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 | |
|---|---|---|---|---|---|---|
1601
CALL
Viavi Solutions
VIAV
$9.66B
| $75K | ﹤0.01% |
8,966
+8,790
| +4,994% | +$72.3K |
|
1602
PUT
Westamerica Bancorp
WABC
$1.37B
| $75K | ﹤0.01% |
1,500
| – | – |
|
1603
Flowers Foods
FLO
$1.57B
| $74K | ﹤0.01% |
3,452
+2,519
| +270% | +$56.4K |
|
1604
CALL
Annaly Capital Management
NLY
$17.4B
| $74K | ﹤0.01% |
1,600
+600
| +60% | +$28.2K |
|
1605
PUT
Sinclair Inc
SBGI
$1.03B
| $74K | ﹤0.01% |
+2,200
| New | +$62K |
|
1606
PUT
J.M. Smucker
SJM
$12.8B
| $74K | ﹤0.01% |
700
-2,900
| -81% | -$314K |
|
|
MLNX
1607
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $74K | ﹤0.01% |
+1,900
| New | +$81.2K |
|
|
CHL
1608
PUT
DELISTED
China Mobile Limited
CHL
| $74K | ﹤0.01% |
1,300
+400
| +44% | +$21.6K |
|
|
LXK
1609
PUT
DELISTED
Lexmark Intl Inc
LXK
| $74K | ﹤0.01% |
2,200
+400
| +22% | +$14.2K |
|
1610
PUT
Ashland
ASH
$3.5B
| $73K | ﹤0.01% |
1,635
-205
| -11% | -$8.84K |
|
1611
CALL
Cimpress
CMPR
$2.31B
| $73K | ﹤0.01% |
1,300
+1,100
| +550% | +$58.5K |
|
1612
PUT
Campbell Soup
CPB
$6.87B
| $73K | ﹤0.01% |
1,800
| – | – |
|
1613
PUT
Kennametal
KMT
$2.52B
| $73K | ﹤0.01% |
+1,600
| New | +$69.5K |
|
|
BIG
1614
DELISTED
Big Lots, Inc.
BIG
| $73K | ﹤0.01% |
1,958
+1,279
| +188% | +$45.3K |
|
|
ABB
1615
PUT
DELISTED
ABB Ltd
ABB
| $73K | ﹤0.01% |
3,100
+2,100
| +210% | +$47.3K |
|
|
CAVM
1616
PUT
DELISTED
Cavium, Inc.
CAVM
| $73K | ﹤0.01% |
1,800
+1,300
| +260% | +$49K |
|
1617
CALL
Equinix
EQIX
$103B
| $72K | ﹤0.01% |
+400
| New | +$72.5K |
|
1618
PUT
iShares US Transportation ETF
IYT
$2.29B
| $72K | ﹤0.01% |
2,400
+2,000
| +500% | +$57.8K |
|
1619
CALL
Lazard
LAZ
$4.31B
| $72K | ﹤0.01% |
+2,000
| New | +$71K |
|
1620
Trinity Industries
TRN
$2.38B
| $72K | ﹤0.01% |
4,434
+2,984
| +206% | +$44.1K |
|
1621
PUT
Ball Corp
BALL
$16.8B
| $71K | ﹤0.01% |
3,200
+1,000
| +45% | +$22.4K |
|
1622
CALL
Hasbro
HAS
$13.2B
| $71K | ﹤0.01% |
1,500
+1,000
| +200% | +$46.7K |
|
1623
Vanguard Real Estate ETF
VNQ
$39B
| $71K | ﹤0.01% |
+1,076
| New | +$73.1K |
|
|
KSU
1624
DELISTED
Kansas City Southern
KSU
| $71K | ﹤0.01% |
652
-869
| -57% | -$95.5K |
|
|
WFT
1625
DELISTED
Weatherford International plc
WFT
| $71K | ﹤0.01% |
4,630
-19,605
| -81% | -$288K |
|
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.