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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 | |
|---|---|---|---|---|---|---|
901
CALL
SLM Corp
SLM
$5.19B
| $3.25M | 0.01% |
379,300
+290,400
| +327% | +$2.55M |
|
902
PUT
Eastman Chemical
EMN
$8.24B
| $3.24M | 0.01% |
40,100
+600
| +2% | +$50.1K |
|
|
RDC
903
CALL
DELISTED
Rowan Companies Plc
RDC
| $3.24M | 0.01% |
128,000
+125,200
| +4,471% | +$3.69M |
|
904
Abercrombie & Fitch
ANF
$4.87B
| $3.23M | 0.01% |
88,977
+8,302
| +10% | +$338K |
|
905
PUT
Regions Financial
RF
$27.2B
| $3.23M | 0.01% |
321,700
+302,800
| +1,602% | +$3.09M |
|
906
PUT
Cirrus Logic
CRUS
$6.61B
| $3.21M | 0.01% |
153,800
+140,300
| +1,039% | +$3.25M |
|
907
CALL
Nu Skin
NUS
$252M
| $3.2M | 0.01% |
71,000
+69,500
| +4,633% | +$3.7M |
|
|
CTRA
908
DELISTED
Coterra Energy
CTRA
| $3.19M | 0.01% |
97,668
+63,117
| +183% | +$2.11M |
|
|
IDTI
909
CALL
DELISTED
Integrated Device Technology I
IDTI
| $3.19M | 0.01% |
+200,000
| New | +$3.11M |
|
|
SINA
910
DELISTED
Sina Corp
SINA
| $3.19M | 0.01% |
77,457
+60,397
| +354% | +$2.83M |
|
911
Welltower
WELL
$164B
| $3.18M | 0.01% |
51,036
+34,429
| +207% | +$2.22M |
|
912
PUT
Alaska Air
ALK
$5.76B
| $3.15M | 0.01% |
72,400
+66,800
| +1,193% | +$3.1M |
|
913
PUT
Sinclair Inc
SBGI
$1.01B
| $3.15M | 0.01% |
120,600
+97,900
| +431% | +$3M |
|
|
CVA
914
PUT
DELISTED
Covanta Holding Corporation
CVA
| $3.14M | 0.01% |
148,000
-10,000
| -6% | -$209K |
|
915
CALL
Travelers Companies
TRV
$78.6B
| $3.14M | 0.01% |
33,400
+25,000
| +298% | +$2.33M |
|
916
Phillips 66
PSX
$82.6B
| $3.12M | 0.01% |
38,340
+19,345
| +102% | +$1.61M |
|
917
PUT
iShares MSCI Australia ETF
EWA
$1.43B
| $3.11M | 0.01% |
130,000
-3,000
| -2% | -$79K |
|
918
PUT
Lockheed Martin
LMT
$135B
| $3.11M | 0.01% |
17,000
+2,300
| +16% | +$392K |
|
919
Cognizant
CTSH
$24.4B
| $3.11M | 0.01% |
69,407
+44,341
| +177% | +$2.09M |
|
920
PUT
TotalEnergies
TTE
$190B
| $3.1M | 0.01% |
48,100
+45,100
| +1,503% | +$2.99M |
|
|
CLR
921
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.1M | 0.01% |
46,593
+44,563
| +2,195% | +$3.32M |
|
|
CELG
922
DELISTED
Celgene Corp
CELG
| $3.09M | 0.01% |
32,636
+32,266
| +8,721% | +$2.91M |
|
|
DYN
923
DELISTED
Dynegy, Inc.
DYN
| $3.08M | 0.01% |
106,582
+104,263
| +4,496% | +$3.1M |
|
924
Keurig Dr Pepper
KDP
$42.1B
| $3.06M | 0.01% |
47,504
+38,987
| +458% | +$2.38M |
|
|
IRBT
925
PUT
DELISTED
iRobot
IRBT
| $3.04M | 0.01% |
99,800
+86,200
| +634% | +$2.95M |
|
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.