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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 | |
|---|---|---|---|---|---|---|
1976
CALL
Northern Oil and Gas
NOG
$2.21B
| $411K | ﹤0.01% |
2,890
+2,390
| +478% | +$383K |
|
1977
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $411K | ﹤0.01% |
16,600
+13,600
| +453% | +$339K |
|
1978
CALL
United States Gasoline Fund
UGA
$122M
| $410K | ﹤0.01% |
+7,500
| New | +$433K |
|
|
DBD
1979
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $410K | ﹤0.01% |
11,600
+3,900
| +51% | +$147K |
|
1980
CALL
IMAX
IMAX
$2.73B
| $409K | ﹤0.01% |
14,900
+11,800
| +381% | +$319K |
|
1981
PUT
B&G Foods
BGS
$278M
| $408K | ﹤0.01% |
+14,800
| New | +$437K |
|
1982
PUT
La-Z-Boy
LZB
$1.63B
| $408K | ﹤0.01% |
20,600
+15,000
| +268% | +$325K |
|
|
HIBB
1983
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $408K | ﹤0.01% |
9,567
+8,889
| +1,311% | +$424K |
|
|
1984
B&G Foods
BGS
$278M
| $407K | ﹤0.01% |
14,787
+14,655
| +11,102% | +$432K |
|
1985
Centene
CNC
$31.7B
| $407K | ﹤0.01% |
19,676
-13,064
| -40% | -$252K |
|
1986
CALL
MBIA
MBI
$269M
| $407K | ﹤0.01% |
44,300
+36,400
| +461% | +$358K |
|
|
USG
1987
DELISTED
Usg
USG
| $407K | ﹤0.01% |
14,807
+13,934
| +1,596% | +$396K |
|
|
MKTO
1988
CALL
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $407K | ﹤0.01% |
+12,600
| New | +$368K |
|
|
LINE
1989
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $407K | ﹤0.01% |
13,503
+7,917
| +142% | +$246K |
|
|
SA
1990
PUT
Seabridge Gold
SA
$3.12B
| $406K | ﹤0.01% |
50,500
+50,000
| +10,000% | +$470K |
|
|
TCP
1991
PUT
DELISTED
TC Pipelines LP
TCP
| $406K | ﹤0.01% |
6,000
+2,800
| +88% | +$157K |
|
|
WLT
1992
CALL
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $405K | ﹤0.01% |
172,700
+47,300
| +38% | +$245K |
|
|
ROC
1993
CALL
DELISTED
ROCKWOOD HLDGS INC
ROC
| $405K | ﹤0.01% |
5,300
+4,900
| +1,225% | +$392K |
|
1994
PUT
Cleveland-Cliffs
CLF
$6.98B
| $404K | ﹤0.01% |
38,900
+30,400
| +358% | +$465K |
|
1995
Canadian National Railway
CNI
$76.5B
| $403K | ﹤0.01% |
5,685
-2,967
| -34% | -$206K |
|
|
FINL
1996
PUT
DELISTED
Finish Line
FINL
| $403K | ﹤0.01% |
16,100
+10,200
| +173% | +$292K |
|
|
STR
1997
DELISTED
QUESTAR CORP
STR
| $402K | ﹤0.01% |
+18,051
| New | +$416K |
|
|
FDO
1998
PUT
DELISTED
FAMILY DOLLAR STORES
FDO
| $402K | ﹤0.01% |
5,200
-222,400
| -98% | -$16.4M |
|
1999
CALL
Titan International
TWI
$465M
| $401K | ﹤0.01% |
33,900
+26,900
| +384% | +$394K |
|
2000
CALL
Domino's
DPZ
$11.9B
| $400K | ﹤0.01% |
5,200
+4,200
| +420% | +$313K |
|
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HF
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.