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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 | |
|---|---|---|---|---|---|---|
201
CALL
SM Energy
SM
$7.57B
| $14.4M | 0.08% |
186,700
+186,600
| +186,600% | +$12.9M |
|
202
CALL
Capri Holdings
CPRI
$1.75B
| $14.4M | 0.08% |
193,100
+57,800
| +43% | +$4.03M |
|
203
PUT
Walmart Inc
WMT
$892B
| $14.3M | 0.08% |
579,900
-8,400
| -1% | -$212K |
|
|
IOC
204
PUT
DELISTED
Interoil Corporation
IOC
| $14.2M | 0.08% |
199,600
+198,200
| +14,157% | +$14.8M |
|
|
TWX
205
CALL
DELISTED
Time Warner Inc
TWX
| $14.2M | 0.07% |
225,392
+224,558
| +26,925% | +$13.4M |
|
206
Oneok
OKE
$56.8B
| $14.2M | 0.07% |
303,282
+241,009
| +387% | +$10.5M |
|
207
CALL
MGM Resorts International
MGM
$11B
| $14.1M | 0.07% |
688,800
+543,600
| +374% | +$9.47M |
|
208
PUT
MetLife
MET
$61.7B
| $14M | 0.07% |
333,907
-83,701
| -20% | -$3.61M |
|
209
PUT
General Motors
GM
$77.6B
| $13.9M | 0.07% |
386,700
-948,500
| -71% | -$34M |
|
210
PUT
Adobe
ADBE
$108B
| $13.8M | 0.07% |
264,900
+1,100
| +0.4% | +$52.5K |
|
211
CALL
Occidental Petroleum
OXY
$58.6B
| $13.7M | 0.07% |
152,809
+54,172
| +55% | +$4.66M |
|
212
CALL
Cemex
CX
$16.4B
| $13.6M | 0.07% |
1,427,110
+584
| +0% | +$5.74K |
|
213
CALL
Mastercard
MA
$490B
| $13.4M | 0.07% |
199,000
-469,000
| -70% | -$29.4M |
|
|
TWC
214
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $13.3M | 0.07% |
118,872
-43,184
| -27% | -$4.86M |
|
215
Alphabet (Google) Class C
GOOG
$4.33T
| $13.2M | 0.07% |
605,662
+151,406
| +33% | +$3.35M |
|
216
PUT
Texas Instruments
TXN
$258B
| $13M | 0.07% |
323,000
-227,800
| -41% | -$8.85M |
|
217
Verizon
VZ
$195B
| $12.9M | 0.07% |
276,179
+121,191
| +78% | +$5.92M |
|
|
FITB
218
CALL
Fifth Third Bancorp
FITB
$51.6B
| $12.8M | 0.07% |
710,400
-1,056,000
| -60% | -$19.9M |
|
219
iShares MSCI EAFE ETF
EFA
$79.9B
| $12.7M | 0.07% |
+199,037
| New | +$12.2M |
|
220
CALL
iShares MSCI Japan ETF
EWJ
$22.7B
| $12.6M | 0.07% |
263,825
+213,300
| +422% | +$9.87M |
|
221
PUT
Union Pacific
UNP
$174B
| $12.5M | 0.07% |
160,600
+92,800
| +137% | +$7.33M |
|
222
PUT
Herbalife
HLF
$1.21B
| $12.3M | 0.06% |
351,800
+328,000
| +1,378% | +$10.1M |
|
223
eBay
EBAY
$48.3B
| $12.2M | 0.06% |
521,620
-288,437
| -36% | -$6.47M |
|
224
CALL
Caterpillar
CAT
$386B
| $12.2M | 0.06% |
146,600
+41,600
| +40% | +$3.52M |
|
|
JWN
225
CALL
DELISTED
Nordstrom
JWN
| $12.2M | 0.06% |
216,900
-11,800
| -5% | -$697K |
|
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.