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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 | |
|---|---|---|---|---|---|---|
|
PPLI
351
CALL
People Inc
PPLI
$3.1B
| $5.47M | 0.03% |
560,100
+558,421
| +33,259% | +$5.1M |
|
352
CALL
Altria Group
MO
$114B
| $5.46M | 0.03% |
159,000
-304,500
| -66% | -$10.7M |
|
353
CALL
Lennar Class A
LEN
$21.2B
| $5.45M | 0.03% |
161,786
-22,377
| -12% | -$726K |
|
354
Viatris
VTRS
$18.9B
| $5.39M | 0.03% |
141,231
+11,009
| +8% | +$388K |
|
|
SHLD
355
PUT
DELISTED
Sears Holding Corporation
SHLD
| $5.37M | 0.03% |
119,508
+88,107
| +281% | +$3.12M |
|
356
Qualcomm
QCOM
$176B
| $5.35M | 0.03% |
+79,509
| New | +$5.21M |
|
|
B
357
Barrick Mining
B
$73.2B
| $5.32M | 0.03% |
285,811
-212,741
| -43% | -$3.75M |
|
|
SCHW
358
CALL
Charles Schwab
SCHW
$187B
| $5.29M | 0.03% |
250,100
+249,500
| +41,583% | +$5.42M |
|
|
SGI
359
CALL
Somnigroup International
SGI
$13.7B
| $5.27M | 0.03% |
479,600
+461,200
| +2,507% | +$4.79M |
|
360
CALL
GSK
GSK
$106B
| $5.21M | 0.03% |
83,120
| – | – |
|
|
FITB
361
PUT
Fifth Third Bancorp
FITB
$51.8B
| $5.18M | 0.03% |
286,800
-1,220,200
| -81% | -$23M |
|
|
TIF
362
CALL
DELISTED
Tiffany & Co.
TIF
| $5.17M | 0.03% |
67,500
+57,800
| +596% | +$4.55M |
|
363
PUT
Blackrock
BLK
$176B
| $5.14M | 0.03% |
19,000
-73,200
| -79% | -$19.9M |
|
364
CALL
Eli Lilly
LLY
$1.06T
| $5.1M | 0.03% |
101,400
+16,800
| +20% | +$880K |
|
|
BRCM
365
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $5.1M | 0.03% |
195,900
-321,100
| -62% | -$9.06M |
|
366
PUT
Pultegroup
PHM
$25.3B
| $5.02M | 0.03% |
304,200
+259,800
| +585% | +$4.43M |
|
367
PUT
NetEase
NTES
$84.7B
| $5.02M | 0.03% |
345,500
+333,000
| +2,664% | +$4.55M |
|
368
LyondellBasell Industries
LYB
$19.2B
| $5.01M | 0.03% |
68,375
+67,706
| +10,120% | +$4.71M |
|
|
369
CALL
LyondellBasell Industries
LYB
$19.2B
| $4.98M | 0.03% |
68,000
+66,500
| +4,433% | +$4.63M |
|
|
TIBX
370
DELISTED
TIBCO SOFTWARE INC
TIBX
| $4.93M | 0.03% |
+192,623
| New | +$4.6M |
|
371
PUT
Hartford Financial Services
HIG
$39.3B
| $4.9M | 0.03% |
157,500
+120,800
| +329% | +$3.77M |
|
372
CALL
Devon Energy
DVN
$47.3B
| $4.88M | 0.03% |
84,400
-87,200
| -51% | -$4.98M |
|
|
HES
373
CALL
DELISTED
Hess
HES
| $4.87M | 0.03% |
63,000
-45,900
| -42% | -$3.42M |
|
374
CALL
AT&T
T
$163B
| $4.86M | 0.03% |
190,259
+180,726
| +1,896% | +$4.75M |
|
|
FL
375
PUT
DELISTED
Foot Locker
FL
| $4.86M | 0.03% |
143,100
-7,200
| -5% | -$250K |
|
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.