We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
CLR
226
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $12.2M | 0.06% |
227,200
+217,200
| +2,172% | +$10.4M |
|
227
CALL
Lowe's Companies
LOW
$122B
| $12.1M | 0.06% |
254,600
-6,200
| -2% | -$281K |
|
|
JWN
228
PUT
DELISTED
Nordstrom
JWN
| $12.1M | 0.06% |
214,900
+900
| +0.4% | +$53.2K |
|
229
PUT
Estee Lauder
EL
$31.6B
| $12M | 0.06% |
171,700
+74,700
| +77% | +$5.06M |
|
230
PUT
Oracle
ORCL
$437B
| $11.9M | 0.06% |
359,200
-367,000
| -51% | -$11.9M |
|
|
DELL
231
CALL
DELISTED
DELL INC
DELL
| $11.9M | 0.06% |
865,600
+664,400
| +330% | +$9M |
|
232
PUT
DuPont de Nemours
DD
$19.2B
| $11.9M | 0.06% |
122,058
-69,420
| -36% | -$6.46M |
|
|
POT
233
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $11.8M | 0.06% |
377,700
-40,400
| -10% | -$1.34M |
|
|
SD
234
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $11.8M | 0.06% |
2,007,000
+2,005,000
| +100,250% | +$10.7M |
|
|
AMTD
235
DELISTED
TD Ameritrade Holding Corp
AMTD
| $11.7M | 0.06% |
447,055
-598,182
| -57% | -$15.9M |
|
|
PPLI
236
People Inc
PPLI
$3.03B
| $11.7M | 0.06% |
1,196,516
+269,301
| +29% | +$2.46M |
|
|
SNDK
237
PUT
DELISTED
SANDISK CORP
SNDK
| $11.7M | 0.06% |
196,100
-300,200
| -60% | -$17.6M |
|
238
MetLife
MET
$61.7B
| $11.7M | 0.06% |
278,899
-44,007
| -14% | -$1.9M |
|
239
PUT
United States Oil Fund
USO
$1.78B
| $11.4M | 0.06% |
38,713
-93,100
| -71% | -$28.1M |
|
240
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $11.3M | 0.06% |
370,200
+325,500
| +728% | +$9.73M |
|
241
CALL
Union Pacific
UNP
$174B
| $11.2M | 0.06% |
143,800
+81,400
| +130% | +$6.43M |
|
242
CALL
Corning
GLW
$138B
| $11.1M | 0.06% |
763,600
-1,017,100
| -57% | -$15.1M |
|
243
CALL
State Street
STT
$51.4B
| $11.1M | 0.06% |
168,900
-38,300
| -18% | -$2.62M |
|
|
MON
244
CALL
DELISTED
Monsanto Co
MON
| $11M | 0.06% |
105,300
-10,900
| -9% | -$1.1M |
|
245
CALL
Walmart Inc
WMT
$892B
| $10.9M | 0.06% |
442,200
-1,116,900
| -72% | -$28.2M |
|
246
PUT
Capri Holdings
CPRI
$1.75B
| $10.9M | 0.06% |
145,900
+7,800
| +6% | +$544K |
|
247
CALL
Halliburton
HAL
$28B
| $10.9M | 0.06% |
225,800
-188,900
| -46% | -$8.85M |
|
248
PUT
Macy's
M
$6.59B
| $10.5M | 0.06% |
243,500
+45,700
| +23% | +$2.13M |
|
|
GMCR
249
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $10.4M | 0.05% |
138,400
-62,500
| -31% | -$4.93M |
|
250
American International
AIG
$40.6B
| $10.4M | 0.05% |
214,393
-232,066
| -52% | -$11M |
|
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.