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 | |
|---|---|---|---|---|---|---|
401
PUT
Mastercard
MA
$493B
| $4.31M | 0.02% |
64,000
-224,000
| -78% | -$14.1M |
|
402
PUT
Deutsche Bank
DB
$71.5B
| $4.26M | 0.02% |
109,042
-110,568
| -50% | -$4.26M |
|
403
PUT
lululemon athletica
LULU
$14.6B
| $4.26M | 0.02% |
58,200
+49,400
| +561% | +$3.44M |
|
404
PUT
CME Group
CME
$94.8B
| $4.25M | 0.02% |
57,600
-30,700
| -35% | -$2.26M |
|
|
ATVI
405
PUT
DELISTED
Activision Blizzard
ATVI
| $4.23M | 0.02% |
253,500
+208,500
| +463% | +$3.45M |
|
|
SGI
406
Somnigroup International
SGI
$13.7B
| $4.13M | 0.02% |
375,764
+365,404
| +3,527% | +$3.79M |
|
407
CALL
Pultegroup
PHM
$25.3B
| $4.11M | 0.02% |
248,800
-3,300
| -1% | -$56.3K |
|
408
CALL
Enterprise Products Partners
EPD
$81.7B
| $4.1M | 0.02% |
134,200
+114,200
| +571% | +$3.49M |
|
409
PUT
CVS Health
CVS
$122B
| $4.09M | 0.02% |
72,000
-73,900
| -51% | -$4.4M |
|
410
PUT
Polaris
PII
$4.07B
| $4.09M | 0.02% |
31,600
-16,600
| -34% | -$1.86M |
|
411
PUT
Capital One
COF
$134B
| $4.04M | 0.02% |
58,800
-146,000
| -71% | -$9.82M |
|
412
Boeing
BA
$185B
| $4.03M | 0.02% |
34,284
+28,865
| +533% | +$3.11M |
|
413
IBM
IBM
$224B
| $3.97M | 0.02% |
22,428
+17,102
| +321% | +$3.11M |
|
414
PUT
Corning
GLW
$143B
| $3.97M | 0.02% |
272,000
-856,100
| -76% | -$12.7M |
|
415
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $3.92M | 0.02% |
181,400
-788,200
| -81% | -$17.4M |
|
416
CALL
Qualcomm
QCOM
$176B
| $3.92M | 0.02% |
58,200
-956,800
| -94% | -$62.7M |
|
417
CALL
Target
TGT
$68B
| $3.92M | 0.02% |
61,200
-67,600
| -52% | -$4.6M |
|
418
Micron Technology
MU
$991B
| $3.83M | 0.02% |
219,342
+205,296
| +1,462% | +$2.98M |
|
|
RSX
419
CALL
DELISTED
VanEck Russia ETF
RSX
| $3.81M | 0.02% |
135,300
+131,200
| +3,200% | +$3.52M |
|
420
PUT
Archer Daniels Midland
ADM
$36.9B
| $3.81M | 0.02% |
103,300
+100,600
| +3,726% | +$3.66M |
|
|
LM
421
DELISTED
Legg Mason, Inc.
LM
| $3.79M | 0.02% |
113,287
+43,485
| +62% | +$1.46M |
|
|
422
PUT
Micron Technology
MU
$991B
| $3.78M | 0.02% |
216,600
-123,900
| -36% | -$1.8M |
|
423
Under Armour
UAA
$2.6B
| $3.76M | 0.02% |
189,408
+35,088
| +23% | +$619K |
|
|
AET
424
CALL
DELISTED
Aetna Inc
AET
| $3.75M | 0.02% |
58,600
-177,500
| -75% | -$11.4M |
|
425
CALL
Visa
V
$677B
| $3.67M | 0.02% |
76,800
+53,200
| +225% | +$2.46M |
|
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.