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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 | |
|---|---|---|---|---|---|---|
|
BTU
651
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.09M | 0.01% |
4,220
+4,013
| +1,939% | +$1.03M |
|
652
CALL
AvalonBay Communities
AVB
$26.8B
| $1.09M | 0.01% |
8,600
+6,800
| +378% | +$897K |
|
653
PUT
Prudential Financial
PRU
$41.8B
| $1.08M | 0.01% |
13,900
+600
| +5% | +$47.1K |
|
654
PUT
Fastenal
FAST
$59.5B
| $1.08M | 0.01% |
86,000
+82,000
| +2,050% | +$972K |
|
655
PUT
Oil States International
OIS
$491M
| $1.07M | 0.01% |
18,200
+14,350
| +373% | +$784K |
|
656
PUT
Illinois Tool Works
ITW
$84.5B
| $1.07M | 0.01% |
14,000
+10,500
| +300% | +$767K |
|
|
SCHW
657
PUT
Charles Schwab
SCHW
$187B
| $1.07M | 0.01% |
50,500
| – | – |
|
658
PUT
UnitedHealth
UNH
$370B
| $1.06M | 0.01% |
14,900
-409,500
| -96% | -$29.3M |
|
659
PUT
Cummins
CMI
$88.7B
| $1.06M | 0.01% |
8,000
-28,500
| -78% | -$3.52M |
|
660
CALL
Public Storage
PSA
$61.3B
| $1.06M | 0.01% |
6,600
+6,400
| +3,200% | +$1.01M |
|
661
Colgate-Palmolive
CL
$74.4B
| $1.06M | 0.01% |
17,818
-43,532
| -71% | -$2.58M |
|
662
CALL
Aflac
AFL
$62.6B
| $1.05M | 0.01% |
33,800
+19,800
| +141% | +$596K |
|
663
CALL
HSBC
HSBC
$356B
| $1.04M | 0.01% |
22,283
-5,803
| -21% | -$275K |
|
|
664
CALL
Fastenal
FAST
$59.5B
| $1.03M | 0.01% |
82,400
+77,200
| +1,485% | +$915K |
|
665
United Parcel Service
UPS
$88.9B
| $1.03M | 0.01% |
11,232
-53,238
| -83% | -$4.68M |
|
|
PAY
666
DELISTED
Verifone Systems Inc
PAY
| $1.02M | 0.01% |
44,681
+44,028
| +6,742% | +$878K |
|
667
CALL
Plains All American Pipeline
PAA
$16.1B
| $1.02M | 0.01% |
19,400
-96,100
| -83% | -$5.13M |
|
|
APOL
668
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
| $1.02M | 0.01% |
49,100
+48,500
| +8,083% | +$937K |
|
|
CIE
669
DELISTED
Cobalt International Energy, Inc
CIE
| $1.02M | 0.01% |
+2,730
| New | +$1.1M |
|
670
CALL
RTX Corp
RTX
$301B
| $1.01M | 0.01% |
14,937
+13,984
| +1,467% | +$915K |
|
|
BKS
671
CALL
DELISTED
Barnes & Noble
BKS
| $1.01M | 0.01% |
119,638
-59,514
| -33% | -$620K |
|
672
CALL
Polaris
PII
$4.07B
| $1.01M | 0.01% |
7,800
-26,900
| -78% | -$3.02M |
|
673
PUT
Southern Company
SO
$107B
| $997K | 0.01% |
24,200
+14,800
| +157% | +$638K |
|
674
Target
TGT
$68B
| $992K | 0.01% |
+15,503
| New | +$1.06M |
|
675
CALL
Teekay
TK
$985M
| $992K | 0.01% |
+23,200
| New | +$934K |
|
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.