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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 | |
|---|---|---|---|---|---|---|
126
CALL
NetApp
NTAP
$39B
| $28.8M | 0.15% |
676,400
-220,000
| -25% | -$9.15M |
|
127
CALL
Chevron
CVX
$382B
| $28.7M | 0.15% |
236,100
-96,400
| -29% | -$11.8M |
|
128
PUT
eBay
EBAY
$47.9B
| $28M | 0.15% |
1,191,089
+157,291
| +15% | +$3.53M |
|
129
Morgan Stanley
MS
$338B
| $27.8M | 0.15% |
1,031,443
+432,914
| +72% | +$11.6M |
|
130
PUT
Verizon
VZ
$195B
| $27.8M | 0.15% |
594,900
+412,000
| +225% | +$20.1M |
|
|
FDO
131
DELISTED
FAMILY DOLLAR STORES
FDO
| $27.6M | 0.15% |
383,568
+370,034
| +2,734% | +$26M |
|
132
CALL
Philip Morris
PM
$290B
| $27.4M | 0.14% |
316,800
+174,100
| +122% | +$15.2M |
|
133
PUT
Deckers Outdoor
DECK
$13.3B
| $27M | 0.14% |
2,456,400
+2,443,800
| +19,395% | +$23.7M |
|
|
134
Citigroup
C
$227B
| $26.9M | 0.14% |
+554,459
| New | +$28M |
|
|
AMTD
135
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $26.8M | 0.14% |
1,022,500
-15,700
| -2% | -$417K |
|
136
CALL
iShares Silver Trust
SLV
$32B
| $26.6M | 0.14% |
1,275,000
-2,113,700
| -62% | -$43.7M |
|
|
AMTD
137
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $25.7M | 0.14% |
981,000
-53,200
| -5% | -$1.41M |
|
138
Dollar General
DG
$27B
| $25.7M | 0.14% |
454,602
+203,091
| +81% | +$11.2M |
|
139
CALL
Pfizer
PFE
$154B
| $25.4M | 0.13% |
930,893
-411,165
| -31% | -$11.2M |
|
140
CALL
VanEck Oil Services ETF
OIH
$1.95B
| $25.3M | 0.13% |
26,890
+1,495
| +6% | +$1.37M |
|
|
141
PUT
Dollar General
DG
$27B
| $25.3M | 0.13% |
447,600
+399,500
| +831% | +$22M |
|
|
YHOO
142
DELISTED
Yahoo Inc
YHOO
| $25.1M | 0.13% |
756,658
-609,990
| -45% | -$17.2M |
|
143
CALL
Booking.com
BKNG
$160B
| $25.1M | 0.13% |
620,000
| – | – |
|
|
WBA
144
DELISTED
Walgreens Boots Alliance
WBA
| $25M | 0.13% |
464,770
+426,943
| +1,129% | +$21.5M |
|
145
CALL
GE Aerospace
GE
$380B
| $25M | 0.13% |
218,073
+215,131
| +7,312% | +$24.7M |
|
|
SNDK
146
CALL
DELISTED
SANDISK CORP
SNDK
| $24.7M | 0.13% |
415,700
-182,400
| -30% | -$10.7M |
|
|
TWC
147
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $24.5M | 0.13% |
219,300
+219,200
| +219,200% | +$24.6M |
|
148
ExxonMobil
XOM
$662B
| $24.5M | 0.13% |
284,366
+275,408
| +3,074% | +$24.8M |
|
149
CALL
NOV
NOV
$7.38B
| $24M | 0.13% |
340,130
+193,520
| +132% | +$13M |
|
150
PUT
FedEx
FDX
$76.9B
| $23.8M | 0.13% |
208,300
-101,300
| -33% | -$10.9M |
|
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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.