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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 | |
|---|---|---|---|---|---|---|
1001
Lowe's Companies
LOW
$125B
| $270K | ﹤0.01% |
+5,670
| New | +$257K |
|
1002
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $270K | ﹤0.01% |
+16,856
| New | +$269K |
|
1003
Cheniere Energy
CQP
$31.3B
| $268K | ﹤0.01% |
10,164
+1,624
| +19% | +$45.7K |
|
|
DO
1004
PUT
DELISTED
Diamond Offshore Drilling
DO
| $267K | ﹤0.01% |
4,300
-7,300
| -63% | -$489K |
|
1005
PUT
Crown Holdings
CCK
$13.1B
| $266K | ﹤0.01% |
6,300
+4,500
| +250% | +$197K |
|
|
GRMN
1006
PUT
Garmin
GRMN
$60B
| $266K | ﹤0.01% |
5,800
+4,600
| +383% | +$183K |
|
|
MJN
1007
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $266K | ﹤0.01% |
3,600
+3,300
| +1,100% | +$247K |
|
1008
CALL
Dollar Tree
DLTR
$25.2B
| $264K | ﹤0.01% |
4,600
+600
| +15% | +$32.4K |
|
1009
CALL
Zions Bancorporation
ZION
$10.3B
| $264K | ﹤0.01% |
9,600
-5,200
| -35% | -$152K |
|
|
CHL
1010
DELISTED
China Mobile Limited
CHL
| $263K | ﹤0.01% |
+4,658
| New | +$252K |
|
1011
PUT
American Electric Power
AEP
$68.4B
| $260K | ﹤0.01% |
6,000
-14,500
| -71% | -$645K |
|
1012
Marriott International
MAR
$92.3B
| $259K | ﹤0.01% |
+6,167
| New | +$256K |
|
|
ETP
1013
CALL
DELISTED
Energy Transfer Partners, L.P.
ETP
| $259K | ﹤0.01% |
+7,800
| New | +$249K |
|
|
ATML
1014
DELISTED
ATMEL CORP
ATML
| $258K | ﹤0.01% |
+34,650
| New | +$263K |
|
1015
Best Buy
BBY
$17.3B
| $257K | ﹤0.01% |
6,855
-22,554
| -77% | -$749K |
|
|
TGNA
1016
CALL
DELISTED
TEGNA Inc
TGNA
| $254K | ﹤0.01% |
18,160
+8,985
| +98% | +$120K |
|
1017
PUT
NCR Voyix
VYX
$1.14B
| $254K | ﹤0.01% |
10,432
+5,216
| +100% | +$117K |
|
|
RAI
1018
DELISTED
Reynolds American Inc
RAI
| $254K | ﹤0.01% |
10,414
+6,668
| +178% | +$165K |
|
1019
CALL
Trane Technologies
TT
$106B
| $253K | ﹤0.01% |
4,883
+4,007
| +457% | +$196K |
|
|
KSU
1020
PUT
DELISTED
Kansas City Southern
KSU
| $252K | ﹤0.01% |
2,300
+600
| +35% | +$66K |
|
|
SI
1021
CALL
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $252K | ﹤0.01% |
2,100
-100
| -5% | -$11.1K |
|
1022
Bread Financial
BFH
$4.38B
| $249K | ﹤0.01% |
1,474
+1,330
| +924% | +$211K |
|
|
BPL
1023
PUT
DELISTED
Buckeye Partners, L.P.
BPL
| $249K | ﹤0.01% |
3,800
+3,000
| +375% | +$207K |
|
1024
CALL
Boston Properties
BXP
$11.1B
| $246K | ﹤0.01% |
+2,300
| New | +$243K |
|
1025
PUT
Range Resources
RRC
$8.95B
| $246K | ﹤0.01% |
3,200
+1,500
| +88% | +$117K |
|
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.