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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$2.18B 11.48%
12,980,300
+6,995,500
+117% +$1.17B
IWM icon
2
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$717M 3.77%
6,723,100
-4,914,400
-42% -$508M
AAPL icon
3
PUT
Apple
AAPL
$4.61T
$591M 3.11%
34,686,400
-23,074,800
-40% -$383M
EWZ icon
4
CALL
iShares MSCI Brazil ETF
EWZ
$8.79B
$504M 2.65%
10,511,700
-723,900
-6% -$32.2M
C icon
5
PUT
Citigroup
C
$229B
$478M 2.52%
9,860,800
+1,144,700
+13% +$57.9M
EWZ icon
6
PUT
iShares MSCI Brazil ETF
EWZ
$8.79B
$359M 1.89%
7,494,800
+1,108,800
+17% +$49.3M
EEM icon
7
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$311M 1.64%
7,642,600
-3,222,100
-30% -$128M
C icon
8
CALL
Citigroup
C
$229B
$290M 1.53%
5,973,100
-2,073,000
-26% -$105M
AAPL icon
9
CALL
Apple
AAPL
$4.61T
$287M 1.51%
16,844,800
-4,589,200
-21% -$76.1M
GS icon
10
PUT
Goldman Sachs
GS
$302B
$279M 1.47%
1,761,400
+465,300
+36% +$74.9M
MSFT icon
11
PUT
Microsoft
MSFT
$3.67T
$261M 1.37%
7,828,300
+992,100
+15% +$32.6M
WFC icon
12
PUT
Wells Fargo
WFC
$266B
$252M 1.33%
6,090,900
+483,700
+9% +$20.6M
XOM icon
13
CALL
ExxonMobil
XOM
$661B
$243M 1.28%
2,828,800
-443,000
-14% -$39.9M
PG icon
14
CALL
Procter & Gamble
PG
$338B
$227M 1.19%
2,997,200
+1,086,300
+57% +$86.4M
QQQ icon
15
PUT
Invesco QQQ Trust
QQQ
$490B
$223M 1.17%
2,823,400
+1,859,100
+193% +$142M
IWM icon
16
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$222M 1.17%
2,081,800
-2,568,900
-55% -$266M
MSFT icon
17
CALL
Microsoft
MSFT
$3.67T
$219M 1.15%
6,565,700
-2,289,600
-26% -$75.3M
PG icon
18
PUT
Procter & Gamble
PG
$338B
$211M 1.11%
2,796,900
+2,031,700
+266% +$162M
PG icon
19
Procter & Gamble
PG
$338B
$192M 1.01%
2,543,669
-515,955
-17% -$41.1M
MS icon
20
PUT
Morgan Stanley
MS
$340B
$192M 1.01%
7,128,900
-4,556,500
-39% -$122M
GOOG icon
21
PUT
Alphabet (Google) Class C
GOOG
$4.1T
$186M 0.98%
8,531,860
-6,761,248
-44% -$149M
XRT icon
22
PUT
State Street SPDR S&P Retail ETF
XRT
$279M
$185M 0.97%
4,510,200
+313,000
+7% +$12.6M
EFA icon
23
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
$173M 0.91%
2,710,700
-4,484,200
-62% -$275M
IBM icon
24
PUT
IBM
IBM
$219B
$155M 0.82%
876,757
+28,346
+3% +$5.15M
BAC icon
25
PUT
Bank of America
BAC
$436B
$141M 0.74%
10,220,700
-2,095,600
-17% -$29.9M
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.