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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 | |
|---|---|---|---|---|---|---|
1051
CALL
Waste Management
WM
$91B
| $230K | ﹤0.01% |
5,600
+1,100
| +24% | +$45.8K |
|
1052
CALL
Urban Outfitters
URBN
$6.59B
| $228K | ﹤0.01% |
6,200
+5,500
| +786% | +$226K |
|
|
BPL
1053
DELISTED
Buckeye Partners, L.P.
BPL
| $228K | ﹤0.01% |
+3,477
| New | +$240K |
|
1054
PUT
Cracker Barrel
CBRL
$1.29B
| $227K | ﹤0.01% |
2,200
+1,600
| +267% | +$160K |
|
|
UTEK
1055
PUT
DELISTED
Ultratech Inc.
UTEK
| $227K | ﹤0.01% |
+7,500
| New | +$230K |
|
1056
CALL
Yelp
YELP
$1.41B
| $226K | ﹤0.01% |
3,400
+400
| +13% | +$20.5K |
|
|
1057
PUT
Urban Outfitters
URBN
$6.59B
| $225K | ﹤0.01% |
6,100
+4,900
| +408% | +$201K |
|
1058
CALL
F5
FFIV
$22.7B
| $224K | ﹤0.01% |
2,600
-1,600
| -38% | -$136K |
|
|
TGP
1059
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $224K | ﹤0.01% |
5,100
+2,600
| +104% | +$112K |
|
|
MWE
1060
PUT
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $224K | ﹤0.01% |
3,100
+2,300
| +288% | +$158K |
|
|
CVSA
1061
CALL
Covista Inc
CVSA
$4.8B
| $223K | ﹤0.01% |
7,300
+6,800
| +1,360% | +$210K |
|
1062
CALL
Dominion Energy
D
$59.3B
| $223K | ﹤0.01% |
3,600
+2,100
| +140% | +$125K |
|
1063
CALL
Marathon Petroleum
MPC
$83.7B
| $223K | ﹤0.01% |
7,000
-414,400
| -98% | -$14.6M |
|
1064
CALL
Realty Income
O
$59.1B
| $223K | ﹤0.01% |
+5,779
| New | +$234K |
|
|
JOY
1065
CALL
DELISTED
Joy Global Inc
JOY
| $223K | ﹤0.01% |
4,400
-7,800
| -64% | -$398K |
|
1066
Globe Life
GL
$14.3B
| $221K | ﹤0.01% |
4,574
+2,480
| +118% | +$117K |
|
|
MR
1067
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
| $220K | ﹤0.01% |
5,650
+5,574
| +7,334% | +$225K |
|
|
RHT
1068
PUT
DELISTED
Red Hat Inc
RHT
| $220K | ﹤0.01% |
4,700
+1,400
| +42% | +$71K |
|
1069
Tyson Foods
TSN
$20.4B
| $219K | ﹤0.01% |
7,752
+5,337
| +221% | +$155K |
|
|
SPWR
1070
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $219K | ﹤0.01% |
12,827
+7,330
| +133% | +$114K |
|
|
TIVO
1071
CALL
DELISTED
TIVO INC
TIVO
| $219K | ﹤0.01% |
17,600
+9,500
| +117% | +$110K |
|
|
1072
PUT
Marathon Petroleum
MPC
$83.7B
| $218K | ﹤0.01% |
6,800
+800
| +13% | +$28.1K |
|
1073
Travelers Companies
TRV
$80.2B
| $218K | ﹤0.01% |
2,577
-53,237
| -95% | -$4.4M |
|
|
1074
PUT
Globe Life
GL
$14.3B
| $217K | ﹤0.01% |
4,500
+1,800
| +67% | +$84.6K |
|
1075
Emerson Electric
EMR
$88.3B
| $214K | ﹤0.01% |
3,303
-2,840
| -46% | -$174K |
|
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.