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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 | |
|---|---|---|---|---|---|---|
|
TFCFA
201
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $27M | 0.09% |
788,700
+592,200
| +301% | +$20.5M |
|
202
CALL
Coca-Cola
KO
$381B
| $26.9M | 0.09% |
629,700
+410,000
| +187% | +$17M |
|
203
PUT
Danaher
DHR
$138B
| $26.8M | 0.09% |
525,205
+134,947
| +35% | +$6.94M |
|
204
Deere & Co
DE
$162B
| $26.8M | 0.08% |
326,542
+273,853
| +520% | +$23.4M |
|
|
205
Oracle
ORCL
$367B
| $26.7M | 0.08% |
697,176
+598,981
| +610% | +$24.3M |
|
|
BBBY
206
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $26.7M | 0.08% |
405,200
+394,800
| +3,796% | +$24.8M |
|
207
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $26.7M | 0.08% |
+417,100
| New | +$26.1M |
|
208
CALL
Devon Energy
DVN
$50.9B
| $26.4M | 0.08% |
387,700
+86,200
| +29% | +$6.41M |
|
209
PUT
Pultegroup
PHM
$24.5B
| $26.4M | 0.08% |
1,496,400
+76,800
| +5% | +$1.45M |
|
210
PUT
DuPont de Nemours
DD
$18.7B
| $26.4M | 0.08% |
198,981
+132,128
| +198% | +$17.6M |
|
211
PUT
SPDR Gold Trust
GLD
$133B
| $26.2M | 0.08% |
225,200
+88,000
| +64% | +$10.8M |
|
212
PUT
ConocoPhillips
COP
$145B
| $26.1M | 0.08% |
341,300
+97,200
| +40% | +$7.95M |
|
|
LNKD
213
PUT
DELISTED
LinkedIn Corporation
LNKD
| $26M | 0.08% |
125,300
+71,200
| +132% | +$14.2M |
|
214
PUT
APA Corp
APA
$12.8B
| $25.9M | 0.08% |
275,700
+86,200
| +45% | +$8.54M |
|
215
PUT
Nokia
NOK
$50.7B
| $25.5M | 0.08% |
3,015,900
+867,200
| +40% | +$6.98M |
|
216
CALL
Bristol-Myers Squibb
BMY
$132B
| $25.5M | 0.08% |
498,100
-310,700
| -38% | -$15.5M |
|
217
PUT
Valero Energy
VLO
$92.6B
| $25.4M | 0.08% |
548,700
+309,500
| +129% | +$15.6M |
|
218
CALL
Outfront Media
OUT
$5.62B
| $25.4M | 0.08% |
+1,132,176
| New | +$27.7M |
|
219
PUT
Philip Morris
PM
$299B
| $25M | 0.08% |
299,800
+117,500
| +64% | +$9.94M |
|
220
United Airlines
UAL
$40.1B
| $25M | 0.08% |
533,625
+294,765
| +123% | +$13.7M |
|
221
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $24.7M | 0.08% |
1,216,522
+143,007
| +13% | +$2.89M |
|
222
CALL
Autodesk
ADSK
$49.6B
| $24.6M | 0.08% |
445,600
+434,000
| +3,741% | +$23.8M |
|
|
223
CALL
Danaher
DHR
$138B
| $24.4M | 0.08% |
477,148
+97,156
| +26% | +$5M |
|
224
CALL
Cheniere Energy
LNG
$54.1B
| $24.4M | 0.08% |
304,400
+192,800
| +173% | +$14.7M |
|
225
CALL
Accenture
ACN
$99.9B
| $24.2M | 0.08% |
298,100
+289,500
| +3,366% | +$23.2M |
|
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.