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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 | |
|---|---|---|---|---|---|---|
301
United Airlines
UAL
$42.1B
| $7.58M | 0.04% |
246,646
+170,446
| +224% | +$5.49M |
|
|
RAI
302
CALL
DELISTED
Reynolds American Inc
RAI
| $7.43M | 0.04% |
304,800
-9,800
| -3% | -$243K |
|
303
CALL
Freeport-McMoran
FCX
$97.5B
| $7.43M | 0.04% |
224,500
-668,700
| -75% | -$20.4M |
|
304
CALL
Abercrombie & Fitch
ANF
$5B
| $7.42M | 0.04% |
209,800
+113,500
| +118% | +$5.02M |
|
|
TIF
305
DELISTED
Tiffany & Co.
TIF
| $7.42M | 0.04% |
+96,770
| New | +$7.62M |
|
306
PUT
ICICI Bank
IBN
$108B
| $7.34M | 0.04% |
1,325,500
+1,306,800
| +6,988% | +$7.67M |
|
|
JWN
307
DELISTED
Nordstrom
JWN
| $7.26M | 0.04% |
129,109
+38,184
| +42% | +$2.26M |
|
308
PUT
Viatris
VTRS
$18.9B
| $7.12M | 0.04% |
186,600
+24,100
| +15% | +$848K |
|
309
CALL
Skyworks Solutions
SWKS
$10.6B
| $7.12M | 0.04% |
286,500
-62,200
| -18% | -$1.51M |
|
310
PUT
Truist Financial
TFC
$64B
| $7.06M | 0.04% |
209,200
+91,800
| +78% | +$3.21M |
|
311
PUT
EOG Resources
EOG
$70.7B
| $6.98M | 0.04% |
82,400
-13,000
| -14% | -$1.01M |
|
312
PUT
Paychex
PAYX
$42.7B
| $6.97M | 0.04% |
171,500
-233,900
| -58% | -$9.24M |
|
|
GNC
313
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $6.92M | 0.04% |
126,600
+125,300
| +9,638% | +$6.4M |
|
314
PUT
C.H. Robinson
CHRW
$17.5B
| $6.9M | 0.04% |
115,700
+35,600
| +44% | +$2.09M |
|
315
CALL
HP
HPQ
$27.5B
| $6.89M | 0.04% |
723,357
-532,664
| -42% | -$5.88M |
|
316
PUT
Intercontinental Exchange
ICE
$84.4B
| $6.82M | 0.04% |
188,000
-5,500
| -3% | -$199K |
|
317
PUT
Medtronic
MDT
$112B
| $6.76M | 0.04% |
127,000
-6,900
| -5% | -$371K |
|
318
PUT
Assured Guaranty
AGO
$3.34B
| $6.73M | 0.04% |
359,000
-63,700
| -15% | -$1.35M |
|
319
CALL
BP
BP
$107B
| $6.72M | 0.04% |
195,485
-761,036
| -80% | -$26.1M |
|
320
PUT
Home Depot
HD
$355B
| $6.71M | 0.04% |
88,400
-52,100
| -37% | -$4.02M |
|
321
PUT
ConocoPhillips
COP
$141B
| $6.7M | 0.04% |
96,300
-4,900
| -5% | -$327K |
|
322
Motorola Solutions
MSI
$77.4B
| $6.4M | 0.03% |
107,803
+20,556
| +24% | +$1.18M |
|
|
323
Bank of America
BAC
$442B
| $6.36M | 0.03% |
460,956
-2,015,958
| -81% | -$28.8M |
|
324
CALL
Starbucks
SBUX
$120B
| $6.36M | 0.03% |
165,200
-141,000
| -46% | -$5.07M |
|
325
Coca-Cola
KO
$375B
| $6.35M | 0.03% |
167,589
-70,376
| -30% | -$2.78M |
|
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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.