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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 | |
|---|---|---|---|---|---|---|
|
LNKD
76
PUT
DELISTED
LinkedIn Corporation
LNKD
| $48.6M | 0.26% |
197,300
-49,100
| -20% | -$11.1M |
|
77
CALL
Boeing
BA
$184B
| $48M | 0.25% |
408,700
-59,100
| -13% | -$6.37M |
|
78
CALL
State Street SPDR S&P Retail ETF
XRT
$652M
| $47.1M | 0.25% |
1,148,600
+305,800
| +36% | +$12.3M |
|
79
CALL
Micron Technology
MU
$972B
| $46.9M | 0.25% |
2,683,700
+289,700
| +12% | +$4.2M |
|
80
Berkshire Hathaway Class B
BRK.B
$1.14T
| $46.6M | 0.25% |
410,724
+30,907
| +8% | +$3.57M |
|
81
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $46.4M | 0.24% |
276,400
-1,508,800
| -85% | -$253M |
|
82
iShares MSCI Brazil ETF
EWZ
$8.91B
| $46.4M | 0.24% |
968,777
+24,988
| +3% | +$1.11M |
|
83
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $46.2M | 0.24% |
2,199,600
+2,099,600
| +2,100% | +$43M |
|
84
CALL
American International
AIG
$40.7B
| $45M | 0.24% |
925,300
+570,300
| +161% | +$27.1M |
|
85
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $45M | 0.24% |
1,085,400
-219,000
| -17% | -$9.02M |
|
86
PUT
Deere & Co
DE
$164B
| $44.6M | 0.23% |
547,900
+391,300
| +250% | +$32.6M |
|
87
CALL
iShares China Large-Cap ETF
FXI
$4.35B
| $44.3M | 0.23% |
1,195,600
+1,097,900
| +1,124% | +$39M |
|
88
PUT
Intuit
INTU
$91.5B
| $43.4M | 0.23% |
654,100
+651,100
| +21,703% | +$42M |
|
|
89
CALL
Intuit
INTU
$91.5B
| $43.3M | 0.23% |
653,600
+649,400
| +15,462% | +$41.9M |
|
|
POT
90
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $41.7M | 0.22% |
1,333,600
+587,400
| +79% | +$19.5M |
|
91
PUT
Comcast
CMCSA
$89.4B
| $40.5M | 0.21% |
1,797,200
-45,200
| -2% | -$984K |
|
92
Wells Fargo
WFC
$265B
| $39.9M | 0.21% |
966,756
+192,562
| +25% | +$8.22M |
|
93
CALL
iShares US Real Estate ETF
IYR
$4.52B
| $38.9M | 0.2% |
609,400
+6,500
| +1% | +$425K |
|
|
94
PUT
iShares US Real Estate ETF
IYR
$4.52B
| $38.9M | 0.2% |
609,200
-805,200
| -57% | -$52.6M |
|
95
CALL
United Parcel Service
UPS
$89.1B
| $38.1M | 0.2% |
417,300
+118,800
| +40% | +$10.4M |
|
96
PUT
iShares MSCI South Korea ETF
EWY
$25.2B
| $37.4M | 0.2% |
607,900
+602,500
| +11,157% | +$34.5M |
|
97
CALL
Intel
INTC
$492B
| $37.1M | 0.2% |
1,618,600
+80,800
| +5% | +$1.86M |
|
98
Invesco QQQ Trust
QQQ
$479B
| $36.8M | 0.19% |
466,623
-259,797
| -36% | -$19.8M |
|
99
CALL
Deckers Outdoor
DECK
$13.3B
| $36.8M | 0.19% |
3,345,600
+3,115,800
| +1,356% | +$30.2M |
|
|
DD
100
PUT
DELISTED
Du Pont De Nemours E I
DD
| $36.7M | 0.19% |
660,758
+293,261
| +80% | +$16M |
|
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.