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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 | |
|---|---|---|---|---|---|---|
|
VIAB
876
DELISTED
Viacom Inc. Class B
VIAB
| $425K | ﹤0.01% |
5,079
+3,304
| +186% | +$256K |
|
|
SWY
877
PUT
DELISTED
SAFEWAY INC
SWY
| $422K | ﹤0.01% |
14,744
-375,759
| -96% | -$8.95M |
|
|
XL
878
PUT
DELISTED
XL Group Ltd.
XL
| $419K | ﹤0.01% |
13,600
-119,500
| -90% | -$3.71M |
|
879
CALL
Alcoa
AA
$13.2B
| $418K | ﹤0.01% |
21,432
-192,634
| -90% | -$3.73M |
|
880
CALL
Owens Corning
OC
$12.4B
| $418K | ﹤0.01% |
11,000
+4,600
| +72% | +$179K |
|
881
Lamar Advertising Co
LAMR
$16.3B
| $416K | ﹤0.01% |
8,845
+8,422
| +1,991% | +$371K |
|
882
CALL
United Airlines
UAL
$42.1B
| $413K | ﹤0.01% |
13,500
+9,600
| +246% | +$309K |
|
|
MXIM
883
PUT
DELISTED
Maxim Integrated Products
MXIM
| $412K | ﹤0.01% |
13,800
+3,500
| +34% | +$99.6K |
|
884
CALL
Factset
FDS
$10.2B
| $404K | ﹤0.01% |
3,700
+3,200
| +640% | +$346K |
|
885
PUT
M&T Bank
MTB
$36.2B
| $402K | ﹤0.01% |
3,600
-1,300
| -27% | -$150K |
|
|
WNR
886
CALL
DELISTED
Western Refining Inc
WNR
| $402K | ﹤0.01% |
13,400
+13,000
| +3,250% | +$382K |
|
887
PUT
Sherwin-Williams
SHW
$89.8B
| $399K | ﹤0.01% |
6,600
-2,700
| -29% | -$159K |
|
888
PUT
Kinross Gold
KGC
$32.8B
| $397K | ﹤0.01% |
78,000
-248,600
| -76% | -$1.32M |
|
889
PUT
First Solar
FSLR
$26.9B
| $396K | ﹤0.01% |
9,900
-60,100
| -86% | -$2.54M |
|
|
NILE
890
CALL
DELISTED
Blue Nile, Inc.
NILE
| $396K | ﹤0.01% |
9,700
+4,600
| +90% | +$177K |
|
|
PETM
891
DELISTED
PETSMART INC
PETM
| $395K | ﹤0.01% |
+5,184
| New | +$375K |
|
892
CALL
SLM Corp
SLM
$5.15B
| $393K | ﹤0.01% |
44,208
+9,233
| +26% | +$80.6K |
|
893
CSX Corp
CSX
$93.1B
| $392K | ﹤0.01% |
45,624
+28,902
| +173% | +$243K |
|
|
WPZ
894
PUT
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
| $390K | ﹤0.01% |
7,855
+6,369
| +429% | +$305K |
|
895
Air Products & Chemicals
APD
$67.6B
| $389K | ﹤0.01% |
3,946
-2,275
| -37% | -$216K |
|
896
PUT
Sturm, Ruger & Co
RGR
$593M
| $389K | ﹤0.01% |
+6,200
| New | +$333K |
|
|
SINA
897
CALL
DELISTED
Sina Corp
SINA
| $385K | ﹤0.01% |
4,800
-38,500
| -89% | -$2.83M |
|
898
PUT
Dillards
DDS
$9.56B
| $384K | ﹤0.01% |
4,900
+1,600
| +48% | +$130K |
|
|
WCC
899
PUT
WESCO International
WCC
$17.7B
| $383K | ﹤0.01% |
5,000
+4,200
| +525% | +$312K |
|
|
ABV
900
PUT
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
| $379K | ﹤0.01% |
9,900
+8,400
| +560% | +$308K |
|
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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.