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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 | |
|---|---|---|---|---|---|---|
|
LGF
1626
PUT
DELISTED
Lions Gate Entertainment
LGF
| $71K | ﹤0.01% |
2,000
-300
| -13% | -$10.2K |
|
|
TRW
1627
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $71K | ﹤0.01% |
993
-1,136
| -53% | -$79.9K |
|
1628
Alaska Air
ALK
$5.58B
| $70K | ﹤0.01% |
2,234
+1,674
| +299% | +$50K |
|
1629
American Tower
AMT
$80.4B
| $70K | ﹤0.01% |
+948
| New | +$68.4K |
|
1630
PUT
Andersons Inc
ANDE
$2.22B
| $70K | ﹤0.01% |
1,500
-2,700
| -64% | -$114K |
|
1631
CALL
Jacobs Solutions
J
$17B
| $70K | ﹤0.01% |
+1,451
| New | +$70.5K |
|
1632
PUT
Children's Place
PLCE
$59.8M
| $70K | ﹤0.01% |
1,200
-900
| -43% | -$49.4K |
|
|
RDUS
1633
PUT
DELISTED
Radius Recycling
RDUS
| $70K | ﹤0.01% |
2,500
+100
| +4% | +$2.62K |
|
1634
Visteon
VC
$2.78B
| $70K | ﹤0.01% |
926
-1,863
| -67% | -$130K |
|
1635
PUT
Vanguard Dividend Appreciation ETF
VIG
$114B
| $70K | ﹤0.01% |
+1,000
| New | +$69.2K |
|
1636
PUT
Ziff Davis
ZD
$1.98B
| $70K | ﹤0.01% |
+1,610
| New | +$67.4K |
|
|
CJES
1637
PUT
DELISTED
C&J ENERGY SVCS LTD
CJES
| $70K | ﹤0.01% |
+3,500
| New | +$72.2K |
|
|
GRA
1638
PUT
DELISTED
W.R. Grace & Co.
GRA
| $70K | ﹤0.01% |
800
-1,000
| -56% | -$82.9K |
|
1639
Analog Devices
ADI
$190B
| $69K | ﹤0.01% |
1,462
+899
| +160% | +$43K |
|
1640
Commault Systems
CVLT
$5.61B
| $69K | ﹤0.01% |
+785
| New | +$65.8K |
|
1641
iShares Russell 1000 Value ETF
IWD
$83.7B
| $69K | ﹤0.01% |
+800
| New | +$69.4K |
|
1642
KLA
KLAC
$259B
| $69K | ﹤0.01% |
11,420
-28,610
| -71% | -$168K |
|
1643
SBA Communications
SBAC
$19.5B
| $69K | ﹤0.01% |
860
-79,862
| -99% | -$6.05M |
|
1644
State Street
STT
$50.7B
| $69K | ﹤0.01% |
1,049
-132,787
| -99% | -$9.09M |
|
|
CCMP
1645
PUT
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $69K | ﹤0.01% |
1,800
-2,200
| -55% | -$81.2K |
|
|
OKS
1646
PUT
DELISTED
Oneok Partners LP
OKS
| $69K | ﹤0.01% |
+1,300
| New | +$65.9K |
|
|
CAVM
1647
CALL
DELISTED
Cavium, Inc.
CAVM
| $69K | ﹤0.01% |
+1,700
| New | +$64K |
|
|
FNSR
1648
CALL
DELISTED
Finisar Corp
FNSR
| $69K | ﹤0.01% |
3,100
+2,600
| +520% | +$53.6K |
|
1649
PUT
AutoNation
AN
$6.92B
| $68K | ﹤0.01% |
1,300
-6,100
| -82% | -$294K |
|
1650
PUT
H.B. Fuller
FUL
$3.28B
| $68K | ﹤0.01% |
+1,500
| New | +$59.9K |
|
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.