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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 | |
|---|---|---|---|---|---|---|
2001
BCE
BCE
$21.2B
| $399K | ﹤0.01% |
+9,342
| New | +$417K |
|
2002
Conagra Brands
CAG
$7.11B
| $399K | ﹤0.01% |
15,513
+13,219
| +576% | +$326K |
|
|
ALR
2003
PUT
DELISTED
Alere Inc
ALR
| $399K | ﹤0.01% |
10,300
+7,100
| +222% | +$266K |
|
2004
CALL
Bread Financial
BFH
$4.44B
| $398K | ﹤0.01% |
2,005
+251
| +14% | +$52.7K |
|
2005
PUT
Century Aluminum
CENX
$4.55B
| $398K | ﹤0.01% |
+15,300
| New | +$337K |
|
2006
CALL
Fortinet
FTNT
$117B
| $398K | ﹤0.01% |
79,000
+54,500
| +222% | +$275K |
|
2007
CALL
Red Robin
RRGB
$156M
| $398K | ﹤0.01% |
+7,000
| New | +$423K |
|
|
TLM
2008
CALL
DELISTED
TALISMAN ENERGY INC
TLM
| $398K | ﹤0.01% |
+46,000
| New | +$464K |
|
|
FLG
2009
Flagstar Bank National Association
FLG
$5.9B
| $396K | ﹤0.01% |
+8,328
| New | +$398K |
|
|
WNR
2010
DELISTED
Western Refining Inc
WNR
| $396K | ﹤0.01% |
9,437
+7,617
| +419% | +$329K |
|
2011
iShares MSCI Australia ETF
EWA
$1.44B
| $395K | ﹤0.01% |
16,507
-3,715
| -18% | -$97.8K |
|
2012
PUT
iShares US Home Construction ETF
ITB
$2.28B
| $395K | ﹤0.01% |
17,600
+10,600
| +151% | +$249K |
|
2013
CALL
Noodles & Co
NDLS
$108M
| $395K | ﹤0.01% |
+2,575
| New | +$496K |
|
2014
CALL
Charter Communications
CHTR
$18.8B
| $393K | ﹤0.01% |
2,600
+1,700
| +189% | +$269K |
|
|
LTM
2015
DELISTED
LIFE TIME FITNESS INC
LTM
| $393K | ﹤0.01% |
7,795
+5,485
| +237% | +$251K |
|
|
WEB
2016
CALL
DELISTED
Web.com Group, Inc.
WEB
| $392K | ﹤0.01% |
19,600
+16,200
| +476% | +$363K |
|
|
CST
2017
PUT
DELISTED
CST Brands, Inc.
CST
| $392K | ﹤0.01% |
10,911
+8,900
| +443% | +$308K |
|
|
MWV
2018
DELISTED
MEADWESTVACO CORP
MWV
| $391K | ﹤0.01% |
9,560
+3,080
| +48% | +$132K |
|
|
NBL
2019
CALL
DELISTED
Noble Energy, Inc.
NBL
| $390K | ﹤0.01% |
5,700
+1,100
| +24% | +$78.2K |
|
2020
PUT
Magna International
MGA
$18.1B
| $389K | ﹤0.01% |
8,200
+3,800
| +86% | +$208K |
|
|
EEP
2021
PUT
DELISTED
Enbridge Energy Partners
EEP
| $389K | ﹤0.01% |
10,000
+4,200
| +72% | +$151K |
|
|
CJES
2022
CALL
DELISTED
C&J ENERGY SVCS LTD
CJES
| $388K | ﹤0.01% |
12,700
+8,400
| +195% | +$252K |
|
2023
CALL
AGCO
AGCO
$7.12B
| $387K | ﹤0.01% |
8,500
+7,000
| +467% | +$347K |
|
|
HBI
2024
PUT
DELISTED
Hanesbrands
HBI
| $387K | ﹤0.01% |
14,400
-18,800
| -57% | -$478K |
|
2025
PUT
Tractor Supply
TSCO
$17.9B
| $387K | ﹤0.01% |
31,500
-3,000
| -9% | -$37.5K |
|
Similar funds
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.