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 | |
|---|---|---|---|---|---|---|
1676
CALL
Eldorado Gold
EGO
$9.89B
| $65K | ﹤0.01% |
1,940
+100
| +5% | +$3.8K |
|
1677
CALL
Genesis Energy
GEL
$1.84B
| $65K | ﹤0.01% |
1,300
+500
| +63% | +$25.2K |
|
1678
PUT
Rogers Communications
RCI
$18.6B
| $65K | ﹤0.01% |
1,500
+1,000
| +200% | +$40.7K |
|
|
BEAM
1679
PUT
DELISTED
BEAM INC COM STK (DE)
BEAM
| $65K | ﹤0.01% |
1,000
-1,400
| -58% | -$89.9K |
|
1680
PUT
Oceaneering
OII
$4.77B
| $64K | ﹤0.01% |
800
+400
| +100% | +$32.1K |
|
1681
ScottsMiracle-Gro
SMG
$3.66B
| $64K | ﹤0.01% |
+1,172
| New | +$61.6K |
|
1682
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $64K | ﹤0.01% |
1,600
-4,500
| -74% | -$178K |
|
|
VAL
1683
DELISTED
Valspar
VAL
| $64K | ﹤0.01% |
1,013
+982
| +3,168% | +$64.3K |
|
|
LLTC
1684
PUT
DELISTED
Linear Technology Corp
LLTC
| $64K | ﹤0.01% |
1,600
+1,500
| +1,500% | +$59.2K |
|
|
LTM
1685
DELISTED
LIFE TIME FITNESS INC
LTM
| $64K | ﹤0.01% |
1,245
+1,007
| +423% | +$52.1K |
|
1686
CALL
Albemarle
ALB
$15.5B
| $63K | ﹤0.01% |
+1,000
| New | +$63K |
|
1687
CALL
Celanese
CE
$4.82B
| $63K | ﹤0.01% |
+1,200
| New | +$58.8K |
|
1688
CALL
Eastman Chemical
EMN
$8.42B
| $63K | ﹤0.01% |
800
-1,900
| -70% | -$146K |
|
1689
PUT
Lincoln National
LNC
$8.81B
| $63K | ﹤0.01% |
1,500
-700
| -32% | -$29.5K |
|
1690
CALL
NRG Energy
NRG
$24.8B
| $63K | ﹤0.01% |
2,300
+500
| +28% | +$13.5K |
|
1691
Zillow
ZG
$7.63B
| $63K | ﹤0.01% |
+2,250
| New | +$62.1K |
|
|
LFC
1692
PUT
DELISTED
China Life Insurance Company Ltd.
LFC
| $63K | ﹤0.01% |
4,800
+3,300
| +220% | +$41.3K |
|
|
NAV
1693
PUT
DELISTED
Navistar International
NAV
| $63K | ﹤0.01% |
1,700
| – | – |
|
|
RAX
1694
DELISTED
Rackspace Hosting Inc
RAX
| $63K | ﹤0.01% |
1,203
-7,264
| -86% | -$336K |
|
|
ARG
1695
DELISTED
Airgas Inc
ARG
| $63K | ﹤0.01% |
592
-903
| -60% | -$92.8K |
|
|
JAH
1696
CALL
DELISTED
JARDEN CORPORATION
JAH
| $63K | ﹤0.01% |
1,950
+750
| +63% | +$23.1K |
|
|
MWV
1697
DELISTED
MEADWESTVACO CORP
MWV
| $63K | ﹤0.01% |
+1,632
| New | +$60.1K |
|
|
AIRM
1698
DELISTED
Air Methods Corp
AIRM
| $63K | ﹤0.01% |
1,488
+1,199
| +415% | +$46.1K |
|
|
AGN
1699
PUT
DELISTED
Allergan Inc
AGN
| $63K | ﹤0.01% |
+700
| New | +$62.8K |
|
1700
CALL
Agilent Technologies
A
$41.2B
| $62K | ﹤0.01% |
1,678
-116,453
| -99% | -$3.93M |
|
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.