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
LM
2376
PUT
DELISTED
Legg Mason, Inc.
LM
$17K ﹤0.01%
500
+300
+150% +$10K
TECD
2377
DELISTED
Tech Data Corp
TECD
$17K ﹤0.01%
344
+95
+38% +$4.79K
SWC
2378
DELISTED
Stillwater Mining Co
SWC
$17K ﹤0.01%
1,589
-2,146
-57% -$24.8K
HMIN
2379
PUT
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$17K ﹤0.01%
500
-200
-29% -$6.15K
OMG
2380
PUT
DELISTED
OM GROUP INC.
OMG
$17K ﹤0.01%
500
-1,700
-77% -$52.9K
INFA
2381
DELISTED
INFORMATICA CORP
INFA
$17K ﹤0.01%
426
-548
-56% -$20.8K
RGP
2382
PUT
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$17K ﹤0.01%
600
+500
+500% +$13.9K
ZLC
2383
DELISTED
ZALE CORPORATION
ZLC
$17K ﹤0.01%
+1,122
New +$12.3K
TYC
2384
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$17K ﹤0.01%
477
-238,273
-100% -$8.64M
ACIW icon
2385
PUT
ACI Worldwide
ACIW
$5.61B
$16K ﹤0.01%
900
– –
ACM icon
2386
PUT
Aecom
ACM
$9.63B
$16K ﹤0.01%
500
– –
BOOM icon
2387
PUT
DMC Global
BOOM
$154M
$16K ﹤0.01%
+700
New +$14.3K
CENX icon
2388
Century Aluminum
CENX
$4.55B
$16K ﹤0.01%
2,036
-3,758
-65% -$33.2K
CSX icon
2389
CALL
CSX Corp
CSX
$93.9B
$16K ﹤0.01%
1,800
-76,500
-98% -$642K
CX icon
2390
Cemex
CX
$16.3B
$16K ﹤0.01%
+1,719
New +$16.9K
EPC icon
2391
Edgewell Personal Care
EPC
$1.3B
$16K ﹤0.01%
240
-453
-65% -$33.5K
EQNR icon
2392
CALL
Equinor
EQNR
$93.7B
$16K ﹤0.01%
700
+100
+17% +$2.19K
HIMX
2393
Himax Technologies
HIMX
$2.4B
$16K ﹤0.01%
+1,567
New +$11.1K
NSC icon
2394
CALL
Norfolk Southern
NSC
$76.9B
$16K ﹤0.01%
200
– –
PHG icon
2395
CALL
Philips
PHG
$25.7B
$16K ﹤0.01%
+721
New +$15.8K
ZD icon
2396
Ziff Davis
ZD
$1.88B
$16K ﹤0.01%
+369
New +$15.5K
ZG icon
2397
CALL
Zillow
ZG
$7.72B
$16K ﹤0.01%
600
-600
-50% -$16.6K
HNP
2398
PUT
DELISTED
Huaneng Power Intl, Inc.
HNP
$16K ﹤0.01%
+400
New +$16.2K
ITG
2399
DELISTED
Investment Technology Group Inc
ITG
$16K ﹤0.01%
+1,019
New +$16.1K
BGC
2400
PUT
DELISTED
General Cable Corporation
BGC
$16K ﹤0.01%
500
-10,600
-95% -$332K
94 95
96
97 98

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.