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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Marriott International
MAR
$92.3B
| $214K | ﹤0.01% |
5,100
-200
| -4% | -$8.3K |
|
1077
PUT
Tyson Foods
TSN
$20.4B
| $214K | ﹤0.01% |
7,600
+3,700
| +95% | +$107K |
|
1078
NetEase
NTES
$84.7B
| $213K | ﹤0.01% |
+14,640
| New | +$200K |
|
1079
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $213K | ﹤0.01% |
7,016
-151,358
| -96% | -$4.49M |
|
1080
Adtran
ADTN
$616M
| $212K | ﹤0.01% |
7,940
+1,289
| +19% | +$33.4K |
|
1081
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $211K | ﹤0.01% |
1,578
-25,209
| -94% | -$3.31M |
|
1082
PUT
Ross Stores
ROST
$81.9B
| $211K | ﹤0.01% |
5,800
+5,000
| +625% | +$171K |
|
|
CHK
1083
DELISTED
Chesapeake Energy Corporation
CHK
| $211K | ﹤0.01% |
43
-17
| -28% | -$78.9K |
|
1084
Energy Transfer Partners
ET
$69.3B
| $210K | ﹤0.01% |
+12,776
| New | +$203K |
|
|
ARMH
1085
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $210K | ﹤0.01% |
+4,354
| New | +$184K |
|
|
FISV
1086
Fiserv Inc
FISV
$27.9B
| $209K | ﹤0.01% |
8,276
+1,468
| +22% | +$35.5K |
|
1087
iShares TIPS Bond ETF
TIP
$14.7B
| $209K | ﹤0.01% |
+1,854
| New | +$207K |
|
|
PXD
1088
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $209K | ﹤0.01% |
1,100
-200
| -15% | -$34K |
|
|
PCL
1089
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $209K | ﹤0.01% |
4,462
-640
| -13% | -$30K |
|
1090
PUT
Mohawk Industries
MHK
$9.22B
| $208K | ﹤0.01% |
1,600
-400
| -20% | -$48.8K |
|
|
VMW
1091
PUT
DELISTED
VMware, Inc
VMW
| $208K | ﹤0.01% |
2,600
-17,200
| -87% | -$1.39M |
|
|
LO
1092
PUT
DELISTED
LORILLARD INC COM STK
LO
| $208K | ﹤0.01% |
4,700
-110,500
| -96% | -$4.87M |
|
|
BYI
1093
CALL
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $208K | ﹤0.01% |
2,900
+2,200
| +314% | +$155K |
|
1094
PUT
Cirrus Logic
CRUS
$6.26B
| $207K | ﹤0.01% |
9,200
+8,500
| +1,214% | +$176K |
|
|
WNR
1095
PUT
DELISTED
Western Refining Inc
WNR
| $207K | ﹤0.01% |
6,900
+5,800
| +527% | +$170K |
|
1096
PUT
Aptiv
APTV
$10.3B
| $205K | ﹤0.01% |
3,500
| – | – |
|
|
USG
1097
CALL
DELISTED
Usg
USG
| $204K | ﹤0.01% |
7,100
+1,100
| +18% | +$28K |
|
1098
PUT
Expeditors International
EXPD
$23.2B
| $203K | ﹤0.01% |
4,600
-200
| -4% | -$8.3K |
|
1099
Cleveland-Cliffs
CLF
$6.99B
| $202K | ﹤0.01% |
9,856
+8,928
| +962% | +$184K |
|
1100
PUT
Edison International
EIX
$26.4B
| $202K | ﹤0.01% |
4,400
+3,900
| +780% | +$184K |
|
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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.