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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 | |
|---|---|---|---|---|---|---|
|
TXI
1201
CALL
DELISTED
TEXAS INDUSTRIES INC
TXI
| $166K | ﹤0.01% |
+2,500
| New | +$157K |
|
1202
CALL
Simon Property Group
SPG
$72.3B
| $165K | ﹤0.01% |
1,169
-13,607
| -92% | -$1.98M |
|
|
EEP
1203
PUT
DELISTED
Enbridge Energy Partners
EEP
| $164K | ﹤0.01% |
5,400
+1,600
| +42% | +$49.1K |
|
|
UTEK
1204
CALL
DELISTED
Ultratech Inc.
UTEK
| $164K | ﹤0.01% |
+5,400
| New | +$165K |
|
1205
PUT
Manhattan Associates
MANH
$11.4B
| $163K | ﹤0.01% |
+6,800
| New | +$150K |
|
1206
PUT
Accenture
ACN
$108B
| $161K | ﹤0.01% |
2,200
-2,900
| -57% | -$215K |
|
1207
CALL
Ciena
CIEN
$58.4B
| $160K | ﹤0.01% |
6,300
+2,500
| +66% | +$56.3K |
|
1208
CALL
HF Sinclair
DINO
$14.5B
| $160K | ﹤0.01% |
3,800
+3,700
| +3,700% | +$161K |
|
1209
PUT
Oneok
OKE
$54.5B
| $160K | ﹤0.01% |
3,427
+2,513
| +275% | +$109K |
|
1210
CALL
Rockwell Automation
ROK
$49B
| $160K | ﹤0.01% |
1,500
+1,300
| +650% | +$127K |
|
1211
PUT
General Dynamics
GD
$106B
| $159K | ﹤0.01% |
1,800
+600
| +50% | +$51K |
|
1212
PUT
Vanguard Real Estate ETF
VNQ
$39B
| $159K | ﹤0.01% |
+2,400
| New | +$163K |
|
1213
CALL
Marriott International
MAR
$92.3B
| $158K | ﹤0.01% |
3,800
-5,600
| -60% | -$232K |
|
1214
Automatic Data Processing
ADP
$108B
| $157K | ﹤0.01% |
+2,470
| New | +$157K |
|
1215
Harley-Davidson
HOG
$2.71B
| $157K | ﹤0.01% |
2,443
-921
| -27% | -$54.5K |
|
1216
CALL
International Paper
IP
$22B
| $157K | ﹤0.01% |
3,748
+857
| +30% | +$38.1K |
|
1217
PUT
Jones Lang LaSalle
JLL
$16.7B
| $157K | ﹤0.01% |
1,800
+1,600
| +800% | +$143K |
|
1218
PUT
Wheaton Precious Metals
WPM
$60.9B
| $157K | ﹤0.01% |
6,400
| – | – |
|
|
APL
1219
PUT
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
| $157K | ﹤0.01% |
4,100
+900
| +28% | +$34.3K |
|
1220
Aptiv
APTV
$10.3B
| $156K | ﹤0.01% |
2,673
-4,537
| -63% | -$252K |
|
|
GES
1221
CALL
DELISTED
Guess Inc
GES
| $156K | ﹤0.01% |
+5,200
| New | +$163K |
|
1222
PUT
Microchip Technology
MCHP
$46B
| $156K | ﹤0.01% |
7,800
-48,400
| -86% | -$959K |
|
1223
Newmont
NEM
$119B
| $156K | ﹤0.01% |
5,555
-99,783
| -95% | -$2.96M |
|
|
DMND
1224
PUT
DELISTED
DIAMOND FOODS, INC.
DMND
| $156K | ﹤0.01% |
6,500
+6,300
| +3,150% | +$136K |
|
|
CMA
1225
CALL
DELISTED
Comerica
CMA
| $155K | ﹤0.01% |
3,900
-300
| -7% | -$12.5K |
|
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.