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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 | |
|---|---|---|---|---|---|---|
126
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $47.6M | 0.15% |
1,610,000
+1,473,800
| +1,082% | +$45.7M |
|
127
PUT
SLB Ltd
SLB
$73.1B
| $47.2M | 0.15% |
463,700
+199,700
| +76% | +$21.8M |
|
128
PUT
Devon Energy
DVN
$51.4B
| $47.1M | 0.15% |
690,300
+320,700
| +87% | +$23.8M |
|
|
WBA
129
DELISTED
Walgreens Boots Alliance
WBA
| $46.8M | 0.15% |
789,646
-154,410
| -16% | -$10.1M |
|
|
130
CALL
eBay
EBAY
$50.3B
| $46.2M | 0.15% |
1,939,766
+1,219,363
| +169% | +$27.1M |
|
|
131
Ford
F
$57.9B
| $44.7M | 0.14% |
3,022,413
+2,977,753
| +6,668% | +$50.9M |
|
|
EMC
132
CALL
DELISTED
EMC CORPORATION
EMC
| $44.5M | 0.14% |
1,520,800
+1,442,800
| +1,850% | +$41.6M |
|
133
PUT
UnitedHealth
UNH
$382B
| $44.1M | 0.14% |
511,000
+510,800
| +255,400% | +$43.2M |
|
|
134
CALL
Walmart Inc
WMT
$888B
| $43.4M | 0.14% |
1,704,300
+1,448,400
| +566% | +$36.6M |
|
135
PUT
D.R. Horton
DHI
$40.3B
| $43M | 0.14% |
2,096,200
+779,000
| +59% | +$17.2M |
|
136
PUT
Visa
V
$682B
| $42.4M | 0.13% |
795,600
+682,800
| +605% | +$36.7M |
|
137
PUT
Newmont
NEM
$98.3B
| $42.1M | 0.13% |
1,828,100
+1,431,200
| +361% | +$36.5M |
|
138
PUT
Freeport-McMoran
FCX
$89.3B
| $42M | 0.13% |
1,286,500
-601,200
| -32% | -$21.8M |
|
|
WFM
139
CALL
DELISTED
Whole Foods Market Inc
WFM
| $42M | 0.13% |
1,100,800
+1,006,300
| +1,065% | +$38.4M |
|
140
CALL
iShares MSCI EAFE ETF
EFA
$77.9B
| $41.6M | 0.13% |
648,200
-403,100
| -38% | -$26.9M |
|
|
WBA
141
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $41.2M | 0.13% |
694,400
+262,100
| +61% | +$17.2M |
|
142
PUT
Blackstone
BX
$103B
| $40.8M | 0.13% |
1,321,643
+365,311
| +38% | +$11.9M |
|
143
CALL
iShares China Large-Cap ETF
FXI
$4.35B
| $40.6M | 0.13% |
1,061,800
-593,300
| -36% | -$23.8M |
|
144
PUT
iShares MSCI Mexico ETF
EWW
$1.93B
| $40.5M | 0.13% |
589,500
+126,600
| +27% | +$8.9M |
|
145
CALL
Altria Group
MO
$116B
| $40.4M | 0.13% |
878,500
+786,100
| +851% | +$33.7M |
|
|
TWTR
146
CALL
DELISTED
Twitter, Inc.
TWTR
| $40.2M | 0.13% |
778,900
+513,900
| +194% | +$23.2M |
|
147
CALL
Procter & Gamble
PG
$336B
| $40.1M | 0.13% |
478,800
+276,100
| +136% | +$22.6M |
|
148
CALL
Booking.com
BKNG
$150B
| $40M | 0.13% |
862,500
+295,000
| +52% | +$14.5M |
|
149
CALL
Martin Marietta Materials
MLM
$32.1B
| $38.7M | 0.12% |
299,800
+297,000
| +10,607% | +$38.3M |
|
|
150
PUT
Wynn Resorts
WYNN
$10.2B
| $38.6M | 0.12% |
206,300
-170,600
| -45% | -$33.7M |
|
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.