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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
(-11%)
Cap. Flow
-$411M
Cap. Flow
% of AUM
-2.16%
Top 10 Holdings %
Top 10 Hldgs %
31.57%
Holding
3,417
New
837
Increased
1,058
Reduced
1,022
Closed
392
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$87.5M |
| 2 |
Citigroup
C
|
+$28M |
| 3 |
FDO
FAMILY DOLLAR STORES
FDO
|
+$26M |
| 4 |
Baidu
BIDU
|
+$25.8M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$24.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$282M |
| 2 |
SPDR Gold Trust
GLD
|
+$103M |
| 3 |
Procter & Gamble
PG
|
+$41.1M |
| 4 |
Bank of America
BAC
|
+$28.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1101
CALL
iShares Russell 2000 Value ETF
IWN
$14.5B
| $202K | ﹤0.01% |
+2,200
| New | +$198K |
|
1102
JB Hunt Transport Services
JBHT
$25.8B
| $202K | ﹤0.01% |
2,774
-64,662
| -96% | -$4.81M |
|
1103
PUT
Nokia
NOK
$59.6B
| $202K | ﹤0.01% |
30,700
+29,800
| +3,311% | +$141K |
|
1104
PUT
Waste Management
WM
$87B
| $202K | ﹤0.01% |
4,900
-10,800
| -69% | -$450K |
|
1105
Cigna
CI
$72.9B
| $201K | ﹤0.01% |
2,609
-349
| -12% | -$27.3K |
|
1106
PUT
Northrop Grumman
NOC
$73.7B
| $200K | ﹤0.01% |
2,100
-3,400
| -62% | -$314K |
|
|
SOHU
1107
CALL
Sohu.com
SOHU
$358M
| $200K | ﹤0.01% |
2,500
+1,200
| +92% | +$78.8K |
|
1108
PUT
Vornado Realty Trust
VNO
$6.58B
| $200K | ﹤0.01% |
3,280
+2,460
| +300% | +$152K |
|
|
DRC
1109
DELISTED
DRESSER-RAND GROUP INC
DRC
| $200K | ﹤0.01% |
3,205
+1,598
| +99% | +$99.8K |
|
1110
PUT
Welltower
WELL
$171B
| $199K | ﹤0.01% |
3,200
-600
| -16% | -$38.2K |
|
|
BEAM
1111
DELISTED
BEAM INC COM STK (DE)
BEAM
| $199K | ﹤0.01% |
3,076
+2,324
| +309% | +$149K |
|
|
LXK
1112
CALL
DELISTED
Lexmark Intl Inc
LXK
| $199K | ﹤0.01% |
6,000
+4,200
| +233% | +$149K |
|
1113
CALL
Autodesk
ADSK
$44.4B
| $198K | ﹤0.01% |
4,800
+3,700
| +336% | +$137K |
|
1114
CALL
Prudential Financial
PRU
$41.2B
| $198K | ﹤0.01% |
2,500
-2,400
| -49% | -$188K |
|
|
RTN
1115
DELISTED
Raytheon Company
RTN
| $197K | ﹤0.01% |
2,561
-4,675
| -65% | -$347K |
|
|
TIVO
1116
PUT
DELISTED
TIVO INC
TIVO
| $197K | ﹤0.01% |
15,900
+12,300
| +342% | +$142K |
|
|
BNY
1117
PUT
Bank of New York Mellon
BNY
$110B
| $196K | ﹤0.01% |
6,500
+4,400
| +210% | +$135K |
|
1118
iShares Russell Mid-Cap ETF
IWR
$56.5B
| $196K | ﹤0.01% |
+5,648
| New | +$193K |
|
1119
CALL
Children's Place
PLCE
$62M
| $196K | ﹤0.01% |
3,400
+1,400
| +70% | +$76.8K |
|
1120
Regions Financial
RF
$25.6B
| $196K | ﹤0.01% |
21,138
+19,196
| +988% | +$188K |
|
|
MMP
1121
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $196K | ﹤0.01% |
3,500
-57,200
| -94% | -$3.14M |
|
1122
PUT
Automatic Data Processing
ADP
$106B
| $195K | ﹤0.01% |
3,075
+1,822
| +145% | +$116K |
|
1123
CALL
Parker-Hannifin
PH
$120B
| $195K | ﹤0.01% |
+1,800
| New | +$185K |
|
|
APC
1124
CALL
DELISTED
Anadarko Petroleum
APC
| $195K | ﹤0.01% |
2,100
-29,900
| -93% | -$2.72M |
|
|
N
1125
DELISTED
Netsuite Inc
N
| $195K | ﹤0.01% |
1,806
+1,723
| +2,076% | +$170K |
|
Similar funds
TI
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.