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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+8.1%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$19B
AUM Growth
-$2.38B
Cap. Flow
-$411M
Cap. Flow %
-2.16%
Top 10 Hldgs %
31.57%
Holding
3,417
New
837
Increased
1,058
Reduced
1,022
Closed
392

Top Buys

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$87.5M
2
C icon
Citigroup
C
+$28M
3
FDO
FAMILY DOLLAR STORES
FDO
+$26M
4
BIDU icon
Baidu
BIDU
+$25.8M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$24.9M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$282M
2
GLD icon
SPDR Gold Trust
GLD
+$103M
3
PG icon
Procter & Gamble
PG
+$41.1M
4
BAC icon
Bank of America
BAC
+$28.8M
5
NUE icon
Nucor
NUE
+$25.7M

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.28%
2 Financials 1.88%
3 Consumer Staples 1.5%
4 Consumer Discretionary 0.6%
5 Energy 0.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JPM icon
26
CALL
JPMorgan Chase
JPM
$940B
$139M 0.73%
2,680,900
-979,700
-27% -$52.6M
EEM icon
27
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$124M 0.65%
3,049,500
-3,919,500
-56% -$155M
QQQ icon
28
CALL
Invesco QQQ Trust
QQQ
$490B
$123M 0.65%
1,565,000
+1,221,000
+355% +$93M
UPS icon
29
PUT
United Parcel Service
UPS
$85.5B
$115M 0.61%
1,261,000
-447,900
-26% -$39.4M
EFA icon
30
CALL
iShares MSCI EAFE ETF
EFA
$79.7B
$114M 0.6%
1,793,000
-4,148,100
-70% -$254M
AMZN icon
31
CALL
Amazon
AMZN
$2.77T
$114M 0.6%
7,318,000
-6,972,000
-49% -$104M
GS icon
32
CALL
Goldman Sachs
GS
$302B
$112M 0.59%
709,000
+92,400
+15% +$14.9M
YHOO
33
PUT
DELISTED
Yahoo Inc
YHOO
$111M 0.59%
3,350,800
-750,300
-18% -$21.2M
GLD icon
34
PUT
SPDR Gold Trust
GLD
$148B
$106M 0.56%
825,900
-1,258,000
-60% -$162M
BKNG icon
35
PUT
Booking.com
BKNG
$135B
$103M 0.54%
2,547,500
-670,000
-21% -$25.1M
XLE icon
36
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$99.4M 0.52%
2,396,800
-1,259,000
-34% -$51.9M
TLT icon
37
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$95.2M 0.5%
894,500
+312,100
+54% +$33.1M
USB icon
38
PUT
US Bancorp
USB
$97.4B
$92.7M 0.49%
2,534,200
+773,200
+44% +$28.6M
JPM icon
39
PUT
JPMorgan Chase
JPM
$940B
$89.5M 0.47%
1,731,200
-823,900
-32% -$44.2M
DIS icon
40
PUT
Walt Disney
DIS
$181B
$88.1M 0.46%
1,366,400
-535,900
-28% -$34.4M
MS icon
41
CALL
Morgan Stanley
MS
$340B
$87.6M 0.46%
3,249,400
-1,551,100
-32% -$41.6M
FXI icon
42
PUT
iShares China Large-Cap ETF
FXI
$4.17B
$86.2M 0.45%
2,324,500
+2,282,000
+5,369% +$81M
GS icon
43
Goldman Sachs
GS
$302B
$86M 0.45%
543,697
+543,620
+706,000% +$87.5M
CMG icon
44
CALL
Chipotle Mexican Grill
CMG
$46.8B
$85.7M 0.45%
9,990,000
-910,000
-8% -$7.36M
GILD icon
45
PUT
Gilead Sciences
GILD
$182B
$83.1M 0.44%
1,321,700
-70,400
-5% -$4.21M
GDX icon
46
PUT
VanEck Gold Miners ETF
GDX
$29.9B
$81.1M 0.43%
3,241,000
+1,200,800
+59% +$31.9M
XLI icon
47
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.1B
$78.8M 0.42%
1,698,300
-3,725,100
-69% -$169M
NFLX icon
48
CALL
Netflix
NFLX
$320B
$78.8M 0.41%
17,836,000
+5,796,000
+48% +$22.4M
AMZN icon
49
PUT
Amazon
AMZN
$2.77T
$77.5M 0.41%
4,958,000
-3,772,000
-43% -$56.2M
IBM icon
50
CALL
IBM
IBM
$219B
$75.4M 0.4%
425,617
-179,494
-30% -$32.6M
1
2
3 4 5

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Parallax Volatility Advisers's Q3 2013 Portfolio in Review

As of Q3 2013, Parallax Volatility Advisers held 3,417 positions worth $19B, down 11% from $21.4B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Parallax Volatility Advisers's Q3 2013 filing shows 837 new, 1,058 increased, 1,022 reduced and 392 closed positions. Its largest new stake was Citigroup: 554,459 shares worth $26.9M. The largest sale was Apple, an estimated $282M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 93% a quarter earlier, followed by Financials and Consumer Staples.

  • Parallax Volatility Advisers's largest Q3 2013 buy was Citigroup: 554,459 shares worth $26.9M.
  • Parallax Volatility Advisers added most to Goldman Sachs in Q3 2013, an estimated $87.5M increase.
  • Parallax Volatility Advisers's biggest Q3 2013 reduction was Apple, cutting an estimated $282M.
  • Parallax Volatility Advisers fully exited State Street SPDR S&P Retail ETF in Q3 2013, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 32% of its $19B portfolio in Q3 2013.
  • Parallax Volatility Advisers opened 837 new positions and closed 392 in Q3 2013.
  • Parallax Volatility Advisers's portfolio value fell 11% quarter-over-quarter to $19B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2013, filed 14 Nov 2013.