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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 | |
|---|---|---|---|---|---|---|
26
CALL
JPMorgan Chase
JPM
$956B
| $139M | 0.73% |
2,680,900
-979,700
| -27% | -$52.6M |
|
27
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.8B
| $124M | 0.65% |
3,049,500
-3,919,500
| -56% | -$155M |
|
28
CALL
Invesco QQQ Trust
QQQ
$479B
| $123M | 0.65% |
1,565,000
+1,221,000
| +355% | +$93M |
|
29
PUT
United Parcel Service
UPS
$89.1B
| $115M | 0.61% |
1,261,000
-447,900
| -26% | -$39.4M |
|
30
CALL
iShares MSCI EAFE ETF
EFA
$79.8B
| $114M | 0.6% |
1,793,000
-4,148,100
| -70% | -$254M |
|
31
CALL
Amazon
AMZN
$3T
| $114M | 0.6% |
7,318,000
-6,972,000
| -49% | -$104M |
|
|
32
CALL
Goldman Sachs
GS
$301B
| $112M | 0.59% |
709,000
+92,400
| +15% | +$14.9M |
|
|
YHOO
33
PUT
DELISTED
Yahoo Inc
YHOO
| $111M | 0.59% |
3,350,800
-750,300
| -18% | -$21.2M |
|
|
34
PUT
SPDR Gold Trust
GLD
$143B
| $106M | 0.56% |
825,900
-1,258,000
| -60% | -$162M |
|
35
PUT
Booking.com
BKNG
$160B
| $103M | 0.54% |
2,547,500
-670,000
| -21% | -$25.1M |
|
36
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $99.4M | 0.52% |
2,396,800
-1,259,000
| -34% | -$51.9M |
|
37
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.5B
| $95.2M | 0.5% |
894,500
+312,100
| +54% | +$33.1M |
|
38
PUT
US Bancorp
USB
$100B
| $92.7M | 0.49% |
2,534,200
+773,200
| +44% | +$28.6M |
|
|
39
PUT
JPMorgan Chase
JPM
$956B
| $89.5M | 0.47% |
1,731,200
-823,900
| -32% | -$44.2M |
|
40
PUT
Walt Disney
DIS
$178B
| $88.1M | 0.46% |
1,366,400
-535,900
| -28% | -$34.4M |
|
41
CALL
Morgan Stanley
MS
$338B
| $87.6M | 0.46% |
3,249,400
-1,551,100
| -32% | -$41.6M |
|
42
PUT
iShares China Large-Cap ETF
FXI
$4.35B
| $86.2M | 0.45% |
2,324,500
+2,282,000
| +5,369% | +$81M |
|
|
43
Goldman Sachs
GS
$301B
| $86M | 0.45% |
543,697
+543,620
| +706,000% | +$87.5M |
|
44
CALL
Chipotle Mexican Grill
CMG
$40.7B
| $85.7M | 0.45% |
9,990,000
-910,000
| -8% | -$7.36M |
|
45
PUT
Gilead Sciences
GILD
$165B
| $83.1M | 0.44% |
1,321,700
-70,400
| -5% | -$4.21M |
|
|
46
PUT
VanEck Gold Miners ETF
GDX
$27.6B
| $81.1M | 0.43% |
3,241,000
+1,200,800
| +59% | +$31.9M |
|
47
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.5B
| $78.8M | 0.42% |
1,698,300
-3,725,100
| -69% | -$169M |
|
48
CALL
Netflix
NFLX
$318B
| $78.8M | 0.41% |
17,836,000
+5,796,000
| +48% | +$22.4M |
|
|
49
PUT
Amazon
AMZN
$3T
| $77.5M | 0.41% |
4,958,000
-3,772,000
| -43% | -$56.2M |
|
50
CALL
IBM
IBM
$223B
| $75.4M | 0.4% |
425,617
-179,494
| -30% | -$32.6M |
|
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.