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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 | |
|---|---|---|---|---|---|---|
|
MHFI
1126
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $195K | ﹤0.01% |
+2,972
| New | +$180K |
|
|
NGLS
1127
CALL
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $195K | ﹤0.01% |
3,800
-72,300
| -95% | -$3.64M |
|
1128
Altria Group
MO
$114B
| $194K | ﹤0.01% |
5,641
+3,655
| +184% | +$129K |
|
1129
Everest Group
EG
$14.4B
| $193K | ﹤0.01% |
1,325
+684
| +107% | +$92.7K |
|
1130
Thor Industries
THO
$4.14B
| $193K | ﹤0.01% |
3,326
+2,817
| +553% | +$149K |
|
1131
PUT
St. Joe Company
JOE
$3.83B
| $192K | ﹤0.01% |
9,800
+9,300
| +1,860% | +$196K |
|
1132
PUT
McKesson
MCK
$101B
| $192K | ﹤0.01% |
1,500
| – | – |
|
1133
PUT
Royal Gold
RGLD
$19.5B
| $192K | ﹤0.01% |
3,900
+1,900
| +95% | +$98.5K |
|
1134
CALL
Williams-Sonoma
WSM
$29.6B
| $192K | ﹤0.01% |
6,800
+5,200
| +325% | +$151K |
|
1135
CALL
H&R Block
HRB
$5.86B
| $191K | ﹤0.01% |
7,200
-5,500
| -43% | -$160K |
|
1136
PUT
Suncor Energy
SU
$70.3B
| $191K | ﹤0.01% |
5,300
+4,200
| +382% | +$140K |
|
1137
Chubb
CB
$135B
| $190K | ﹤0.01% |
2,034
+1,760
| +642% | +$161K |
|
1138
CALL
Vale
VALE
$62.6B
| $190K | ﹤0.01% |
12,200
-294,700
| -96% | -$4.36M |
|
|
ONIT
1139
Onity Group
ONIT
$332M
| $190K | ﹤0.01% |
227
+186
| +454% | +$140K |
|
1140
Herc Holdings
HRI
$5.61B
| $189K | ﹤0.01% |
2,847
+891
| +46% | +$68.3K |
|
1141
iShares US Financials ETF
IYF
$4.61B
| $189K | ﹤0.01% |
5,162
-1,430
| -22% | -$53K |
|
1142
MBIA
MBI
$260M
| $188K | ﹤0.01% |
18,361
+11,313
| +161% | +$142K |
|
|
WCG
1143
DELISTED
Wellcare Health Plans, Inc.
WCG
| $188K | ﹤0.01% |
2,689
+2,288
| +571% | +$146K |
|
|
BWP
1144
CALL
DELISTED
Boardwalk Pipeline Partners
BWP
| $188K | ﹤0.01% |
6,200
+5,700
| +1,140% | +$175K |
|
|
MWE
1145
CALL
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $188K | ﹤0.01% |
2,600
-22,300
| -90% | -$1.53M |
|
1146
PUT
Ciena
CIEN
$58.4B
| $187K | ﹤0.01% |
7,400
+5,000
| +208% | +$113K |
|
|
BBG
1147
PUT
DELISTED
Bill Barrett Corp
BBG
| $186K | ﹤0.01% |
7,300
+4,200
| +135% | +$94.4K |
|
1148
CALL
Expeditors International
EXPD
$23.2B
| $185K | ﹤0.01% |
4,200
-65,500
| -94% | -$2.72M |
|
1149
PUT
The Greenbrier Companies
GBX
$1.46B
| $185K | ﹤0.01% |
7,500
+6,500
| +650% | +$151K |
|
|
TCP
1150
PUT
DELISTED
TC Pipelines LP
TCP
| $185K | ﹤0.01% |
3,800
+2,400
| +171% | +$119K |
|
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.