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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 | |
|---|---|---|---|---|---|---|
701
PUT
Check Point Software Technologies
CHKP
$13.1B
| $873K | ﹤0.01% |
15,400
-2,400
| -13% | -$135K |
|
|
CTXS
702
DELISTED
Citrix Systems Inc
CTXS
| $871K | ﹤0.01% |
15,497
+15,456
| +37,698% | +$864K |
|
703
PUT
Stanley Black & Decker
SWK
$15.7B
| $870K | ﹤0.01% |
9,600
-500
| -5% | -$42.8K |
|
704
PUT
Lennar Class A
LEN
$21.2B
| $867K | ﹤0.01% |
25,739
-13,447
| -34% | -$436K |
|
705
Oil States International
OIS
$491M
| $867K | ﹤0.01% |
14,660
-62,538
| -81% | -$3.41M |
|
706
PUT
PVH
PVH
$4.04B
| $867K | ﹤0.01% |
7,300
+3,900
| +115% | +$500K |
|
707
CALL
Allstate
ALL
$67.5B
| $859K | ﹤0.01% |
17,000
-69,800
| -80% | -$3.51M |
|
|
WFT
708
CALL
DELISTED
Weatherford International plc
WFT
| $857K | ﹤0.01% |
55,900
-8,000
| -13% | -$117K |
|
|
JCP
709
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $856K | ﹤0.01% |
97,300
-57,600
| -37% | -$822K |
|
710
CALL
PACCAR
PCAR
$70.1B
| $852K | ﹤0.01% |
22,950
+450
| +2% | +$16.7K |
|
711
PUT
Baxter International
BAX
$14.2B
| $841K | ﹤0.01% |
23,565
-60,016
| -72% | -$2.33M |
|
|
XLNX
712
DELISTED
Xilinx Inc
XLNX
| $841K | ﹤0.01% |
17,944
-68,583
| -79% | -$3.08M |
|
713
CALL
The Mosaic Company
MOS
$7.33B
| $836K | ﹤0.01% |
19,400
-1,000
| -5% | -$46.6K |
|
|
714
CALL
Check Point Software Technologies
CHKP
$13.1B
| $835K | ﹤0.01% |
14,700
+5,000
| +52% | +$281K |
|
715
PUT
Costco
COST
$420B
| $830K | ﹤0.01% |
7,200
-45,800
| -86% | -$5.29M |
|
716
CALL
3M
MMM
$94.3B
| $824K | ﹤0.01% |
8,252
-68,651
| -89% | -$6.68M |
|
717
CALL
VF Corp
VFC
$5.89B
| $818K | ﹤0.01% |
17,417
+11,895
| +215% | +$549K |
|
718
PUT
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $817K | ﹤0.01% |
+51,000
| New | +$813K |
|
719
iShares MSCI South Korea ETF
EWY
$25.7B
| $811K | ﹤0.01% |
13,192
+7,134
| +118% | +$408K |
|
720
CALL
Infosys
INFY
$50.7B
| $806K | ﹤0.01% |
134,400
-266,400
| -66% | -$1.58M |
|
721
CALL
Travel + Leisure Co
TNL
$4.7B
| $798K | ﹤0.01% |
29,017
-52,717
| -64% | -$1.44M |
|
|
LF
722
CALL
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $789K | ﹤0.01% |
+83,800
| New | +$866K |
|
723
iShares Core S&P Small-Cap ETF
IJR
$112B
| $785K | ﹤0.01% |
+15,734
| New | +$760K |
|
724
PUT
Transocean
RIG
$5.82B
| $782K | ﹤0.01% |
17,600
-86,800
| -83% | -$4.1M |
|
725
Abercrombie & Fitch
ANF
$5B
| $779K | ﹤0.01% |
22,023
-80,521
| -79% | -$3.56M |
|
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.