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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
MS icon
76
CALL
Morgan Stanley
MS
$330B
$85.9M 0.27%
2,485,400
-807,000
-25% -$26.9M
TWTR
77
PUT
DELISTED
Twitter, Inc.
TWTR
$85.9M 0.27%
1,665,200
-358,200
-18% -$16.2M
JNJ icon
78
PUT
Johnson & Johnson
JNJ
$617B
$85.8M 0.27%
805,400
+686,900
+580% +$71.2M
APA icon
79
CALL
APA Corp
APA
$12.8B
$85.1M 0.27%
906,600
-434,300
-32% -$43M
PNRA
80
PUT
DELISTED
Panera Bread Co
PNRA
$85M 0.27%
522,400
+499,300
+2,161% +$75.3M
F icon
81
PUT
Ford
F
$59.3B
$84.1M 0.27%
5,687,000
+3,478,700
+158% +$59.4M
JPM icon
82
CALL
JPMorgan Chase
JPM
$933B
$83M 0.26%
1,377,500
+477,300
+53% +$27.9M
BIDU icon
83
PUT
Baidu
BIDU
$36.5B
$82.8M 0.26%
379,300
-667,300
-64% -$141M
BA icon
84
PUT
Boeing
BA
$175B
$82.6M 0.26%
648,200
+378,600
+140% +$47.7M
XLE icon
85
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$81.3M 0.26%
1,795,000
+126,600
+8% +$6.13M
YUM icon
86
PUT
Yum! Brands
YUM
$43.3B
$81.3M 0.26%
1,570,995
+1,026,279
+188% +$54.6M
HAL icon
87
PUT
Halliburton
HAL
$26.4B
$81.3M 0.26%
1,259,700
+383,400
+44% +$26.3M
BRK.B icon
88
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$76.8M 0.24%
555,900
+543,400
+4,347% +$72.4M
XLE icon
89
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$76.6M 0.24%
1,690,200
-226,400
-12% -$11M
TLT icon
90
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$76.4M 0.24%
657,100
+518,900
+375% +$59.7M
DIS icon
91
CALL
Walt Disney
DIS
$167B
$74.9M 0.24%
840,900
+834,200
+12,451% +$73.6M
DXJ icon
92
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$74M 0.23%
1,414,800
-49,400
-3% -$2.49M
GILD icon
93
PUT
Gilead Sciences
GILD
$163B
$68.5M 0.22%
643,900
+63,300
+11% +$6.2M
CVX icon
94
PUT
Chevron
CVX
$383B
$68.4M 0.22%
573,500
+282,100
+97% +$36M
CMCSA icon
95
CALL
Comcast
CMCSA
$84B
$66.7M 0.21%
2,481,600
+32,200
+1% +$882K
CSCO icon
96
CALL
Cisco
CSCO
$448B
$65.3M 0.21%
2,592,800
+1,540,900
+146% +$38.8M
GMCR
97
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
$64M 0.2%
491,700
+374,000
+318% +$46.8M
CPRI icon
98
PUT
Capri Holdings
CPRI
$1.82B
$63.2M 0.2%
885,000
+709,600
+405% +$57M
XHB icon
99
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$61.6M 0.2%
2,081,200
+23,100
+1% +$716K
BIDU icon
100
CALL
Baidu
BIDU
$36.5B
$61.1M 0.19%
279,900
+186,200
+199% +$39.4M
2 3
4
5 6

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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
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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.