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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 | |
|---|---|---|---|---|---|---|
|
FL
526
CALL
DELISTED
Foot Locker
FL
| $2.04M | 0.01% |
60,200
+26,600
| +79% | +$923K |
|
|
CTRA
527
PUT
DELISTED
Coterra Energy
CTRA
| $2.01M | 0.01% |
54,000
-99,600
| -65% | -$3.73M |
|
528
VF Corp
VFC
$5.89B
| $2.01M | 0.01% |
42,930
+37,293
| +662% | +$1.72M |
|
|
AUY
529
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $2M | 0.01% |
192,800
+80,200
| +71% | +$845K |
|
|
ETFC
530
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $1.99M | 0.01% |
120,700
-550,700
| -82% | -$8.21M |
|
531
PUT
Regions Financial
RF
$26.8B
| $1.95M | 0.01% |
211,000
-1,367,500
| -87% | -$13.4M |
|
532
Truist Financial
TFC
$64B
| $1.95M | 0.01% |
+57,694
| New | +$2.01M |
|
533
Macy's
M
$6.68B
| $1.94M | 0.01% |
44,925
+37,794
| +530% | +$1.77M |
|
|
IOC
534
CALL
DELISTED
Interoil Corporation
IOC
| $1.92M | 0.01% |
26,900
+16,300
| +154% | +$1.22M |
|
535
PUT
Teekay
TK
$985M
| $1.91M | 0.01% |
44,700
+41,400
| +1,255% | +$1.67M |
|
536
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $1.91M | 0.01% |
91,000
-65,400
| -42% | -$1.34M |
|
|
HOT
537
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $1.88M | 0.01% |
28,300
-1,600
| -5% | -$106K |
|
538
PUT
General Mills
GIS
$19.7B
| $1.87M | 0.01% |
39,100
-33,400
| -46% | -$1.68M |
|
|
TLM
539
DELISTED
TALISMAN ENERGY INC
TLM
| $1.87M | 0.01% |
162,798
+147,798
| +985% | +$1.65M |
|
|
ROC
540
DELISTED
ROCKWOOD HLDGS INC
ROC
| $1.87M | 0.01% |
27,940
+22,244
| +391% | +$1.47M |
|
541
PUT
Kohl's
KSS
$2.19B
| $1.84M | 0.01% |
35,600
-220,900
| -86% | -$11.5M |
|
542
Barclays
BCS
$94.1B
| $1.83M | 0.01% |
+115,905
| New | +$1.81M |
|
543
CALL
Take-Two Interactive
TTWO
$46.1B
| $1.82M | 0.01% |
100,300
| – | – |
|
544
HSBC
HSBC
$356B
| $1.82M | 0.01% |
38,950
-1,320
| -3% | -$62.6K |
|
|
545
CALL
Baidu
BIDU
$37.2B
| $1.81M | 0.01% |
11,600
-86,400
| -88% | -$11.1M |
|
546
PUT
NOV
NOV
$7B
| $1.81M | 0.01% |
25,618
-185,757
| -88% | -$12.4M |
|
547
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $1.8M | 0.01% |
56,500
+1,600
| +3% | +$42.7K |
|
548
CALL
Omnicom Group
OMC
$23.4B
| $1.78M | 0.01% |
28,000
-200
| -0.7% | -$12.7K |
|
549
Tesla
TSLA
$1.3T
| $1.77M | 0.01% |
137,385
-36,990
| -21% | -$366K |
|
550
PUT
Travelers Companies
TRV
$80.2B
| $1.76M | 0.01% |
20,800
-63,100
| -75% | -$5.22M |
|
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.