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 | |
|---|---|---|---|---|---|---|
276
CALL
Seagate
STX
$184B
| $8.8M | 0.05% |
201,100
-309,100
| -61% | -$13M |
|
|
APOL
277
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $8.8M | 0.05% |
422,800
+117,900
| +39% | +$2.28M |
|
278
DuPont de Nemours
DD
$19.2B
| $8.75M | 0.05% |
89,962
+59,062
| +191% | +$5.5M |
|
|
AOL
279
PUT
DELISTED
AOL INC COMMON STOCK
AOL
| $8.69M | 0.05% |
251,200
-51,200
| -17% | -$1.82M |
|
280
ArcelorMittal
MT
$55.8B
| $8.67M | 0.05% |
277,479
+68,104
| +33% | +$2.04M |
|
|
CMCSK
281
CALL
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $8.67M | 0.05% |
+200,000
| New | +$8.67M |
|
282
Texas Instruments
TXN
$257B
| $8.58M | 0.05% |
+212,868
| New | +$8.27M |
|
283
CALL
Intuitive Surgical
ISRG
$138B
| $8.5M | 0.04% |
203,400
-69,300
| -25% | -$3.06M |
|
284
CALL
Bristol-Myers Squibb
BMY
$133B
| $8.49M | 0.04% |
183,400
-85,400
| -32% | -$3.75M |
|
285
CALL
Salesforce
CRM
$162B
| $8.4M | 0.04% |
161,700
+152,400
| +1,639% | +$6.92M |
|
|
RSX
286
PUT
DELISTED
VanEck Russia ETF
RSX
| $8.39M | 0.04% |
297,900
+214,700
| +258% | +$5.76M |
|
|
NSM
287
PUT
DELISTED
Nationstar Mortgage Holdings
NSM
| $8.37M | 0.04% |
148,800
-55,600
| -27% | -$2.71M |
|
288
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $8.33M | 0.04% |
209,200
-289,500
| -58% | -$11.8M |
|
289
PUT
Altria Group
MO
$111B
| $8.29M | 0.04% |
241,500
-83,600
| -26% | -$2.95M |
|
290
PUT
ING
ING
$101B
| $8.23M | 0.04% |
725,000
-262,000
| -27% | -$2.83M |
|
291
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $8.15M | 0.04% |
60,900
-88,300
| -59% | -$11.6M |
|
|
CAM
292
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $8.14M | 0.04% |
139,500
-15,600
| -10% | -$930K |
|
293
PUT
Ralph Lauren
RL
$24B
| $8.07M | 0.04% |
49,000
+25,500
| +109% | +$4.42M |
|
294
PepsiCo
PEP
$188B
| $8.04M | 0.04% |
101,177
+20,363
| +25% | +$1.67M |
|
|
CELG
295
DELISTED
Celgene Corp
CELG
| $8.03M | 0.04% |
+104,214
| New | +$7.3M |
|
296
CALL
Analog Devices
ADI
$188B
| $8.01M | 0.04% |
170,200
| – | – |
|
|
297
Apple
AAPL
$4.47T
| $7.98M | 0.04% |
468,664
-17,006,080
| -97% | -$282M |
|
298
CALL
American Express
AXP
$228B
| $7.81M | 0.04% |
103,400
+35,500
| +52% | +$2.67M |
|
299
PUT
NetApp
NTAP
$39.5B
| $7.78M | 0.04% |
182,600
-216,600
| -54% | -$9.01M |
|
300
CALL
Carnival Corporation Ltd
CCL
$38.4B
| $7.58M | 0.04% |
232,100
+201,300
| +654% | +$7.31M |
|
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.