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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 | |
|---|---|---|---|---|---|---|
2426
PUT
EPAM Systems
EPAM
$5.09B
| $211K | ﹤0.01% |
4,800
+4,500
| +1,500% | +$178K |
|
|
ASNA
2427
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $211K | ﹤0.01% |
790
+690
| +690% | +$226K |
|
|
MEMP
2428
PUT
DELISTED
Memorial Production Partners LP Common Units
MEMP
| $211K | ﹤0.01% |
9,600
+4,600
| +92% | +$106K |
|
2429
PUT
AAR Corp
AIR
$5.76B
| $210K | ﹤0.01% |
8,700
+3,900
| +81% | +$106K |
|
2430
CALL
Tenaris
TS
$26.8B
| $210K | ﹤0.01% |
+4,600
| New | +$207K |
|
|
ALR
2431
CALL
DELISTED
Alere Inc
ALR
| $210K | ﹤0.01% |
5,400
+5,100
| +1,700% | +$191K |
|
2432
CALL
Booz Allen Hamilton
BAH
$9.15B
| $209K | ﹤0.01% |
+8,900
| New | +$196K |
|
2433
PUT
Leidos
LDOS
$17.3B
| $209K | ﹤0.01% |
6,100
+2,400
| +65% | +$88.5K |
|
2434
PUT
Vanguard FTSE Europe ETF
VGK
$31.4B
| $209K | ﹤0.01% |
+3,800
| New | +$220K |
|
|
BERY
2435
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $209K | ﹤0.01% |
+9,039
| New | +$206K |
|
|
VSI
2436
PUT
DELISTED
Vitamin Shoppe Inc.
VSI
| $209K | ﹤0.01% |
4,700
-500
| -10% | -$21K |
|
2437
CALL
Avnet
AVT
$7.92B
| $208K | ﹤0.01% |
5,000
+3,700
| +285% | +$161K |
|
2438
CALL
Brinker International
EAT
$9.66B
| $208K | ﹤0.01% |
4,100
+3,500
| +583% | +$168K |
|
2439
PUT
Travelzoo
TZOO
$75.4M
| $208K | ﹤0.01% |
13,400
+4,800
| +56% | +$83K |
|
|
RDEN
2440
DELISTED
ELIZABETH ARDEN INC
RDEN
| $208K | ﹤0.01% |
+12,400
| New | +$235K |
|
2441
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $207K | ﹤0.01% |
3,900
-5,100
| -57% | -$274K |
|
2442
CALL
Itaú Unibanco
ITUB
$87.5B
| $206K | ﹤0.01% |
+36,917
| New | +$235K |
|
2443
PUT
Keurig Dr Pepper
KDP
$40.8B
| $206K | ﹤0.01% |
3,200
+2,000
| +167% | +$122K |
|
|
N
2444
CALL
DELISTED
Netsuite Inc
N
| $206K | ﹤0.01% |
2,300
+1,800
| +360% | +$153K |
|
2445
iShares MSCI Taiwan ETF
EWT
$10.7B
| $205K | ﹤0.01% |
6,729
+3,067
| +84% | +$98.6K |
|
2446
CALL
Viavi Solutions
VIAV
$9.66B
| $205K | ﹤0.01% |
28,304
+10,724
| +61% | +$73.8K |
|
|
TCP
2447
DELISTED
TC Pipelines LP
TCP
| $205K | ﹤0.01% |
3,033
+1,939
| +177% | +$108K |
|
2448
Sturm, Ruger & Co
RGR
$593M
| $204K | ﹤0.01% |
4,189
+4,151
| +10,924% | +$219K |
|
|
BRCD
2449
PUT
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $204K | ﹤0.01% |
18,800
+16,800
| +840% | +$164K |
|
|
GRA
2450
DELISTED
W.R. Grace & Co.
GRA
| $204K | ﹤0.01% |
2,242
-61
| -3% | -$5.84K |
|
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.