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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+8.1%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$19B
AUM Growth
-$2.38B
(-11%)
Cap. Flow
-$3.83B
Cap. Flow
% of AUM
-20.17%
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 | Financials | 1.88% |
| 2 | Consumer Staples | 1.5% |
| 3 | Energy | 0.59% |
| 4 | Consumer Discretionary | 0.56% |
| 5 | Communication Services | 0.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
CALL
Yum! Brands
YUM
$41.1B
| $2.27M | 0.01% |
44,234
-55,640
| -56% | -$2.89M |
|
502
BHP
BHP
$230B
| $2.27M | 0.01% |
+40,342
| New | +$2.19M |
|
503
Cisco
CSCO
$479B
| $2.27M | 0.01% |
96,714
+93,097
| +2,574% | +$2.31M |
|
504
Allstate
ALL
$67.5B
| $2.25M | 0.01% |
44,440
+23,473
| +112% | +$1.18M |
|
|
CELG
505
CALL
DELISTED
Celgene Corp
CELG
| $2.23M | 0.01% |
29,000
-12,000
| -29% | -$841K |
|
|
LCC
506
DELISTED
US AIRWAYS GROUP INC.
LCC
| $2.23M | 0.01% |
117,522
+116,595
| +12,578% | +$2.06M |
|
|
WFT
507
PUT
DELISTED
Weatherford International plc
WFT
| $2.19M | 0.01% |
142,500
-1,500
| -1% | -$22K |
|
508
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $2.18M | 0.01% |
+45,500
| New | +$2.13M |
|
|
B
509
CALL
Barrick Mining
B
$73.2B
| $2.17M | 0.01% |
116,900
+5,300
| +5% | +$93.5K |
|
510
CALL
Radian Group
RDN
$4.93B
| $2.17M | 0.01% |
155,400
+124,800
| +408% | +$1.67M |
|
|
SPLS
511
CALL
DELISTED
Staples Inc
SPLS
| $2.17M | 0.01% |
147,800
+27,300
| +23% | +$428K |
|
512
Honeywell
HON
$78B
| $2.13M | 0.01% |
28,569
-14,990
| -34% | -$1.11M |
|
|
SPLS
513
PUT
DELISTED
Staples Inc
SPLS
| $2.11M | 0.01% |
144,200
+142,500
| +8,382% | +$2.23M |
|
514
C.H. Robinson
CHRW
$17.5B
| $2.11M | 0.01% |
35,425
+1,362
| +4% | +$79.9K |
|
515
Costco
COST
$420B
| $2.1M | 0.01% |
18,269
-44,420
| -71% | -$5.13M |
|
|
SE
516
DELISTED
Spectra Energy Corp Wi
SE
| $2.1M | 0.01% |
61,472
+56,754
| +1,203% | +$1.96M |
|
517
GE Aerospace
GE
$384B
| $2.09M | 0.01% |
18,275
-97,017
| -84% | -$11.1M |
|
518
PUT
Dick's Sporting Goods
DKS
$18.7B
| $2.09M | 0.01% |
39,100
+20,900
| +115% | +$1.05M |
|
|
SE
519
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $2.08M | 0.01% |
+60,900
| New | +$2.1M |
|
520
PUT
Abercrombie & Fitch
ANF
$5B
| $2.08M | 0.01% |
58,800
-111,800
| -66% | -$4.94M |
|
521
Franklin Resources
BEN
$17.2B
| $2.07M | 0.01% |
+40,951
| New | +$1.98M |
|
522
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $2.06M | 0.01% |
+22,440
| New | +$2.06M |
|
523
CALL
Royal Bank of Canada
RY
$293B
| $2.06M | 0.01% |
32,000
+15,400
| +93% | +$956K |
|
524
Union Pacific
UNP
$174B
| $2.05M | 0.01% |
26,432
+13,258
| +101% | +$1.05M |
|
525
CALL
CVS Health
CVS
$122B
| $2.05M | 0.01% |
36,100
+5,000
| +16% | +$298K |
|
Similar funds
HF
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 withdrew a net $3.83B in Q3 2013, closing 392 positions and reducing 1,022 holdings. Its most notable exit was State Street SPDR S&P Retail ETF, an estimated $18.6M position sold in full.
By sector, the portfolio is most concentrated in Financials at 1.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Staples and Energy.
Against the trend, Parallax Volatility Advisers opened a new position in Citigroup worth $26.9M.
- 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.