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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 | |
|---|---|---|---|---|---|---|
1401
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$398M
| $108K | ﹤0.01% |
+1,000
| New | +$105K |
|
1402
TripAdvisor
TRIP
$1.26B
| $108K | ﹤0.01% |
1,422
+427
| +43% | +$30.3K |
|
|
SODA
1403
DELISTED
SodaStream International Ltd
SODA
| $108K | ﹤0.01% |
+1,734
| New | +$110K |
|
|
EGN
1404
PUT
DELISTED
Energen
EGN
| $108K | ﹤0.01% |
1,400
+800
| +133% | +$51.8K |
|
|
PLL
1405
PUT
DELISTED
PALL CORP
PLL
| $108K | ﹤0.01% |
+1,400
| New | +$100K |
|
|
HLSS
1406
CALL
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
| $108K | ﹤0.01% |
4,900
+4,500
| +1,125% | +$107K |
|
1407
PUT
Boston Properties
BXP
$11.1B
| $107K | ﹤0.01% |
+1,000
| New | +$106K |
|
1408
CALL
NVIDIA
NVDA
$5.42T
| $107K | ﹤0.01% |
276,000
+36,000
| +15% | +$13.4K |
|
|
RTN
1409
CALL
DELISTED
Raytheon Company
RTN
| $107K | ﹤0.01% |
1,400
+100
| +8% | +$7.42K |
|
1410
PUT
Cullen/Frost Bankers
CFR
$10.2B
| $106K | ﹤0.01% |
1,500
| – | – |
|
|
FITB
1411
Fifth Third Bancorp
FITB
$51.8B
| $106K | ﹤0.01% |
5,881
-2,504
| -30% | -$47.1K |
|
1412
CALL
Genworth Financial
GNW
$3.71B
| $106K | ﹤0.01% |
8,400
+5,100
| +155% | +$63.9K |
|
1413
Jones Lang LaSalle
JLL
$16.7B
| $106K | ﹤0.01% |
1,216
+754
| +163% | +$67.2K |
|
1414
PUT
KBR
KBR
$4.8B
| $106K | ﹤0.01% |
3,300
+2,200
| +200% | +$69.8K |
|
1415
Mohawk Industries
MHK
$9.22B
| $106K | ﹤0.01% |
815
-470
| -37% | -$57.3K |
|
|
PARA
1416
PUT
DELISTED
Paramount Global Class B
PARA
| $106K | ﹤0.01% |
1,900
-9,600
| -83% | -$511K |
|
|
PPL
1417
CALL
PPL Corp
PPL
$26.7B
| $106K | ﹤0.01% |
3,758
+1,074
| +40% | +$30.8K |
|
1418
CNX Resources
CNX
$5.2B
| $105K | ﹤0.01% |
3,760
+2,163
| +135% | +$56.5K |
|
|
EA
1419
PUT
DELISTED
Electronic Arts
EA
| $105K | ﹤0.01% |
4,100
-38,400
| -90% | -$997K |
|
|
BID
1420
CALL
DELISTED
Sotheby's
BID
| $105K | ﹤0.01% |
2,100
+700
| +50% | +$31.2K |
|
1421
Ashland
ASH
$3.5B
| $104K | ﹤0.01% |
2,289
+873
| +62% | +$37.7K |
|
|
1422
PUT
CNX Resources
CNX
$5.2B
| $104K | ﹤0.01% |
3,720
-1,560
| -30% | -$40.8K |
|
1423
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $104K | ﹤0.01% |
+2,400
| New | +$97.2K |
|
|
MXIM
1424
DELISTED
Maxim Integrated Products
MXIM
| $104K | ﹤0.01% |
3,494
+1,395
| +66% | +$39.7K |
|
1425
CALL
Lockheed Martin
LMT
$136B
| $103K | ﹤0.01% |
800
-3,800
| -83% | -$461K |
|
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.