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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 | |
|---|---|---|---|---|---|---|
801
CF Industries
CF
$17.3B
| $556K | ﹤0.01% |
13,175
-412,250
| -97% | -$15.8M |
|
802
CALL
Synaptics
SYNA
$4.15B
| $555K | ﹤0.01% |
12,500
+10,700
| +594% | +$438K |
|
803
Viavi Solutions
VIAV
$9.66B
| $550K | ﹤0.01% |
65,784
+63,303
| +2,552% | +$520K |
|
804
PUT
Norfolk Southern
NSC
$75.1B
| $549K | ﹤0.01% |
7,100
+5,300
| +294% | +$397K |
|
|
RAI
805
PUT
DELISTED
Reynolds American Inc
RAI
| $548K | ﹤0.01% |
22,400
-93,000
| -81% | -$2.31M |
|
806
PUT
TotalEnergies
TTE
$190B
| $546K | ﹤0.01% |
5,954,672,227
+4,941,110,997
| +488% | +$494K |
|
|
SODA
807
PUT
DELISTED
SodaStream International Ltd
SODA
| $546K | ﹤0.01% |
8,800
-46,400
| -84% | -$2.95M |
|
|
APC
808
DELISTED
Anadarko Petroleum
APC
| $543K | ﹤0.01% |
5,837
-6,284
| -52% | -$572K |
|
809
FedEx
FDX
$75.4B
| $541K | ﹤0.01% |
4,744
-14,647
| -76% | -$1.58M |
|
810
PUT
Domino's
DPZ
$11.6B
| $538K | ﹤0.01% |
7,900
+5,600
| +243% | +$354K |
|
811
CALL
Suncor Energy
SU
$70.3B
| $538K | ﹤0.01% |
15,000
+10,400
| +226% | +$346K |
|
812
ICICI Bank
IBN
$108B
| $537K | ﹤0.01% |
+96,982
| New | +$569K |
|
813
CALL
Ventas
VTR
$47.9B
| $535K | ﹤0.01% |
+7,619
| New | +$565K |
|
814
CALL
Genuine Parts
GPC
$18.7B
| $534K | ﹤0.01% |
6,600
+5,100
| +340% | +$414K |
|
815
iShares MSCI Mexico ETF
EWW
$1.92B
| $533K | ﹤0.01% |
+8,348
| New | +$550K |
|
816
CALL
Fidelity National Financial
FNF
$13.5B
| $532K | ﹤0.01% |
35,031
+31,703
| +953% | +$447K |
|
|
JCP
817
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $532K | ﹤0.01% |
60,500
+56,700
| +1,492% | +$809K |
|
|
LCC
818
CALL
DELISTED
US AIRWAYS GROUP INC.
LCC
| $526K | ﹤0.01% |
27,800
-150,400
| -84% | -$2.66M |
|
819
Factset
FDS
$10.2B
| $524K | ﹤0.01% |
4,800
+3,377
| +237% | +$365K |
|
820
Transocean
RIG
$5.82B
| $523K | ﹤0.01% |
11,764
-59,211
| -83% | -$2.8M |
|
821
CALL
Exelon
EXC
$47B
| $522K | ﹤0.01% |
24,675
+280
| +1% | +$6.13K |
|
822
PUT
Dollar Tree
DLTR
$25.2B
| $520K | ﹤0.01% |
9,100
+1,800
| +25% | +$97.2K |
|
823
CALL
eBay
EBAY
$49.8B
| $519K | ﹤0.01% |
22,097
-547,905
| -96% | -$12.3M |
|
824
CALL
PPG Industries
PPG
$26.6B
| $519K | ﹤0.01% |
+6,200
| New | +$496K |
|
825
CALL
AB InBev
BUD
$165B
| $517K | ﹤0.01% |
5,200
+5,100
| +5,100% | +$486K |
|
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.