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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 | |
|---|---|---|---|---|---|---|
851
UnitedHealth
UNH
$370B
| $455K | ﹤0.01% |
+6,358
| New | +$455K |
|
852
Southern Company
SO
$107B
| $454K | ﹤0.01% |
11,018
+5,859
| +114% | +$252K |
|
|
STI
853
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $454K | ﹤0.01% |
14,000
-130,800
| -90% | -$4.42M |
|
854
CALL
C.H. Robinson
CHRW
$17.5B
| $449K | ﹤0.01% |
7,500
+6,500
| +650% | +$381K |
|
855
CALL
Invesco CurrencyShares Australian Dollar Trust
FXA
$98M
| $449K | ﹤0.01% |
+4,800
| New | +$440K |
|
856
Philip Morris
PM
$295B
| $448K | ﹤0.01% |
5,174
-201,109
| -97% | -$17.6M |
|
857
CALL
Crown Castle
CCI
$32.2B
| $446K | ﹤0.01% |
+6,100
| New | +$436K |
|
|
SGI
858
PUT
Somnigroup International
SGI
$13.7B
| $443K | ﹤0.01% |
40,400
+30,400
| +304% | +$316K |
|
859
PUT
Packaging Corp of America
PKG
$22.8B
| $440K | ﹤0.01% |
7,700
-42,700
| -85% | -$2.31M |
|
860
PUT
Quest Diagnostics
DGX
$26.3B
| $439K | ﹤0.01% |
7,100
-43,500
| -86% | -$2.6M |
|
861
PUT
VeriSign
VRSN
$26.6B
| $438K | ﹤0.01% |
8,700
-305,700
| -97% | -$14.8M |
|
862
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $436K | ﹤0.01% |
+9,106
| New | +$427K |
|
|
AGU
863
CALL
DELISTED
Agrium
AGU
| $436K | ﹤0.01% |
5,200
+3,500
| +206% | +$306K |
|
864
PUT
SBA Communications
SBAC
$19.5B
| $434K | ﹤0.01% |
5,400
-994,800
| -99% | -$75.4M |
|
|
TXI
865
PUT
DELISTED
TEXAS INDUSTRIES INC
TXI
| $431K | ﹤0.01% |
+6,500
| New | +$409K |
|
866
Archer Daniels Midland
ADM
$36.9B
| $430K | ﹤0.01% |
11,682
-13,965
| -54% | -$508K |
|
867
PUT
AGNC Investment
AGNC
$12.9B
| $430K | ﹤0.01% |
19,000
+18,800
| +9,400% | +$423K |
|
868
Domino's
DPZ
$11.6B
| $430K | ﹤0.01% |
6,330
+5,664
| +850% | +$358K |
|
|
CBI
869
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $429K | ﹤0.01% |
6,300
+1,900
| +43% | +$117K |
|
870
CALL
First Solar
FSLR
$26.9B
| $428K | ﹤0.01% |
10,700
+7,300
| +215% | +$309K |
|
|
RVBD
871
CALL
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $428K | ﹤0.01% |
29,300
+20,900
| +249% | +$335K |
|
872
CALL
Whirlpool
WHR
$2.82B
| $426K | ﹤0.01% |
2,900
-47,400
| -94% | -$6.27M |
|
873
PUT
Williams-Sonoma
WSM
$29.6B
| $426K | ﹤0.01% |
15,200
-118,800
| -89% | -$3.44M |
|
874
PUT
AngloGold Ashanti
AU
$48.7B
| $425K | ﹤0.01% |
32,000
-52,000
| -62% | -$697K |
|
875
Deutsche Bank
DB
$71.5B
| $425K | ﹤0.01% |
10,871
-126,574
| -92% | -$4.88M |
|
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.