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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 | |
|---|---|---|---|---|---|---|
|
FDO
101
CALL
DELISTED
FAMILY DOLLAR STORES
FDO
| $36.5M | 0.19% |
507,400
+505,300
| +24,062% | +$35.5M |
|
102
PUT
iShares Silver Trust
SLV
$32B
| $36.5M | 0.19% |
1,746,200
-1,422,300
| -45% | -$29.4M |
|
103
PUT
Pfizer
PFE
$154B
| $36M | 0.19% |
1,322,032
-656,326
| -33% | -$17.9M |
|
|
104
CALL
Bank of America
BAC
$447B
| $35.5M | 0.19% |
2,574,900
-840,300
| -25% | -$12M |
|
105
CALL
Cisco
CSCO
$483B
| $34.9M | 0.18% |
1,489,400
-570,100
| -28% | -$14.2M |
|
106
PUT
APA Corp
APA
$14.4B
| $34.4M | 0.18% |
403,500
+307,700
| +321% | +$25.6M |
|
107
PUT
Intel
INTC
$492B
| $34M | 0.18% |
1,485,100
-1,711,800
| -54% | -$39.4M |
|
108
CALL
Las Vegas Sands
LVS
$29.4B
| $33.8M | 0.18% |
508,200
+332,800
| +190% | +$19.3M |
|
109
CALL
Deere & Co
DE
$164B
| $33.7M | 0.18% |
414,500
+281,700
| +212% | +$23.5M |
|
110
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $33.7M | 0.18% |
1,926,296
-9,225,829
| -83% | -$164M |
|
|
EMC
111
PUT
DELISTED
EMC CORPORATION
EMC
| $33.3M | 0.18% |
1,302,700
-390,600
| -23% | -$10.1M |
|
|
112
PUT
Las Vegas Sands
LVS
$29.4B
| $32.9M | 0.17% |
495,900
-405,000
| -45% | -$23.5M |
|
113
PUT
Whirlpool
WHR
$2.75B
| $32.9M | 0.17% |
224,600
+56,500
| +34% | +$7.47M |
|
114
CALL
Coca-Cola
KO
$374B
| $32.7M | 0.17% |
862,000
+447,700
| +108% | +$17.7M |
|
|
115
PUT
Baidu
BIDU
$37.1B
| $31.7M | 0.17% |
204,100
+107,500
| +111% | +$13.9M |
|
|
116
Baidu
BIDU
$37.1B
| $31.3M | 0.16% |
201,475
+200,275
| +16,690% | +$25.8M |
|
117
CALL
AutoZone
AZO
$50.1B
| $31.1M | 0.16% |
73,500
-100
| -0.1% | -$42.8K |
|
118
CALL
Johnson & Johnson
JNJ
$631B
| $30.8M | 0.16% |
355,000
-257,700
| -42% | -$23.1M |
|
119
Delta Air Lines
DAL
$58.7B
| $30.4M | 0.16% |
1,289,861
+369,162
| +40% | +$7.69M |
|
120
PUT
Berkshire Hathaway Class B
BRK.B
$1.14T
| $30.4M | 0.16% |
267,800
| – | – |
|
121
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $30M | 0.16% |
817,400
+56,500
| +7% | +$2.05M |
|
122
CALL
Tapestry
TPR
$33.3B
| $29.8M | 0.16% |
546,800
+409,900
| +299% | +$22.6M |
|
|
MON
123
PUT
DELISTED
Monsanto Co
MON
| $29.5M | 0.16% |
283,000
-45,400
| -14% | -$4.56M |
|
124
PUT
MGM Resorts International
MGM
$10.9B
| $29.4M | 0.15% |
1,439,700
-316,700
| -18% | -$5.52M |
|
|
125
PUT
Delta Air Lines
DAL
$58.7B
| $28.9M | 0.15% |
1,223,500
+1,212,800
| +11,335% | +$25.3M |
|
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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.