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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$31.5B
AUM Growth
+$7.36B
(+30%)
Cap. Flow
+$7.64B
Cap. Flow
% of AUM
24.23%
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 | |
|---|---|---|---|---|---|---|
151
PUT
American Express
AXP
$228B
| $38.6M | 0.12% |
440,800
+216,100
| +96% | +$19.5M |
|
|
APC
152
PUT
DELISTED
Anadarko Petroleum
APC
| $37.9M | 0.12% |
373,900
-57,000
| -13% | -$6.15M |
|
153
PUT
Union Pacific
UNP
$172B
| $37.9M | 0.12% |
349,200
+246,900
| +241% | +$25.6M |
|
154
CALL
AT&T
T
$159B
| $37.8M | 0.12% |
1,421,314
+841,799
| +145% | +$22.4M |
|
|
SNDK
155
CALL
DELISTED
SANDISK CORP
SNDK
| $37.6M | 0.12% |
383,800
+121,900
| +47% | +$11.9M |
|
|
CTXS
156
PUT
DELISTED
Citrix Systems Inc
CTXS
| $37.4M | 0.12% |
658,290
+423,455
| +180% | +$23M |
|
157
CALL
Tesla
TSLA
$1.22T
| $37.2M | 0.12% |
2,301,000
+711,000
| +45% | +$11.7M |
|
158
CALL
Boeing
BA
$175B
| $36.8M | 0.12% |
288,700
+76,600
| +36% | +$9.65M |
|
159
CALL
Intel
INTC
$460B
| $36.1M | 0.11% |
1,036,100
-3,998,900
| -79% | -$135M |
|
|
BID
160
CALL
DELISTED
Sotheby's
BID
| $36M | 0.11% |
1,008,100
+998,000
| +9,881% | +$39.3M |
|
161
CALL
Verizon
VZ
$193B
| $36M | 0.11% |
719,600
+237,500
| +49% | +$11.8M |
|
162
CALL
HP
HPQ
$24.6B
| $35.9M | 0.11% |
2,225,782
+1,562,760
| +236% | +$25.3M |
|
163
PUT
Las Vegas Sands
LVS
$32.3B
| $35.7M | 0.11% |
574,500
+327,400
| +132% | +$22.5M |
|
|
AMTD
164
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $35.3M | 0.11% |
1,058,200
+32,700
| +3% | +$1.06M |
|
165
PUT
Abbott
ABT
$183B
| $35.2M | 0.11% |
847,100
+495,600
| +141% | +$21M |
|
|
166
Wells Fargo
WFC
$258B
| $34.7M | 0.11% |
669,880
+576,829
| +620% | +$29.7M |
|
|
XLNX
167
PUT
DELISTED
Xilinx Inc
XLNX
| $32.9M | 0.1% |
777,700
+89,800
| +13% | +$3.92M |
|
168
CALL
GE Aerospace
GE
$368B
| $32.8M | 0.1% |
267,380
-137,800
| -34% | -$17.2M |
|
169
PUT
Cummins
CMI
$87.3B
| $32.7M | 0.1% |
247,500
+205,900
| +495% | +$29.7M |
|
170
CALL
American International
AIG
$41.8B
| $32.5M | 0.1% |
602,300
+472,200
| +363% | +$25.8M |
|
171
CALL
SLB Ltd
SLB
$72.6B
| $32.5M | 0.1% |
319,300
+61,900
| +24% | +$6.75M |
|
|
WFM
172
PUT
DELISTED
Whole Foods Market Inc
WFM
| $32.5M | 0.1% |
851,700
+775,600
| +1,019% | +$29.6M |
|
173
PUT
Under Armour
UAA
$2.91B
| $32.3M | 0.1% |
940,831
+719,874
| +326% | +$23.8M |
|
|
BBBY
174
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $32.2M | 0.1% |
489,700
+467,000
| +2,057% | +$29.4M |
|
|
175
CALL
Oracle
ORCL
$367B
| $31.5M | 0.1% |
822,900
+711,900
| +641% | +$28.8M |
|
Similar funds
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.