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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 | |
|---|---|---|---|---|---|---|
|
PCP
1026
DELISTED
PRECISION CASTPARTS CORP
PCP
| $246K | ﹤0.01% |
1,081
-637
| -37% | -$144K |
|
1027
PUT
Watsco Inc
WSO
$13.6B
| $245K | ﹤0.01% |
2,600
+1,800
| +225% | +$165K |
|
1028
PUT
Trinity Industries
TRN
$2.38B
| $244K | ﹤0.01% |
15,001
+9,445
| +170% | +$139K |
|
1029
CALL
Vornado Realty Trust
VNO
$7.38B
| $244K | ﹤0.01% |
3,964
+3,554
| +867% | +$220K |
|
1030
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.43B
| $244K | ﹤0.01% |
925
-7,700
| -89% | -$1.93M |
|
1031
CALL
Blackrock
BLK
$176B
| $243K | ﹤0.01% |
900
-33,500
| -97% | -$9.1M |
|
1032
Norfolk Southern
NSC
$75.1B
| $243K | ﹤0.01% |
3,145
+1,304
| +71% | +$97.7K |
|
|
1033
Nucor
NUE
$62.1B
| $243K | ﹤0.01% |
4,958
-549,116
| -99% | -$25.7M |
|
|
APC
1034
PUT
DELISTED
Anadarko Petroleum
APC
| $242K | ﹤0.01% |
2,600
+100
| +4% | +$9.1K |
|
|
ANDV
1035
PUT
DELISTED
Andeavor
ANDV
| $242K | ﹤0.01% |
5,600
+2,700
| +93% | +$135K |
|
|
SIVB
1036
PUT
DELISTED
SVB Financial Group
SIVB
| $242K | ﹤0.01% |
2,800
+2,400
| +600% | +$207K |
|
|
CEO
1037
CALL
DELISTED
CNOOC Limited
CEO
| $242K | ﹤0.01% |
1,200
+900
| +300% | +$171K |
|
1038
Illinois Tool Works
ITW
$84.5B
| $241K | ﹤0.01% |
3,155
+1,823
| +137% | +$133K |
|
1039
PUT
Red Robin
RRGB
$152M
| $241K | ﹤0.01% |
3,400
+1,000
| +42% | +$62.6K |
|
1040
PUT
Adtran
ADTN
$616M
| $240K | ﹤0.01% |
9,000
+3,700
| +70% | +$96K |
|
1041
PUT
Amphenol
APH
$209B
| $240K | ﹤0.01% |
24,800
+24,000
| +3,000% | +$234K |
|
1042
Corpay
CPAY
$25.7B
| $240K | ﹤0.01% |
2,180
-229,634
| -99% | -$22.4M |
|
|
WLL
1043
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $240K | ﹤0.01% |
13
+1
| +8% | +$15.5K |
|
|
RAX
1044
PUT
DELISTED
Rackspace Hosting Inc
RAX
| $239K | ﹤0.01% |
4,500
+3,200
| +246% | +$148K |
|
1045
PUT
Meritage Homes
MTH
$4.86B
| $237K | ﹤0.01% |
11,000
+8,400
| +323% | +$180K |
|
1046
PUT
Visteon
VC
$2.78B
| $236K | ﹤0.01% |
3,100
-5,700
| -65% | -$396K |
|
|
VMW
1047
DELISTED
VMware, Inc
VMW
| $236K | ﹤0.01% |
2,916
+683
| +31% | +$55.2K |
|
1048
PUT
Invesco CurrencyShares Australian Dollar Trust
FXA
$98M
| $234K | ﹤0.01% |
+2,500
| New | +$229K |
|
1049
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $230K | ﹤0.01% |
+2,500
| New | +$229K |
|
1050
PUT
Petrobras
PBR
$116B
| $230K | ﹤0.01% |
14,800
-5,200
| -26% | -$74.1K |
|
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.