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 | |
|---|---|---|---|---|---|---|
251
CALL
Lumen
LUMN
$6.8B
| $10.3M | 0.05% |
328,900
-279,200
| -46% | -$9.5M |
|
252
CALL
Gilead Sciences
GILD
$166B
| $10.3M | 0.05% |
164,100
-17,600
| -10% | -$1.05M |
|
|
POT
253
DELISTED
Potash Corp Of Saskatchewan
POT
| $10.3M | 0.05% |
328,723
+94,705
| +40% | +$3.14M |
|
254
PUT
The Mosaic Company
MOS
$7.34B
| $10.2M | 0.05% |
237,500
+108,200
| +84% | +$5.04M |
|
|
XLNX
255
PUT
DELISTED
Xilinx Inc
XLNX
| $10.2M | 0.05% |
216,800
+10,200
| +5% | +$459K |
|
|
NSM
256
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $10.1M | 0.05% |
180,300
-49,000
| -21% | -$2.39M |
|
257
CALL
Verizon
VZ
$195B
| $10.1M | 0.05% |
216,900
+213,500
| +6,279% | +$10.4M |
|
258
PUT
BP
BP
$110B
| $10.1M | 0.05% |
292,922
-436,939
| -60% | -$15M |
|
259
CALL
PepsiCo
PEP
$188B
| $10M | 0.05% |
126,400
+123,000
| +3,618% | +$10.1M |
|
260
Kimberly-Clark
KMB
$36.1B
| $10M | 0.05% |
110,893
+109,105
| +6,102% | +$10.1M |
|
261
CALL
Novartis
NVS
$297B
| $10M | 0.05% |
145,638
-85,151
| -37% | -$5.63M |
|
262
Oracle
ORCL
$436B
| $9.91M | 0.05% |
298,746
+41,775
| +16% | +$1.36M |
|
263
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.54B
| $9.88M | 0.05% |
+269,600
| New | +$9.76M |
|
264
PUT
Blackstone
BX
$112B
| $9.86M | 0.05% |
403,626
-532,427
| -57% | -$11.8M |
|
265
CALL
Tesla
TSLA
$1.3T
| $9.83M | 0.05% |
763,500
+673,500
| +748% | +$6.66M |
|
266
CALL
Ford
F
$55.9B
| $9.69M | 0.05% |
574,100
-715,500
| -55% | -$12.1M |
|
|
PNRA
267
PUT
DELISTED
Panera Bread Co
PNRA
| $9.58M | 0.05% |
60,400
-42,700
| -41% | -$7.42M |
|
268
CALL
Medtronic
MDT
$114B
| $9.31M | 0.05% |
174,900
+46,000
| +36% | +$2.48M |
|
269
McDonald's
MCD
$194B
| $9.24M | 0.05% |
96,055
-74,763
| -44% | -$7.3M |
|
270
CALL
Vodafone
VOD
$36.4B
| $9.24M | 0.05% |
257,611
+183,055
| +246% | +$5.79M |
|
|
DNR
271
PUT
DELISTED
Denbury Resources, Inc.
DNR
| $9.22M | 0.05% |
500,900
+495,500
| +9,176% | +$8.72M |
|
272
CALL
ConocoPhillips
COP
$147B
| $9.03M | 0.05% |
129,900
-441,400
| -77% | -$29.4M |
|
273
PUT
AT&T
T
$164B
| $8.98M | 0.05% |
351,522
-1,962,168
| -85% | -$51.5M |
|
274
Caterpillar
CAT
$386B
| $8.92M | 0.05% |
106,905
-3,248
| -3% | -$275K |
|
275
NRG Energy
NRG
$25.2B
| $8.84M | 0.05% |
323,447
+313,126
| +3,034% | +$8.46M |
|
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.