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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 | |
|---|---|---|---|---|---|---|
|
AIV
1751
CALL
Aimco
AIV
$383M
| $56K | ﹤0.01% |
+15,014
| New | +$58.3K |
|
1752
Ares Capital
ARCC
$14.4B
| $56K | ﹤0.01% |
3,222
-234
| -7% | -$4.1K |
|
1753
PUT
Consolidated Edison
ED
$39.9B
| $56K | ﹤0.01% |
1,000
-13,700
| -93% | -$790K |
|
1754
Genworth Financial
GNW
$3.71B
| $56K | ﹤0.01% |
4,383
+3,171
| +262% | +$39.8K |
|
1755
CALL
Kimberly-Clark
KMB
$36.5B
| $56K | ﹤0.01% |
626
-314,777
| -100% | -$29.2M |
|
1756
CALL
Moody's
MCO
$82.7B
| $56K | ﹤0.01% |
800
-7,100
| -90% | -$466K |
|
1757
Medifast
MED
$141M
| $56K | ﹤0.01% |
+2,071
| New | +$55.4K |
|
1758
CALL
Vail Resorts
MTN
$5.3B
| $56K | ﹤0.01% |
800
+600
| +300% | +$40.6K |
|
1759
CALL
SBA Communications
SBAC
$19.5B
| $56K | ﹤0.01% |
700
-400
| -36% | -$30.3K |
|
1760
Terex
TEX
$7.74B
| $56K | ﹤0.01% |
1,678
-91
| -5% | -$2.76K |
|
1761
CALL
Texas Instruments
TXN
$261B
| $56K | ﹤0.01% |
1,400
-581,000
| -100% | -$22.6M |
|
|
ATCO
1762
CALL
DELISTED
Atlas Corp.
ATCO
| $56K | ﹤0.01% |
2,300
-1,100
| -32% | -$23.9K |
|
|
1763
SPDR Gold Trust
GLD
$141B
| $55K | ﹤0.01% |
426
-802,797
| -100% | -$103M |
|
1764
CALL
Humana
HUM
$46.2B
| $55K | ﹤0.01% |
600
-40,600
| -99% | -$3.72M |
|
1765
MGIC Investment
MTG
$6.25B
| $55K | ﹤0.01% |
7,518
-14,060
| -65% | -$99.8K |
|
|
PPL
1766
PPL Corp
PPL
$26.7B
| $55K | ﹤0.01% |
1,957
-29,563
| -94% | -$848K |
|
1767
Telephone and Data Systems
TDS
$3.75B
| $55K | ﹤0.01% |
+1,867
| New | +$51.3K |
|
1768
Toro Company
TTC
$9.49B
| $55K | ﹤0.01% |
2,018
+1,268
| +169% | +$32.2K |
|
|
DBD
1769
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $55K | ﹤0.01% |
1,900
+1,600
| +533% | +$50.2K |
|
|
PRE
1770
PUT
DELISTED
PARTNERRE LTD
PRE
| $55K | ﹤0.01% |
600
-1,000
| -63% | -$89.6K |
|
1771
CALL
Group 1 Automotive
GPI
$3.18B
| $54K | ﹤0.01% |
+700
| New | +$52.2K |
|
1772
PUT
Goodyear
GT
$1.85B
| $54K | ﹤0.01% |
2,400
+1,900
| +380% | +$36.4K |
|
1773
CALL
Louisiana-Pacific
LPX
$5.49B
| $54K | ﹤0.01% |
+3,000
| New | +$49.6K |
|
1774
PUT
Murphy Oil
MUR
$4.78B
| $54K | ﹤0.01% |
900
-142
| -14% | -$8.37K |
|
1775
NETGEAR
NTGR
$635M
| $54K | ﹤0.01% |
1,744
-128
| -7% | -$3.93K |
|
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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.