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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 | |
|---|---|---|---|---|---|---|
476
PUT
Clorox
CLX
$12.7B
| $2.61M | 0.01% |
31,900
+16,100
| +102% | +$1.36M |
|
477
CME Group
CME
$94.8B
| $2.6M | 0.01% |
35,261
+32,061
| +1,002% | +$2.36M |
|
478
Boston Properties
BXP
$11.1B
| $2.59M | 0.01% |
24,210
-39,847
| -62% | -$4.22M |
|
|
INVN
479
CALL
DELISTED
Invensense Inc
INVN
| $2.58M | 0.01% |
146,500
+145,000
| +9,667% | +$2.45M |
|
|
FL
480
DELISTED
Foot Locker
FL
| $2.57M | 0.01% |
75,798
+22,065
| +41% | +$766K |
|
|
BKS
481
PUT
DELISTED
Barnes & Noble
BKS
| $2.56M | 0.01% |
301,995
+61,955
| +26% | +$646K |
|
482
PUT
iShares MSCI Australia ETF
EWA
$1.48B
| $2.53M | 0.01% |
+100,000
| New | +$2.4M |
|
483
PUT
Autodesk
ADSK
$52.6B
| $2.5M | 0.01% |
60,900
+32,500
| +114% | +$1.2M |
|
|
GMCR
484
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $2.49M | 0.01% |
33,000
-448,500
| -93% | -$35.4M |
|
485
Marvell Technology
MRVL
$196B
| $2.48M | 0.01% |
216,018
-39,903
| -16% | -$492K |
|
486
CALL
Regions Financial
RF
$26.8B
| $2.48M | 0.01% |
268,200
-902,200
| -77% | -$8.84M |
|
|
NS
487
DELISTED
NuStar Energy L.P.
NS
| $2.45M | 0.01% |
61,068
+61,049
| +321,311% | +$2.59M |
|
|
AVP
488
CALL
DELISTED
Avon Products, Inc.
AVP
| $2.44M | 0.01% |
118,700
-114,900
| -49% | -$2.46M |
|
489
CALL
Motorola Solutions
MSI
$77.4B
| $2.39M | 0.01% |
40,300
+37,600
| +1,393% | +$2.16M |
|
490
PUT
MBIA
MBI
$260M
| $2.39M | 0.01% |
234,000
+120,100
| +105% | +$1.51M |
|
491
Cognizant
CTSH
$26B
| $2.39M | 0.01% |
+58,174
| New | +$2.16M |
|
|
BWLD
492
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $2.38M | 0.01% |
21,400
+10,900
| +104% | +$1.14M |
|
493
Lam Research
LRCX
$390B
| $2.37M | 0.01% |
+463,170
| New | +$2.26M |
|
494
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $2.37M | 0.01% |
77,355
-21,419
| -22% | -$640K |
|
495
PUT
Toronto Dominion Bank
TD
$200B
| $2.36M | 0.01% |
52,400
+1,400
| +3% | +$59.5K |
|
|
496
Autodesk
ADSK
$52.6B
| $2.34M | 0.01% |
+56,848
| New | +$2.1M |
|
497
CALL
Herbalife
HLF
$1.29B
| $2.32M | 0.01% |
66,400
+66,200
| +33,100% | +$2.05M |
|
498
Huntsman Corp
HUN
$1.77B
| $2.29M | 0.01% |
+111,018
| New | +$2.03M |
|
|
BRSL
499
Brightstar Lottery PLC
BRSL
$2.03B
| $2.29M | 0.01% |
120,778
+66,731
| +123% | +$1.27M |
|
|
AGU
500
PUT
DELISTED
Agrium
AGU
| $2.29M | 0.01% |
27,200
-6,300
| -19% | -$552K |
|
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.