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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
AAPL icon
1
PUT
Apple
AAPL
$4.9T
$1.52B 4.83%
60,425,600
+19,606,400
+48% +$481M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.38B 4.38%
7,001,700
-3,397,200
-33% -$672M
SPY icon
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.25B 3.96%
6,327,800
-5,953,800
-48% -$1.18B
IWM icon
4
CALL
iShares Russell 2000 ETF
IWM
$80.2B
$808M 2.56%
7,387,100
+4,489,800
+155% +$514M
EWZ icon
5
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
$665M 2.11%
15,296,300
+3,639,400
+31% +$180M
IWM icon
6
PUT
iShares Russell 2000 ETF
IWM
$80.2B
$579M 1.84%
5,292,700
-1,406,300
-21% -$161M
EEM icon
7
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$546M 1.73%
13,128,400
-544,500
-4% -$24.1M
AAPL icon
8
CALL
Apple
AAPL
$4.9T
$504M 1.6%
20,028,400
+4,723,600
+31% +$116M
WFC icon
9
PUT
Wells Fargo
WFC
$258B
$333M 1.06%
6,421,800
+2,573,400
+67% +$132M
MSFT icon
10
PUT
Microsoft
MSFT
$3.35T
$323M 1.02%
6,965,900
+4,532,700
+186% +$202M
AMZN icon
11
PUT
Amazon
AMZN
$2.53T
$315M 1%
19,548,000
+8,234,000
+73% +$137M
AMZN icon
12
CALL
Amazon
AMZN
$2.53T
$304M 0.97%
18,870,000
+12,574,000
+200% +$209M
GS icon
13
PUT
Goldman Sachs
GS
$302B
$302M 0.96%
1,646,000
+737,800
+81% +$130M
EWZ icon
14
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
$298M 0.95%
6,855,400
+1,575,200
+30% +$77.9M
C icon
15
PUT
Citigroup
C
$222B
$292M 0.93%
5,631,900
+1,362,700
+32% +$68.5M
YHOO
16
PUT
DELISTED
Yahoo Inc
YHOO
$243M 0.77%
5,967,600
+2,432,400
+69% +$91.2M
JPM icon
17
PUT
JPMorgan Chase
JPM
$933B
$227M 0.72%
3,766,900
+2,104,600
+127% +$123M
EEM icon
18
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$226M 0.72%
5,439,800
-2,051,600
-27% -$90.7M
EBAY icon
19
PUT
eBay
EBAY
$50.4B
$206M 0.65%
8,653,392
+2,245,320
+35% +$49.9M
QCOM icon
20
PUT
Qualcomm
QCOM
$160B
$190M 0.6%
2,545,000
-1,451,200
-36% -$111M
VZ icon
21
PUT
Verizon
VZ
$193B
$189M 0.6%
3,771,490
+1,697,900
+82% +$84.4M
IBM icon
22
PUT
IBM
IBM
$209B
$187M 0.59%
1,029,892
+457,312
+80% +$83.3M
GOOG icon
23
PUT
Alphabet (Google) Class C
GOOG
$4.08T
$186M 0.59%
6,421,582
+4,295,762
+202% +$124M
EFA icon
24
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
$186M 0.59%
2,893,700
+2,251,400
+351% +$150M
IYR icon
25
PUT
iShares US Real Estate ETF
IYR
$4.69B
$185M 0.59%
2,672,300
+1,462,500
+121% +$106M
1
2 3 4 5

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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.