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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 | |
|---|---|---|---|---|---|---|
176
CALL
Dollar General
DG
$27B
| $19M | 0.1% |
336,800
+206,900
| +159% | +$11.4M |
|
|
CELG
177
PUT
DELISTED
Celgene Corp
CELG
| $18.9M | 0.1% |
245,600
-222,200
| -47% | -$15.6M |
|
178
CALL
Accenture
ACN
$109B
| $18.6M | 0.1% |
252,800
-2,100
| -0.8% | -$155K |
|
179
CALL
Amgen
AMGN
$226B
| $18.6M | 0.1% |
166,000
+60,300
| +57% | +$6.54M |
|
180
CALL
SLB Ltd
SLB
$78.9B
| $18.1M | 0.1% |
204,800
+19,600
| +11% | +$1.61M |
|
|
SHLD
181
CALL
DELISTED
Sears Holding Corporation
SHLD
| $17.9M | 0.09% |
398,007
+134,082
| +51% | +$4.75M |
|
182
PUT
Biogen
BIIB
$30.6B
| $17.8M | 0.09% |
73,800
+14,300
| +24% | +$3.2M |
|
183
CALL
Oracle
ORCL
$435B
| $17.7M | 0.09% |
535,000
+120,700
| +29% | +$3.92M |
|
|
184
PUT
SLB Ltd
SLB
$78.9B
| $17.7M | 0.09% |
199,900
-164,200
| -45% | -$13.5M |
|
|
MRO
185
CALL
DELISTED
Marathon Oil Corporation
MRO
| $17.6M | 0.09% |
505,900
+496,000
| +5,010% | +$17.6M |
|
186
PUT
Target
TGT
$69B
| $17.6M | 0.09% |
274,600
+79,800
| +41% | +$5.43M |
|
|
YHOO
187
CALL
DELISTED
Yahoo Inc
YHOO
| $17.3M | 0.09% |
522,500
+369,700
| +242% | +$10.5M |
|
188
PUT
Johnson & Johnson
JNJ
$631B
| $17M | 0.09% |
196,200
-435,600
| -69% | -$39.1M |
|
|
SINA
189
PUT
DELISTED
Sina Corp
SINA
| $16.8M | 0.09% |
207,100
+2,500
| +1% | +$184K |
|
190
CALL
General Motors
GM
$77.2B
| $16.7M | 0.09% |
463,300
+182,600
| +65% | +$6.55M |
|
191
PUT
Tesla
TSLA
$1.31T
| $16.6M | 0.09% |
1,291,500
-1,134,000
| -47% | -$11.2M |
|
192
CALL
Estee Lauder
EL
$31.5B
| $16.3M | 0.09% |
232,600
-2,000
| -0.9% | -$135K |
|
193
CALL
UnitedHealth
UNH
$371B
| $16.2M | 0.09% |
226,800
-179,200
| -44% | -$12.8M |
|
194
PUT
American International
AIG
$40.7B
| $16.2M | 0.09% |
332,500
-464,700
| -58% | -$22.1M |
|
195
CALL
Wynn Resorts
WYNN
$10.6B
| $15.9M | 0.08% |
100,600
+60,400
| +150% | +$8.46M |
|
196
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.5B
| $15.8M | 0.08% |
148,800
+103,400
| +228% | +$11M |
|
197
PUT
Eli Lilly
LLY
$1.1T
| $15.4M | 0.08% |
306,900
+5,800
| +2% | +$304K |
|
198
CALL
Capital One
COF
$134B
| $15M | 0.08% |
218,500
-16,500
| -7% | -$1.11M |
|
199
CALL
McDonald's
MCD
$194B
| $15M | 0.08% |
155,700
-94,300
| -38% | -$9.21M |
|
200
CALL
Applied Materials
AMAT
$415B
| $14.4M | 0.08% |
823,500
+272,500
| +49% | +$4.35M |
|
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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.