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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 | |
|---|---|---|---|---|---|---|
751
PUT
NVIDIA
NVDA
$5.42T
| $702K | ﹤0.01% |
1,804,000
+1,616,000
| +860% | +$601K |
|
752
PUT
Lumen
LUMN
$6.44B
| $701K | ﹤0.01% |
22,300
-395,500
| -95% | -$13.5M |
|
753
PUT
Diageo
DEO
$53.6B
| $698K | ﹤0.01% |
5,500
+100
| +2% | +$12.5K |
|
|
ALU
754
DELISTED
Alcatel-Lucent
ALU
| $697K | ﹤0.01% |
+205,268
| New | +$525K |
|
755
PUT
Flowserve
FLS
$10.2B
| $687K | ﹤0.01% |
11,000
+5,300
| +93% | +$307K |
|
|
GG
756
DELISTED
Goldcorp Inc
GG
| $687K | ﹤0.01% |
26,422
-39,747
| -60% | -$1.1M |
|
757
PUT
United Rentals
URI
$72.4B
| $686K | ﹤0.01% |
11,800
-28,400
| -71% | -$1.58M |
|
|
BBBY
758
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $681K | ﹤0.01% |
8,800
+5,200
| +144% | +$389K |
|
759
Hecla Mining
HL
$11.3B
| $678K | ﹤0.01% |
215,900
+5,530
| +3% | +$18K |
|
|
MLNX
760
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $672K | ﹤0.01% |
+17,700
| New | +$757K |
|
761
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.5B
| $664K | ﹤0.01% |
4,399
-1,266
| -22% | -$193K |
|
762
PUT
Owens Corning
OC
$12.4B
| $664K | ﹤0.01% |
17,500
-300
| -2% | -$11.7K |
|
763
Western Digital
WDC
$150B
| $663K | ﹤0.01% |
13,827
+2,854
| +26% | +$141K |
|
764
CALL
Cummins
CMI
$88.7B
| $652K | ﹤0.01% |
4,900
+4,500
| +1,125% | +$555K |
|
|
CBI
765
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $652K | ﹤0.01% |
9,600
+4,300
| +81% | +$265K |
|
766
PUT
Cheniere Energy
CQP
$31.3B
| $650K | ﹤0.01% |
24,600
-24,600
| -50% | -$692K |
|
767
ING
ING
$102B
| $648K | ﹤0.01% |
57,131
-435,619
| -88% | -$4.7M |
|
768
CALL
Ross Stores
ROST
$81.9B
| $648K | ﹤0.01% |
17,800
+17,000
| +2,125% | +$580K |
|
769
PUT
Synaptics
SYNA
$4.15B
| $645K | ﹤0.01% |
14,600
+12,900
| +759% | +$528K |
|
|
SWN
770
CALL
DELISTED
Southwestern Energy Company
SWN
| $645K | ﹤0.01% |
17,700
-20,100
| -53% | -$763K |
|
|
PETM
771
CALL
DELISTED
PETSMART INC
PETM
| $642K | ﹤0.01% |
8,400
+2,500
| +42% | +$181K |
|
|
CBST
772
PUT
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $635K | ﹤0.01% |
10,000
| – | – |
|
|
HNT
773
DELISTED
HEALTH NET INC
HNT
| $632K | ﹤0.01% |
19,917
+19,307
| +3,165% | +$609K |
|
774
PUT
3M
MMM
$94.3B
| $624K | ﹤0.01% |
6,219
-117,687
| -95% | -$11.4M |
|
775
Pultegroup
PHM
$25.3B
| $624K | ﹤0.01% |
37,798
+17,938
| +90% | +$306K |
|
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.