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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$31.5B
AUM Growth
+$7.36B
(+30%)
Cap. Flow
+$7.64B
Cap. Flow
% of AUM
24.22%
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 | |
|---|---|---|---|---|---|---|
|
VJET
1926
CALL
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
| $447K | ﹤0.01% |
6,440
+5,540
| +616% | +$483K |
|
|
NSR
1927
CALL
DELISTED
Neustar Inc
NSR
| $447K | ﹤0.01% |
18,000
+4,600
| +34% | +$127K |
|
1928
CALL
XPO
XPO
$23B
| $445K | ﹤0.01% |
34,118
+16,480
| +93% | +$180K |
|
1929
CALL
LyondellBasell Industries
LYB
$19.8B
| $444K | ﹤0.01% |
4,100
-500
| -11% | -$54.1K |
|
1930
CALL
Public Service Enterprise Group
PEG
$37.4B
| $443K | ﹤0.01% |
+11,900
| New | +$440K |
|
|
AMTD
1931
DELISTED
TD Ameritrade Holding Corp
AMTD
| $443K | ﹤0.01% |
13,273
-182,350
| -93% | -$5.9M |
|
|
SWC
1932
CALL
DELISTED
Stillwater Mining Co
SWC
| $442K | ﹤0.01% |
29,400
+28,400
| +2,840% | +$510K |
|
1933
CALL
SAP
SAP
$230B
| $440K | ﹤0.01% |
6,100
-20,000
| -77% | -$1.55M |
|
1934
Agilent Technologies
A
$39.9B
| $436K | ﹤0.01% |
10,689
+6,635
| +164% | +$271K |
|
1935
PUT
Louisiana-Pacific
LPX
$5.3B
| $436K | ﹤0.01% |
32,100
+29,100
| +970% | +$412K |
|
1936
Masco
MAS
$14.9B
| $436K | ﹤0.01% |
20,746
-35,739
| -63% | -$706K |
|
1937
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $436K | ﹤0.01% |
13,072
-21,888
| -63% | -$740K |
|
1938
C.H. Robinson
CHRW
$17.1B
| $434K | ﹤0.01% |
6,548
-14,949
| -70% | -$996K |
|
1939
Ubiquiti
UI
$34.3B
| $434K | ﹤0.01% |
+11,565
| New | +$491K |
|
|
CPN
1940
DELISTED
Calpine Corporation
CPN
| $434K | ﹤0.01% |
19,998
+17,296
| +640% | +$392K |
|
|
CSC
1941
PUT
DELISTED
Computer Sciences
CSC
| $434K | ﹤0.01% |
16,848
-43,426
| -72% | -$1.12M |
|
1942
CALL
KBR
KBR
$4.74B
| $433K | ﹤0.01% |
23,000
+4,500
| +24% | +$97.7K |
|
1943
PUT
Republic Services
RSG
$64.5B
| $433K | ﹤0.01% |
11,100
+3,000
| +37% | +$115K |
|
1944
PUT
Domino's
DPZ
$11.9B
| $431K | ﹤0.01% |
5,600
-1,900
| -25% | -$142K |
|
1945
CALL
Advance Auto Parts
AAP
$3.49B
| $429K | ﹤0.01% |
3,300
-2,000
| -38% | -$262K |
|
1946
PUT
Canadian National Railway
CNI
$76.5B
| $426K | ﹤0.01% |
6,000
-9,600
| -62% | -$665K |
|
|
CPE
1947
DELISTED
Callon Petroleum Company
CPE
| $426K | ﹤0.01% |
4,833
-7,870
| -62% | -$800K |
|
1948
Lazard
LAZ
$4.22B
| $425K | ﹤0.01% |
8,381
-4,202
| -33% | -$220K |
|
|
ZVO
1949
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
| $424K | ﹤0.01% |
38,000
+34,800
| +1,088% | +$436K |
|
1950
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $423K | ﹤0.01% |
+4,769
| New | +$447K |
|
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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.