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
UGI icon
2101
PUT
UGI
UGI
$7.41B
$28K ﹤0.01%
+1,050
New +$28.1K
UNFI icon
2102
United Natural Foods
UNFI
$2.86B
$28K ﹤0.01%
422
-252
-37% -$15.3K
VMI icon
2103
PUT
Valmont Industries
VMI
$9.56B
$28K ﹤0.01%
+200
New +$28.6K
XLP icon
2104
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$28K ﹤0.01%
700
-361,800
-100% -$14.7M
AVP
2105
PUT
DELISTED
Avon Products, Inc.
AVP
$28K ﹤0.01%
1,400
-2,000
-59% -$42.8K
SONC
2106
DELISTED
Sonic Corp
SONC
$28K ﹤0.01%
+1,558
New +$25.5K
FCS
2107
CALL
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$28K ﹤0.01%
+2,000
New +$26.2K
PBY
2108
PUT
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$28K ﹤0.01%
+2,300
New +$27.9K
TEG
2109
PUT
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$28K ﹤0.01%
500
-1,500
-75% -$88.1K
DISH
2110
PUT
DELISTED
DISH Network Corp.
DISH
$28K ﹤0.01%
600
+300
+100% +$13.5K
STMP
2111
CALL
DELISTED
Stamps.com, Inc.
STMP
$28K ﹤0.01%
600
– –
ARCB icon
2112
ArcBest
ARCB
$3.09B
$27K ﹤0.01%
1,063
-17,579
-94% -$421K
AYI icon
2113
PUT
Acuity Brands
AYI
$10.8B
$27K ﹤0.01%
300
– –
CTAS icon
2114
Cintas
CTAS
$81.3B
$27K ﹤0.01%
+2,148
New +$26.1K
DLR icon
2115
Digital Realty Trust
DLR
$71.8B
$27K ﹤0.01%
+517
New +$29.4K
IMAX icon
2116
IMAX
IMAX
$2.7B
$27K ﹤0.01%
+893
New +$24K
LPX icon
2117
Louisiana-Pacific
LPX
$5.45B
$27K ﹤0.01%
1,514
+1,362
+896% +$22.5K
MTG icon
2118
CALL
MGIC Investment
MTG
$6.26B
$27K ﹤0.01%
3,600
-57,200
-94% -$406K
ORA icon
2119
CALL
Ormat Technologies
ORA
$6.69B
$27K ﹤0.01%
+1,000
New +$24.9K
OXM icon
2120
CALL
Oxford Industries
OXM
$553M
$27K ﹤0.01%
+400
New +$26.4K
PRAA icon
2121
PRA Group
PRAA
$758M
$27K ﹤0.01%
+443
New +$23.8K
SNPS icon
2122
PUT
Synopsys
SNPS
$78.8B
$27K ﹤0.01%
700
+200
+40% +$7.41K
THS
2123
PUT
DELISTED
Treehouse Foods
THS
$27K ﹤0.01%
+400
New +$27.6K
TTC icon
2124
CALL
Toro Company
TTC
$9.53B
$27K ﹤0.01%
+1,000
New +$25.4K
WGO icon
2125
PUT
Winnebago Industries
WGO
$901M
$27K ﹤0.01%
+1,000
New +$23.6K
83 84
85
86 87

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.