We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
+$7.64B
Cap. Flow %
24.23%
Top 10 Hldgs %
25.08%
Holding
4,842
New
828
Increased
2,121
Reduced
1,061
Closed
737

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$115M
2
F icon
Ford
F
+$50.9M
3
WFC icon
Wells Fargo
WFC
+$29.7M
4
ORCL icon
Oracle
ORCL
+$24.3M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$24.1M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$188M
2
BIDU icon
Baidu
BIDU
+$26M
3
WMT icon
Walmart Inc
WMT
+$21M
4
EBAY icon
eBay
EBAY
+$20.3M
5
WYNN icon
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
CMG icon
26
PUT
Chipotle Mexican Grill
CMG
$49.4B
$181M 0.57%
13,545,000
+10,640,000
+366% +$139M
NFLX icon
27
CALL
Netflix
NFLX
$305B
$180M 0.57%
27,860,000
+17,486,000
+169% +$113M
MS icon
28
PUT
Morgan Stanley
MS
$330B
$170M 0.54%
4,921,300
+2,023,200
+70% +$67.4M
GS icon
29
CALL
Goldman Sachs
GS
$302B
$166M 0.53%
901,700
+25,300
+3% +$4.44M
PG icon
30
PUT
Procter & Gamble
PG
$335B
$162M 0.51%
1,937,000
+292,700
+18% +$24M
BAC icon
31
PUT
Bank of America
BAC
$433B
$158M 0.5%
9,268,000
+5,062,300
+120% +$80.6M
META icon
32
PUT
Meta Platforms (Facebook)
META
$1.37T
$156M 0.5%
1,975,800
-514,500
-21% -$37.7M
TGT icon
33
CALL
Target
TGT
$65.6B
$144M 0.46%
2,297,900
+2,290,500
+30,953% +$139M
BKNG icon
34
PUT
Booking.com
BKNG
$150B
$139M 0.44%
2,995,000
+1,552,500
+108% +$76.4M
KO icon
35
PUT
Coca-Cola
KO
$381B
$134M 0.42%
3,136,200
+2,726,700
+666% +$113M
COST icon
36
PUT
Costco
COST
$423B
$129M 0.41%
1,030,200
+967,200
+1,535% +$117M
XRT icon
37
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
$128M 0.41%
2,998,400
+2,582,600
+621% +$112M
CSCO icon
38
PUT
Cisco
CSCO
$448B
$126M 0.4%
5,023,100
-612,400
-11% -$15.4M
DIS icon
39
PUT
Walt Disney
DIS
$167B
$125M 0.4%
1,409,400
+1,389,200
+6,877% +$123M
VXX
40
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$123M 0.39%
246,944
+29,400
+14% +$13.6M
CAT icon
41
PUT
Caterpillar
CAT
$373B
$123M 0.39%
1,239,700
+459,800
+59% +$48.7M
AAPL icon
42
Apple
AAPL
$4.9T
$123M 0.39%
4,868,308
+4,687,932
+2,599% +$115M
HPQ icon
43
PUT
HP
HPQ
$24.6B
$122M 0.39%
7,583,027
-872,653
-10% -$14.2M
PFE icon
44
PUT
Pfizer
PFE
$142B
$120M 0.38%
4,288,621
+3,941,433
+1,135% +$111M
C icon
45
CALL
Citigroup
C
$222B
$117M 0.37%
2,265,500
+662,000
+41% +$33.3M
ORCL icon
46
PUT
Oracle
ORCL
$367B
$115M 0.37%
3,007,600
+1,996,200
+197% +$80.8M
FXI icon
47
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$113M 0.36%
2,952,300
-2,332,300
-44% -$93.4M
YHOO
48
CALL
DELISTED
Yahoo Inc
YHOO
$112M 0.35%
2,737,200
+2,240,000
+451% +$84M
WMT icon
49
PUT
Walmart Inc
WMT
$884B
$110M 0.35%
4,326,000
-2,523,900
-37% -$63.7M
INTC icon
50
PUT
Intel
INTC
$460B
$109M 0.35%
3,134,900
-204,600
-6% -$6.93M
1
2
3 4 5

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.