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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
EWW icon
101
CALL
iShares MSCI Mexico ETF
EWW
$1.93B
$60.8M 0.19%
884,300
+58,400
+7% +$4.1M
DG icon
102
CALL
Dollar General
DG
$28.1B
$59M 0.19%
965,400
-365,200
-27% -$21.9M
DAL icon
103
PUT
Delta Air Lines
DAL
$58.3B
$57.9M 0.18%
1,600,600
+1,249,000
+355% +$47.7M
AMTD
104
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$57.7M 0.18%
1,728,400
+308,900
+22% +$10M
MON
105
CALL
DELISTED
Monsanto Co
MON
$57.5M 0.18%
510,700
+355,900
+230% +$41.6M
FCX icon
106
CALL
Freeport-McMoran
FCX
$91.2B
$57M 0.18%
1,744,200
-131,600
-7% -$4.78M
AIG icon
107
PUT
American International
AIG
$41.8B
$56.7M 0.18%
1,050,100
+486,400
+86% +$26.6M
BAC icon
108
CALL
Bank of America
BAC
$433B
$56.2M 0.18%
3,294,300
+924,900
+39% +$14.7M
WBA
109
PUT
DELISTED
Walgreens Boots Alliance
WBA
$55.9M 0.18%
943,400
+40,700
+5% +$2.67M
MET icon
110
PUT
MetLife
MET
$62.5B
$55.8M 0.18%
1,165,646
+654,912
+128% +$31.8M
KMI icon
111
CALL
Kinder Morgan
KMI
$70.5B
$54.5M 0.17%
1,421,500
+921,500
+184% +$35M
DXJ icon
112
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$54.1M 0.17%
1,034,200
-688,000
-40% -$34.7M
MU icon
113
CALL
Micron Technology
MU
$988B
$52M 0.17%
1,518,600
-2,890,900
-66% -$93.6M
CEF icon
114
Sprott Physical Gold and Silver Trust
CEF
$7.56B
$51.8M 0.16%
4,208,509
+85,672
+2% +$1.18M
TGT icon
115
PUT
Target
TGT
$65.6B
$51.5M 0.16%
821,500
+410,700
+100% +$24.9M
CF icon
116
PUT
CF Industries
CF
$19.3B
$51.4M 0.16%
919,500
+511,000
+125% +$25.9M
EWZ icon
117
iShares MSCI Brazil ETF
EWZ
$9.25B
$51.1M 0.16%
1,177,160
+486,315
+70% +$24.1M
EMC
118
PUT
DELISTED
EMC CORPORATION
EMC
$50.9M 0.16%
1,741,200
+1,504,100
+634% +$43.4M
GE icon
119
PUT
GE Aerospace
GE
$368B
$50.8M 0.16%
413,693
+26,333
+7% +$3.28M
OXY icon
120
PUT
Occidental Petroleum
OXY
$55.6B
$50.7M 0.16%
550,173
+534,203
+3,345% +$51.2M
USB icon
121
CALL
US Bancorp
USB
$98B
$50.7M 0.16%
1,210,900
-90,800
-7% -$3.84M
FDX icon
122
PUT
FedEx
FDX
$73B
$50.4M 0.16%
312,000
+224,800
+258% +$34.1M
ISRG icon
123
PUT
Intuitive Surgical
ISRG
$126B
$49.1M 0.16%
+956,700
New +$47.5M
CMG icon
124
CALL
Chipotle Mexican Grill
CMG
$49.4B
$48.5M 0.15%
3,635,000
-70,000
-2% -$917K
SNDK
125
PUT
DELISTED
SANDISK CORP
SNDK
$48.3M 0.15%
493,100
+151,300
+44% +$14.8M
3 4
5
6 7

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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.