We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
-$3.83B
Cap. Flow %
-20.17%
Top 10 Hldgs %
31.57%
Holding
3,417
New
837
Increased
1,058
Reduced
1,022
Closed
392

Top Buys

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$87.5M
2
C icon
Citigroup
C
+$28M
3
FDO
FAMILY DOLLAR STORES
FDO
+$26M
4
BIDU icon
Baidu
BIDU
+$25.8M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$24.9M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$282M
2
GLD icon
SPDR Gold Trust
GLD
+$103M
3
PG icon
Procter & Gamble
PG
+$41.1M
4
BAC icon
Bank of America
BAC
+$28.8M
5
NUE icon
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
TM icon
1426
PUT
Toyota
TM
$225B
$103K ﹤0.01%
800
-31,400
-98% -$4M
TIBX
1427
PUT
DELISTED
TIBCO SOFTWARE INC
TIBX
$103K ﹤0.01%
4,000
+3,000
+300% +$71.6K
APH icon
1428
Amphenol
APH
$209B
$102K ﹤0.01%
10,584
-1,312
-11% -$12.8K
CLB icon
1429
PUT
Core Laboratories
CLB
$521M
$102K ﹤0.01%
600
– –
EWW icon
1430
PUT
iShares MSCI Mexico ETF
EWW
$1.99B
$102K ﹤0.01%
1,600
-4,400
-73% -$290K
PKG icon
1431
Packaging Corp of America
PKG
$22.8B
$102K ﹤0.01%
1,778
+138
+8% +$7.47K
VTI icon
1432
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
$102K ﹤0.01%
+1,161
New +$101K
NFX
1433
DELISTED
Newfield Exploration
NFX
$102K ﹤0.01%
+3,715
New +$93.1K
HTS
1434
PUT
DELISTED
HATTERAS FINANCIAL CORP
HTS
$102K ﹤0.01%
+5,500
New +$111K
ADBE icon
1435
Adobe
ADBE
$105B
$101K ﹤0.01%
1,941
-72
-4% -$3.44K
CPB icon
1436
CALL
Campbell Soup
CPB
$6.87B
$101K ﹤0.01%
2,500
-900
-26% -$40.3K
VYX icon
1437
NCR Voyix
VYX
$1.14B
$101K ﹤0.01%
4,161
+88
+2% +$1.97K
CI icon
1438
CALL
Cigna
CI
$74.6B
$100K ﹤0.01%
1,300
+100
+8% +$7.81K
GEN icon
1439
CALL
Gen Digital
GEN
$17.5B
$100K ﹤0.01%
4,100
-69,600
-94% -$1.75M
TSCO icon
1440
PUT
Tractor Supply
TSCO
$18B
$100K ﹤0.01%
7,500
-358,500
-98% -$4.42M
ETP
1441
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
$100K ﹤0.01%
+3,000
New +$95.8K
BYI
1442
PUT
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$100K ﹤0.01%
1,400
– –
CYH icon
1443
PUT
Community Health Systems
CYH
$423M
$99K ﹤0.01%
2,904
-242
-8% -$8.58K
FXY icon
1444
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
$99K ﹤0.01%
+1,000
New +$99K
NICE icon
1445
PUT
Nice
NICE
$5.97B
$99K ﹤0.01%
+2,400
New +$92.5K
TKR icon
1446
Timken Company
TKR
$9.03B
$99K ﹤0.01%
2,287
-121
-5% -$5.18K
MDC
1447
DELISTED
M.D.C. Holdings, Inc.
MDC
$99K ﹤0.01%
4,591
-70,859
-94% -$1.56M
CRR
1448
DELISTED
Carbo Ceramics Inc.
CRR
$99K ﹤0.01%
1,001
-38,418
-97% -$3.27M
LINE
1449
CALL
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$99K ﹤0.01%
3,800
+2,500
+192% +$64.7K
CYH icon
1450
Community Health Systems
CYH
$423M
$98K ﹤0.01%
+2,857
New +$101K
56 57
58
59 60

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.