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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
DD
151
CALL
DELISTED
Du Pont De Nemours E I
DD
$23.6M 0.12%
425,096
+241,137
+131% +$13.2M
SBUX icon
152
PUT
Starbucks
SBUX
$116B
$23.4M 0.12%
608,800
+37,800
+7% +$1.36M
GDX icon
153
VanEck Gold Miners ETF
GDX
$29.9B
$23.4M 0.12%
+935,151
New +$24.9M
CVX icon
154
PUT
Chevron
CVX
$412B
$23.3M 0.12%
192,100
+300
+0.2% +$36.9K
FCX icon
155
PUT
Freeport-McMoran
FCX
$110B
$22.6M 0.12%
682,400
-182,900
-21% -$5.59M
MRK icon
156
PUT
Merck
MRK
$366B
$22.2M 0.12%
487,739
-1,708,240
-78% -$78M
TK icon
157
Teekay
TK
$1.17B
$22M 0.12%
515,613
+2,983
+0.6% +$120K
PRU icon
158
Prudential Financial
PRU
$41.2B
$21.8M 0.11%
279,315
+57,235
+26% +$4.49M
GWW icon
159
CALL
W.W. Grainger
GWW
$60.7B
$21.6M 0.11%
82,500
+82,200
+27,400% +$21.4M
FDX icon
160
CALL
FedEx
FDX
$74.3B
$21M 0.11%
184,400
+154,000
+507% +$16.6M
BX icon
161
CALL
Blackstone
BX
$101B
$21M 0.11%
859,221
-314,769
-27% -$7M
PEP icon
162
PUT
PepsiCo
PEP
$189B
$20.8M 0.11%
261,900
+122,000
+87% +$10M
TIF
163
PUT
DELISTED
Tiffany & Co.
TIF
$20.8M 0.11%
271,600
+180,100
+197% +$14.2M
BMY icon
164
PUT
Bristol-Myers Squibb
BMY
$132B
$20.8M 0.11%
448,800
-11,300
-2% -$496K
KMB icon
165
PUT
Kimberly-Clark
KMB
$34.2B
$20.8M 0.11%
229,773
-184,194
-44% -$17.1M
DIS icon
166
CALL
Walt Disney
DIS
$181B
$20.7M 0.11%
321,100
-340,800
-51% -$21.8M
FXE icon
167
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$20.5M 0.11%
153,400
+76,500
+99% +$10M
WHR icon
168
Whirlpool
WHR
$2.45B
$20.3M 0.11%
138,539
+113,642
+456% +$15M
APA icon
169
CALL
APA Corp
APA
$15.3B
$20.2M 0.11%
237,200
-231,000
-49% -$19.2M
PNC icon
170
PNC Financial Services
PNC
$96.9B
$20.1M 0.11%
277,607
+13,408
+5% +$1M
CF icon
171
PUT
CF Industries
CF
$20.3B
$19.7M 0.1%
466,500
-611,500
-57% -$23.4M
AXP icon
172
PUT
American Express
AXP
$220B
$19.7M 0.1%
260,300
-97,500
-27% -$7.34M
LYB icon
173
PUT
LyondellBasell Industries
LYB
$20.9B
$19.6M 0.1%
268,300
+266,900
+19,064% +$18.6M
SLV icon
174
iShares Silver Trust
SLV
$32B
$19.4M 0.1%
928,300
+504,916
+119% +$10.4M
NKE icon
175
PUT
Nike
NKE
$56.5B
$19.2M 0.1%
528,800
+439,800
+494% +$14.4M
5 6
7
8 9

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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.