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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 | |
|---|---|---|---|---|---|---|
|
CXO
776
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $624K | ﹤0.01% |
5,700
+4,500
| +375% | +$429K |
|
|
CXO
777
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $614K | ﹤0.01% |
5,600
+2,700
| +93% | +$257K |
|
|
SI
778
PUT
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $613K | ﹤0.01% |
5,100
+4,600
| +920% | +$512K |
|
779
PUT
Sempra
SRE
$54.8B
| $609K | ﹤0.01% |
14,200
+4,400
| +45% | +$187K |
|
780
CALL
Hartford Financial Services
HIG
$39.3B
| $606K | ﹤0.01% |
19,400
+3,200
| +20% | +$99.9K |
|
|
KMP
781
CALL
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $606K | ﹤0.01% |
7,600
+7,500
| +7,500% | +$621K |
|
782
PUT
Lowe's Companies
LOW
$125B
| $604K | ﹤0.01% |
12,700
+2,200
| +21% | +$99.8K |
|
|
SPWR
783
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $603K | ﹤0.01% |
35,426
+2,748
| +8% | +$42.9K |
|
784
JPMorgan Chase
JPM
$950B
| $602K | ﹤0.01% |
+11,645
| New | +$625K |
|
785
CALL
Lam Research
LRCX
$390B
| $593K | ﹤0.01% |
116,000
+108,000
| +1,350% | +$528K |
|
|
CSC
786
PUT
DELISTED
Computer Sciences
CSC
| $592K | ﹤0.01% |
27,052
-458,938
| -94% | -$9.65M |
|
787
Cimpress
CMPR
$2.31B
| $591K | ﹤0.01% |
10,448
+3,318
| +47% | +$177K |
|
788
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $590K | ﹤0.01% |
+23,775
| New | +$580K |
|
789
PUT
Canadian National Railway
CNI
$76.6B
| $588K | ﹤0.01% |
11,600
+6,800
| +142% | +$336K |
|
|
WPZ
790
CALL
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
| $582K | ﹤0.01% |
11,677
+8,386
| +255% | +$402K |
|
791
PUT
Bunge Global
BG
$20.8B
| $580K | ﹤0.01% |
7,600
+1,500
| +25% | +$114K |
|
792
PUT
Public Storage
PSA
$61.3B
| $577K | ﹤0.01% |
3,600
+2,300
| +177% | +$364K |
|
|
MRSH
793
CALL
Marsh
MRSH
$91.5B
| $575K | ﹤0.01% |
13,200
+2,500
| +23% | +$105K |
|
794
PUT
Smith & Wesson
SWBI
$637M
| $571K | ﹤0.01% |
67,782
-221,821
| -77% | -$1.92M |
|
795
CALL
Valero Energy
VLO
$85.9B
| $568K | ﹤0.01% |
16,700
-38,800
| -70% | -$1.37M |
|
796
Dollar Tree
DLTR
$25.2B
| $564K | ﹤0.01% |
+9,870
| New | +$533K |
|
|
GAP
797
PUT
The Gap Inc
GAP
$7.37B
| $563K | ﹤0.01% |
14,000
+7,000
| +100% | +$302K |
|
798
CALL
Stanley Black & Decker
SWK
$15.7B
| $561K | ﹤0.01% |
6,200
+600
| +11% | +$51.4K |
|
799
PUT
Seagate
STX
$184B
| $558K | ﹤0.01% |
12,700
-77,300
| -86% | -$3.25M |
|
800
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $557K | ﹤0.01% |
+11,600
| New | +$544K |
|
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.