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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 | |
|---|---|---|---|---|---|---|
|
CYT
1501
PUT
DELISTED
CYTEC INDS INC
CYT
| $89K | ﹤0.01% |
2,200
-2,400
| -52% | -$93.2K |
|
1502
PUT
ManpowerGroup
MAN
$2.63B
| $88K | ﹤0.01% |
+1,200
| New | +$80.3K |
|
|
TGP
1503
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
| $88K | ﹤0.01% |
2,000
-23,700
| -92% | -$1.02M |
|
|
COL
1504
PUT
DELISTED
Rockwell Collins
COL
| $88K | ﹤0.01% |
1,300
+1,100
| +550% | +$77.8K |
|
1505
CALL
Adtran
ADTN
$616M
| $87K | ﹤0.01% |
3,300
+1,800
| +120% | +$46.7K |
|
1506
PUT
Everest Group
EG
$14.4B
| $87K | ﹤0.01% |
600
+400
| +200% | +$54.2K |
|
1507
Gilead Sciences
GILD
$165B
| $87K | ﹤0.01% |
+1,391
| New | +$83.1K |
|
1508
PUT
Northern Trust
NTRS
$33.9B
| $87K | ﹤0.01% |
1,600
-12,900
| -89% | -$741K |
|
1509
PUT
Patterson-UTI
PTEN
$3.76B
| $87K | ﹤0.01% |
4,100
-800
| -16% | -$16.4K |
|
1510
CALL
Tractor Supply
TSCO
$18B
| $87K | ﹤0.01% |
6,500
-143,500
| -96% | -$1.77M |
|
|
MDC
1511
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $87K | ﹤0.01% |
4,028
+2,084
| +107% | +$45.9K |
|
|
CLR
1512
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $87K | ﹤0.01% |
1,628
-1,400
| -46% | -$67.1K |
|
|
PNK
1513
CALL
DELISTED
Pinnacle Entertainment Inc.
PNK
| $87K | ﹤0.01% |
+3,400
| New | +$76.2K |
|
|
IOC
1514
DELISTED
Interoil Corporation
IOC
| $87K | ﹤0.01% |
1,214
-1,953
| -62% | -$146K |
|
|
GRA
1515
CALL
DELISTED
W.R. Grace & Co.
GRA
| $87K | ﹤0.01% |
1,000
-300
| -23% | -$24.9K |
|
|
ACAS
1516
PUT
DELISTED
American Capital Ltd
ACAS
| $87K | ﹤0.01% |
6,300
+1,400
| +29% | +$18.4K |
|
1517
Edison International
EIX
$26.4B
| $86K | ﹤0.01% |
1,875
+1,403
| +297% | +$66.3K |
|
1518
FirstEnergy
FE
$27.5B
| $86K | ﹤0.01% |
2,353
-3,440
| -59% | -$129K |
|
1519
PUT
Fluor
FLR
$7.96B
| $86K | ﹤0.01% |
1,200
+900
| +300% | +$58.3K |
|
1520
Meritage Homes
MTH
$4.86B
| $86K | ﹤0.01% |
4,016
+2,806
| +232% | +$60.3K |
|
|
OPEN
1521
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
| $86K | ﹤0.01% |
+1,226
| New | +$85.7K |
|
1522
PUT
BCE
BCE
$21.2B
| $85K | ﹤0.01% |
2,000
+1,400
| +233% | +$58.2K |
|
1523
Scotiabank
BNS
$108B
| $85K | ﹤0.01% |
1,592
+143
| +10% | +$7.46K |
|
1524
Church & Dwight Co
CHD
$24.5B
| $85K | ﹤0.01% |
2,832
+1,632
| +136% | +$50.2K |
|
1525
CALL
Energy Transfer Partners
ET
$69.3B
| $85K | ﹤0.01% |
5,200
+4,400
| +550% | +$70K |
|
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.