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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 | |
|---|---|---|---|---|---|---|
1726
PUT
Alliance Resource Partners
ARLP
$3.17B
| $59K | ﹤0.01% |
1,600
-1,800
| -53% | -$67.7K |
|
1727
PUT
Crown Castle
CCI
$32.2B
| $59K | ﹤0.01% |
+800
| New | +$57.2K |
|
1728
CALL
Ecolab
ECL
$79.9B
| $59K | ﹤0.01% |
+600
| New | +$55.8K |
|
1729
PUT
AAR Corp
AIR
$5.76B
| $58K | ﹤0.01% |
+2,100
| New | +$53.7K |
|
1730
PUT
Casey's General Stores
CASY
$30.9B
| $58K | ﹤0.01% |
+800
| New | +$54.3K |
|
1731
PUT
Dolby
DLB
$5.79B
| $58K | ﹤0.01% |
+1,700
| New | +$56.5K |
|
1732
CALL
Invesco
IVZ
$13.9B
| $58K | ﹤0.01% |
1,800
+300
| +20% | +$9.57K |
|
1733
CALL
Johnson Controls International
JCI
$92.2B
| $58K | ﹤0.01% |
1,337
-2,483
| -65% | -$105K |
|
1734
CALL
Manulife Financial
MFC
$73.5B
| $58K | ﹤0.01% |
3,500
+1,100
| +46% | +$18.8K |
|
1735
PUT
Sonoco
SON
$5.74B
| $58K | ﹤0.01% |
+1,500
| New | +$57K |
|
1736
PUT
T. Rowe Price
TROW
$24.3B
| $58K | ﹤0.01% |
800
+700
| +700% | +$51.8K |
|
1737
PUT
Zillow
ZG
$7.63B
| $58K | ﹤0.01% |
2,100
+1,500
| +250% | +$41.4K |
|
|
ATCO
1738
PUT
DELISTED
Atlas Corp.
ATCO
| $58K | ﹤0.01% |
2,400
+2,300
| +2,300% | +$49.9K |
|
|
PWRD
1739
CALL
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
| $58K | ﹤0.01% |
+2,900
| New | +$58.9K |
|
|
THI
1740
CALL
DELISTED
TIM HORTONS INC COM, CANADA
THI
| $58K | ﹤0.01% |
+1,000
| New | +$56.8K |
|
1741
CALL
Cheniere Energy
CQP
$31.3B
| $57K | ﹤0.01% |
2,200
+700
| +47% | +$19.7K |
|
1742
PUT
Lindsay Corp
LNN
$1.18B
| $57K | ﹤0.01% |
700
+500
| +250% | +$39.1K |
|
1743
Open Text
OTEX
$6.04B
| $57K | ﹤0.01% |
3,080
+1,184
| +62% | +$20.8K |
|
1744
PUT
Vulcan Materials
VMC
$36.9B
| $57K | ﹤0.01% |
1,100
-2,500
| -69% | -$124K |
|
1745
PUT
Weyerhaeuser
WY
$18.4B
| $57K | ﹤0.01% |
2,000
-1,300
| -39% | -$36.8K |
|
|
VAL
1746
PUT
DELISTED
Valspar
VAL
| $57K | ﹤0.01% |
900
+500
| +125% | +$32.8K |
|
|
CYT
1747
CALL
DELISTED
CYTEC INDS INC
CYT
| $57K | ﹤0.01% |
1,400
+800
| +133% | +$31.1K |
|
|
LO
1748
DELISTED
LORILLARD INC COM STK
LO
| $57K | ﹤0.01% |
1,265
-724
| -36% | -$31.9K |
|
|
URS
1749
DELISTED
URS CORP
URS
| $57K | ﹤0.01% |
1,054
+602
| +133% | +$29.9K |
|
|
OMX
1750
CALL
DELISTED
OFFICEMAX INCORPORATED
OMX
| $57K | ﹤0.01% |
4,500
-5,000
| -53% | -$56.5K |
|
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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.