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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 | |
|---|---|---|---|---|---|---|
1701
PUT
Cheesecake Factory
CAKE
$5.33B
| $62K | ﹤0.01% |
1,400
+1,000
| +250% | +$43.1K |
|
1702
Herbalife
HLF
$1.29B
| $62K | ﹤0.01% |
1,780
-41,542
| -96% | -$1.28M |
|
1703
Ovintiv
OVV
$16.4B
| $62K | ﹤0.01% |
+717
| New | +$62.4K |
|
1704
Westlake Corp
WLK
$9.9B
| $62K | ﹤0.01% |
1,188
-2,860
| -71% | -$146K |
|
|
SWI
1705
PUT
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $62K | ﹤0.01% |
1,700
-19,600
| -92% | -$767K |
|
|
CNVR
1706
CALL
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $62K | ﹤0.01% |
+3,000
| New | +$68.1K |
|
|
DNY
1707
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
| $62K | ﹤0.01% |
3,900
-2,000
| -34% | -$31.8K |
|
1708
PUT
FTI Consulting
FCN
$4.18B
| $61K | ﹤0.01% |
1,600
+100
| +7% | +$3.54K |
|
1709
iShares Russell 3000 ETF
IWV
$20.3B
| $61K | ﹤0.01% |
+607
| New | +$60.8K |
|
1710
CALL
Kinross Gold
KGC
$32.8B
| $61K | ﹤0.01% |
12,000
-84,500
| -88% | -$447K |
|
1711
SEI Investments
SEIC
$12.6B
| $61K | ﹤0.01% |
1,962
+1,332
| +211% | +$41K |
|
1712
PUT
Travel + Leisure Co
TNL
$4.7B
| $61K | ﹤0.01% |
2,215
-556,630
| -100% | -$15.2M |
|
1713
CALL
Tyson Foods
TSN
$20.4B
| $61K | ﹤0.01% |
2,200
+1,500
| +214% | +$43.5K |
|
1714
PUT
Xerox
XRX
$425M
| $61K | ﹤0.01% |
2,239
-19,544
| -90% | -$513K |
|
1715
PUT
Columbia Sportswear
COLM
$2.94B
| $60K | ﹤0.01% |
2,000
+1,200
| +150% | +$36.6K |
|
|
1716
FTI Consulting
FCN
$4.18B
| $60K | ﹤0.01% |
1,592
+1,532
| +2,553% | +$54.3K |
|
1717
PUT
Flotek Industries
FTK
$1.28B
| $60K | ﹤0.01% |
+433
| New | +$52.5K |
|
1718
VanEck Agribusiness ETF
MOO
$969M
| $60K | ﹤0.01% |
+1,162
| New | +$59.5K |
|
1719
Parker-Hannifin
PH
$135B
| $60K | ﹤0.01% |
554
+72
| +15% | +$7.41K |
|
1720
CALL
PVH
PVH
$4.04B
| $60K | ﹤0.01% |
500
+200
| +67% | +$25.7K |
|
1721
Synaptics
SYNA
$4.15B
| $60K | ﹤0.01% |
+1,355
| New | +$55.5K |
|
1722
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $60K | ﹤0.01% |
1,500
-26,800
| -95% | -$1.06M |
|
|
FWLT
1723
PUT
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
| $60K | ﹤0.01% |
2,300
+2,100
| +1,050% | +$49.1K |
|
|
CEO
1724
PUT
DELISTED
CNOOC Limited
CEO
| $60K | ﹤0.01% |
300
-500
| -63% | -$95.1K |
|
|
FNSR
1725
PUT
DELISTED
Finisar Corp
FNSR
| $60K | ﹤0.01% |
2,700
+2,600
| +2,600% | +$53.6K |
|
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.