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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 | |
|---|---|---|---|---|---|---|
901
PUT
AB InBev
BUD
$165B
| $377K | ﹤0.01% |
3,800
+3,000
| +375% | +$286K |
|
902
CALL
Northern Trust
NTRS
$33.9B
| $375K | ﹤0.01% |
6,900
-45,600
| -87% | -$2.62M |
|
903
International Paper
IP
$22B
| $373K | ﹤0.01% |
8,907
+590
| +7% | +$26.3K |
|
904
CALL
VeriSign
VRSN
$26.6B
| $370K | ﹤0.01% |
7,300
-6,000
| -45% | -$290K |
|
905
PUT
Dover
DOV
$28.4B
| $369K | ﹤0.01% |
6,116
+4,177
| +215% | +$241K |
|
|
PPLI
906
PUT
People Inc
PPLI
$3.1B
| $366K | ﹤0.01% |
37,489
+35,810
| +2,133% | +$327K |
|
|
CB
907
PUT
DELISTED
CHUBB CORPORATION
CB
| $366K | ﹤0.01% |
4,100
+3,800
| +1,267% | +$329K |
|
|
HES
908
PUT
DELISTED
Hess
HES
| $364K | ﹤0.01% |
4,700
+800
| +21% | +$59.6K |
|
909
PUT
Celanese
CE
$4.82B
| $363K | ﹤0.01% |
6,900
+6,700
| +3,350% | +$328K |
|
910
PUT
MGIC Investment
MTG
$6.25B
| $363K | ﹤0.01% |
49,800
-93,000
| -65% | -$660K |
|
911
Smith & Wesson
SWBI
$637M
| $363K | ﹤0.01% |
+43,003
| New | +$372K |
|
|
LCC
912
PUT
DELISTED
US AIRWAYS GROUP INC.
LCC
| $363K | ﹤0.01% |
19,200
+13,300
| +225% | +$235K |
|
913
CALL
Entergy
ETR
$50B
| $362K | ﹤0.01% |
11,400
-1,200
| -10% | -$39.8K |
|
|
MR
914
PUT
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
| $357K | ﹤0.01% |
+9,200
| New | +$371K |
|
915
PUT
Salesforce
CRM
$158B
| $356K | ﹤0.01% |
6,800
-84,300
| -93% | -$3.83M |
|
916
PUT
F5
FFIV
$22.7B
| $353K | ﹤0.01% |
4,100
+1,100
| +37% | +$93.5K |
|
|
XL
917
CALL
DELISTED
XL Group Ltd.
XL
| $353K | ﹤0.01% |
11,500
+1,100
| +11% | +$34.2K |
|
918
3D Systems Corp
DDD
$613M
| $352K | ﹤0.01% |
+6,512
| New | +$322K |
|
919
CALL
Royal Caribbean
RCL
$85.6B
| $352K | ﹤0.01% |
9,200
+7,500
| +441% | +$281K |
|
|
ROSE
920
PUT
DELISTED
ROSETTA RESOURCES INC
ROSE
| $352K | ﹤0.01% |
6,500
+5,100
| +364% | +$241K |
|
921
Kinross Gold
KGC
$32.8B
| $351K | ﹤0.01% |
69,468
-86,884
| -56% | -$460K |
|
|
922
PUT
International Paper
IP
$22B
| $350K | ﹤0.01% |
8,459
-17,989
| -68% | -$801K |
|
|
DLLR
923
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
| $350K | ﹤0.01% |
+31,847
| New | +$436K |
|
924
Microsoft
MSFT
$3.71T
| $349K | ﹤0.01% |
+10,482
| New | +$345K |
|
925
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $347K | ﹤0.01% |
+3,800
| New | +$343K |
|
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.