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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 | |
|---|---|---|---|---|---|---|
326
PUT
PACCAR
PCAR
$70.1B
| $6.34M | 0.03% |
171,000
+9,000
| +6% | +$335K |
|
327
PUT
Visa
V
$677B
| $6.34M | 0.03% |
132,800
+24,000
| +22% | +$1.11M |
|
328
PUT
Occidental Petroleum
OXY
$55.9B
| $6.26M | 0.03% |
69,829
-215,956
| -76% | -$18.6M |
|
329
PUT
Alcoa
AA
$13.2B
| $6.18M | 0.03% |
316,687
-359,551
| -53% | -$6.96M |
|
|
LO
330
CALL
DELISTED
LORILLARD INC COM STK
LO
| $6.03M | 0.03% |
134,700
-25,500
| -16% | -$1.12M |
|
331
PUT
Halliburton
HAL
$26.6B
| $6.02M | 0.03% |
125,000
-264,400
| -68% | -$12.4M |
|
|
ATVI
332
DELISTED
Activision Blizzard
ATVI
| $5.96M | 0.03% |
+357,368
| New | +$5.91M |
|
333
PUT
Newmont
NEM
$119B
| $5.94M | 0.03% |
211,500
-10,900
| -5% | -$323K |
|
334
PUT
Tapestry
TPR
$32.8B
| $5.94M | 0.03% |
108,900
-217,100
| -67% | -$12M |
|
335
PUT
Intuitive Surgical
ISRG
$134B
| $5.9M | 0.03% |
141,300
+34,200
| +32% | +$1.51M |
|
336
CALL
Biogen
BIIB
$30.7B
| $5.88M | 0.03% |
24,400
-20,000
| -45% | -$4.48M |
|
337
PUT
United Airlines
UAL
$42.1B
| $5.86M | 0.03% |
190,900
+47,400
| +33% | +$1.53M |
|
338
CALL
CF Industries
CF
$17.3B
| $5.84M | 0.03% |
138,500
-140,000
| -50% | -$5.36M |
|
339
PUT
VF Corp
VFC
$5.89B
| $5.81M | 0.03% |
124,042
+95,156
| +329% | +$4.39M |
|
340
PUT
Ulta Beauty
ULTA
$24.3B
| $5.77M | 0.03% |
48,300
-65,600
| -58% | -$6.8M |
|
341
Hartford Financial Services
HIG
$39.3B
| $5.76M | 0.03% |
185,029
+62,728
| +51% | +$1.96M |
|
|
BHI
342
PUT
DELISTED
Baker Hughes
BHI
| $5.72M | 0.03% |
116,500
+104,700
| +887% | +$5.05M |
|
|
B
343
PUT
Barrick Mining
B
$73.2B
| $5.69M | 0.03% |
305,800
-232,200
| -43% | -$4.1M |
|
344
PUT
Humana
HUM
$46.2B
| $5.67M | 0.03% |
60,800
-70,800
| -54% | -$6.49M |
|
345
PUT
Barclays
BCS
$94.1B
| $5.66M | 0.03% |
358,776
+16,287
| +5% | +$255K |
|
|
346
Intuitive Surgical
ISRG
$134B
| $5.61M | 0.03% |
+134,073
| New | +$5.92M |
|
|
STI
347
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $5.6M | 0.03% |
172,800
-40,900
| -19% | -$1.38M |
|
348
PUT
Applied Materials
AMAT
$428B
| $5.57M | 0.03% |
317,400
+42,000
| +15% | +$671K |
|
349
CALL
Nasdaq
NDAQ
$52.9B
| $5.57M | 0.03% |
519,900
| – | – |
|
350
CALL
MetLife
MET
$62.1B
| $5.51M | 0.03% |
131,723
-90,545
| -41% | -$3.9M |
|
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.