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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 | |
|---|---|---|---|---|---|---|
1276
Conagra Brands
CAG
$7.23B
| $139K | ﹤0.01% |
5,880
+2,963
| +102% | +$79.9K |
|
1277
CALL
NCR Voyix
VYX
$1.14B
| $139K | ﹤0.01% |
5,705
+4,401
| +338% | +$98.4K |
|
1278
PUT
Western Digital
WDC
$150B
| $139K | ﹤0.01% |
2,911
-30,164
| -91% | -$1.49M |
|
1279
PUT
Yelp
YELP
$1.41B
| $139K | ﹤0.01% |
2,100
+400
| +24% | +$20.5K |
|
|
BID
1280
PUT
DELISTED
Sotheby's
BID
| $139K | ﹤0.01% |
2,800
+1,900
| +211% | +$84.6K |
|
|
NILE
1281
PUT
DELISTED
Blue Nile, Inc.
NILE
| $139K | ﹤0.01% |
3,400
+2,200
| +183% | +$84.7K |
|
1282
CALL
Cirrus Logic
CRUS
$6.26B
| $138K | ﹤0.01% |
6,100
+6,000
| +6,000% | +$124K |
|
1283
PUT
Cognizant
CTSH
$26B
| $138K | ﹤0.01% |
3,400
+1,000
| +42% | +$37.1K |
|
1284
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $138K | ﹤0.01% |
+863
| New | +$132K |
|
|
RWT
1285
PUT
Redwood Trust
RWT
$594M
| $138K | ﹤0.01% |
+7,000
| New | +$125K |
|
1286
PUT
Colgate-Palmolive
CL
$74.4B
| $137K | ﹤0.01% |
2,300
-98,200
| -98% | -$5.82M |
|
1287
CALL
Sturm, Ruger & Co
RGR
$593M
| $137K | ﹤0.01% |
2,200
+1,400
| +175% | +$75.3K |
|
|
SNCR
1288
PUT
DELISTED
Synchronoss Technologies
SNCR
| $137K | ﹤0.01% |
400
+267
| +201% | +$81.3K |
|
1289
PUT
United States Natural Gas Fund
UNG
$455M
| $137K | ﹤0.01% |
469
-6
| -1% | -$1.8K |
|
1290
AGNC Investment
AGNC
$12.9B
| $136K | ﹤0.01% |
+6,026
| New | +$136K |
|
|
K
1291
PUT
DELISTED
Kellanova
K
| $136K | ﹤0.01% |
2,450
-11,715
| -83% | -$699K |
|
1292
PUT
Ubiquiti
UI
$34.3B
| $136K | ﹤0.01% |
+4,100
| New | +$110K |
|
|
WCC
1293
WESCO International
WCC
$17.7B
| $136K | ﹤0.01% |
1,783
+1,664
| +1,398% | +$123K |
|
|
URS
1294
PUT
DELISTED
URS CORP
URS
| $136K | ﹤0.01% |
+2,500
| New | +$124K |
|
1295
CALL
Dover
DOV
$28.4B
| $135K | ﹤0.01% |
2,238
+2,089
| +1,402% | +$120K |
|
1296
PUT
Harley-Davidson
HOG
$2.71B
| $135K | ﹤0.01% |
2,100
-1,200
| -36% | -$71K |
|
1297
Intuit
INTU
$89B
| $135K | ﹤0.01% |
2,032
-290
| -12% | -$18.7K |
|
|
SIAL
1298
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $135K | ﹤0.01% |
+1,582
| New | +$133K |
|
1299
Advance Auto Parts
AAP
$3.49B
| $134K | ﹤0.01% |
+1,626
| New | +$133K |
|
|
SFLY
1300
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $134K | ﹤0.01% |
2,400
+1,600
| +200% | +$89K |
|
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.