
| $4.55M | 0.01% |
+61,100
| New | +$4.46M |
|
757
Petrobras
PBR
$123B
| $4.54M | 0.01% |
319,967
+266,906
| +503% | +$4.47M |
|
|
MDC
758
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $4.54M | 0.01% |
248,740
+221,797
| +823% | +$4.49M |
|
759
CALL
Pitney Bowes
PBI
$2.48B
| $4.52M | 0.01% |
180,900
-21,300
| -11% | -$570K |
|
760
CALL
McDonald's
MCD
$188B
| $4.5M | 0.01% |
47,500
+35,200
| +286% | +$3.36M |
|
761
PUT
Blackrock
BLK
$175B
| $4.5M | 0.01% |
13,700
-12,600
| -48% | -$4.06M |
|
|
XLNX
762
CALL
DELISTED
Xilinx Inc
XLNX
| $4.47M | 0.01% |
105,600
+41,100
| +64% | +$1.8M |
|
|
ZU
763
CALL
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $4.47M | 0.01% |
117,800
+95,400
| +426% | +$3.46M |
|
764
PUT
America Movil
AMX
$74.9B
| $4.44M | 0.01% |
176,200
+155,300
| +743% | +$3.74M |
|
765
CALL
Eversource Energy
ES
$27.1B
| $4.42M | 0.01% |
99,800
| – | – |
|
766
United Parcel Service
UPS
$90.8B
| $4.38M | 0.01% |
44,528
+34,689
| +353% | +$3.45M |
|
767
Motorola Solutions
MSI
$72.6B
| $4.37M | 0.01% |
69,118
+58,029
| +523% | +$3.65M |
|
768
CALL
Amgen
AMGN
$204B
| $4.37M | 0.01% |
31,100
-106,300
| -77% | -$13.9M |
|
769
iShares Biotechnology ETF
IBB
$9.18B
| $4.37M | 0.01% |
47,853
-142,104
| -75% | -$12.5M |
|
770
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $4.36M | 0.01% |
105,000
-18,101
| -15% | -$800K |
|
771
CALL
Range Resources
RRC
$9.43B
| $4.36M | 0.01% |
64,300
+48,400
| +304% | +$3.69M |
|
772
Wheaton Precious Metals
WPM
$50.8B
| $4.36M | 0.01% |
218,523
+218,244
| +78,224% | +$5.43M |
|
773
PUT
Progressive
PGR
$122B
| $4.35M | 0.01% |
172,000
+167,700
| +3,900% | +$4.13M |
|
774
CALL
Ulta Beauty
ULTA
$23B
| $4.35M | 0.01% |
36,800
+14,500
| +65% | +$1.44M |
|
775
PUT
Franco-Nevada
FNV
$41.4B
| $4.35M | 0.01% |
88,900
+87,700
| +7,308% | +$4.88M |
|
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.