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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 | |
|---|---|---|---|---|---|---|
826
PUT
Cheniere Energy
LNG
$52.9B
| $511K | ﹤0.01% |
15,000
+2,200
| +17% | +$65.3K |
|
827
The Mosaic Company
MOS
$7.33B
| $510K | ﹤0.01% |
11,857
-49,493
| -81% | -$2.3M |
|
828
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $509K | ﹤0.01% |
+4,484
| New | +$507K |
|
|
BWLD
829
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $508K | ﹤0.01% |
+4,600
| New | +$483K |
|
830
CALL
Colgate-Palmolive
CL
$74.4B
| $498K | ﹤0.01% |
8,400
-300
| -3% | -$17.8K |
|
831
Humana
HUM
$46.2B
| $497K | ﹤0.01% |
5,327
+1,762
| +49% | +$162K |
|
832
CALL
Petrobras
PBR
$116B
| $492K | ﹤0.01% |
31,800
+5,800
| +22% | +$82.6K |
|
833
PUT
Air Products & Chemicals
APD
$67.6B
| $490K | ﹤0.01% |
4,973
-80,750
| -94% | -$7.67M |
|
834
Olin
OLN
$2.12B
| $486K | ﹤0.01% |
+21,075
| New | +$499K |
|
835
3M
MMM
$94.3B
| $485K | ﹤0.01% |
4,858
+351
| +8% | +$34.1K |
|
836
CALL
HCA Healthcare
HCA
$89.5B
| $484K | ﹤0.01% |
11,300
-2,500
| -18% | -$97.7K |
|
837
PUT
Sysco
SYY
$40.3B
| $484K | ﹤0.01% |
15,200
+10,700
| +238% | +$359K |
|
|
DRYS
838
DELISTED
DryShips Inc. Common Stock
DRYS
| – | – |
0
| – | – |
|
|
DISH
839
DELISTED
DISH Network Corp.
DISH
| $482K | ﹤0.01% |
10,711
-5,160
| -33% | -$232K |
|
840
CALL
Range Resources
RRC
$8.95B
| $480K | ﹤0.01% |
6,300
+4,100
| +186% | +$320K |
|
|
DNKN
841
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $480K | ﹤0.01% |
10,600
+5,500
| +108% | +$241K |
|
842
CALL
Chubb
CB
$135B
| $476K | ﹤0.01% |
5,100
-8,200
| -62% | -$750K |
|
|
ROC
843
PUT
DELISTED
ROCKWOOD HLDGS INC
ROC
| $475K | ﹤0.01% |
7,100
+5,500
| +344% | +$363K |
|
|
PCL
844
PUT
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $472K | ﹤0.01% |
10,100
+8,500
| +531% | +$398K |
|
845
CALL
Southern Company
SO
$107B
| $469K | ﹤0.01% |
11,400
+6,500
| +133% | +$280K |
|
|
SIAL
846
PUT
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $469K | ﹤0.01% |
5,500
+2,500
| +83% | +$210K |
|
|
DNKN
847
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $467K | ﹤0.01% |
10,300
+7,400
| +255% | +$324K |
|
848
CALL
Ralph Lauren
RL
$23.6B
| $460K | ﹤0.01% |
2,800
-27,500
| -91% | -$4.77M |
|
849
Occidental Petroleum
OXY
$55.9B
| $457K | ﹤0.01% |
5,097
-76,211
| -94% | -$6.55M |
|
|
RTN
850
PUT
DELISTED
Raytheon Company
RTN
| $456K | ﹤0.01% |
5,900
-23,300
| -80% | -$1.73M |
|
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.