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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $2.18B | 11.48% |
12,980,300
+6,995,500
| +117% | +$1.17B |
|
2
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $717M | 3.77% |
6,723,100
-4,914,400
| -42% | -$508M |
|
|
3
PUT
Apple
AAPL
$4.99T
| $591M | 3.11% |
34,686,400
-23,074,800
| -40% | -$383M |
|
4
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
| $504M | 2.65% |
10,511,700
-723,900
| -6% | -$32.2M |
|
|
5
PUT
Citigroup
C
$222B
| $478M | 2.52% |
9,860,800
+1,144,700
| +13% | +$57.9M |
|
|
6
PUT
iShares MSCI Brazil ETF
EWZ
$9.13B
| $359M | 1.89% |
7,494,800
+1,108,800
| +17% | +$49.3M |
|
7
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $311M | 1.64% |
7,642,600
-3,222,100
| -30% | -$128M |
|
|
8
CALL
Citigroup
C
$222B
| $290M | 1.53% |
5,973,100
-2,073,000
| -26% | -$105M |
|
|
9
CALL
Apple
AAPL
$4.99T
| $287M | 1.51% |
16,844,800
-4,589,200
| -21% | -$76.1M |
|
|
10
PUT
Goldman Sachs
GS
$305B
| $279M | 1.47% |
1,761,400
+465,300
| +36% | +$74.9M |
|
11
PUT
Microsoft
MSFT
$2.92T
| $261M | 1.37% |
7,828,300
+992,100
| +15% | +$32.6M |
|
12
PUT
Wells Fargo
WFC
$263B
| $252M | 1.33% |
6,090,900
+483,700
| +9% | +$20.6M |
|
13
CALL
ExxonMobil
XOM
$634B
| $243M | 1.28% |
2,828,800
-443,000
| -14% | -$39.9M |
|
|
14
CALL
Procter & Gamble
PG
$347B
| $227M | 1.19% |
2,997,200
+1,086,300
| +57% | +$86.4M |
|
15
PUT
Invesco QQQ Trust
QQQ
$445B
| $223M | 1.17% |
2,823,400
+1,859,100
| +193% | +$142M |
|
|
16
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $222M | 1.17% |
2,081,800
-2,568,900
| -55% | -$266M |
|
|
17
CALL
Microsoft
MSFT
$2.92T
| $219M | 1.15% |
6,565,700
-2,289,600
| -26% | -$75.3M |
|
|
18
PUT
Procter & Gamble
PG
$347B
| $211M | 1.11% |
2,796,900
+2,031,700
| +266% | +$162M |
|
|
19
Procter & Gamble
PG
$347B
| $192M | 1.01% |
2,543,669
-515,955
| -17% | -$41.1M |
|
20
PUT
Morgan Stanley
MS
$333B
| $192M | 1.01% |
7,128,900
-4,556,500
| -39% | -$122M |
|
21
PUT
Alphabet (Google) Class C
GOOG
$4.07T
| $186M | 0.98% |
8,531,860
-6,761,248
| -44% | -$149M |
|
22
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
| $185M | 0.97% |
4,510,200
+313,000
| +7% | +$12.6M |
|
23
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $173M | 0.91% |
2,710,700
-4,484,200
| -62% | -$275M |
|
24
PUT
IBM
IBM
$214B
| $155M | 0.82% |
876,757
+28,346
| +3% | +$5.15M |
|
|
25
PUT
Bank of America
BAC
$439B
| $141M | 0.74% |
10,220,700
-2,095,600
| -17% | -$29.9M |
|
Similar funds
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.