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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 | |
|---|---|---|---|---|---|---|
1176
CALL
Timken Company
TKR
$9.03B
| $174K | ﹤0.01% |
+4,051
| New | +$174K |
|
|
TYC
1177
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $174K | ﹤0.01% |
4,742
+4,481
| +1,717% | +$162K |
|
1178
PUT
Eastman Chemical
EMN
$8.42B
| $173K | ﹤0.01% |
2,200
-7,400
| -77% | -$570K |
|
1179
CALL
Transocean
RIG
$5.82B
| $173K | ﹤0.01% |
3,900
-4,200
| -52% | -$199K |
|
|
SKX
1180
CALL
DELISTED
Skechers
SKX
| $173K | ﹤0.01% |
16,500
+16,200
| +5,400% | +$154K |
|
|
RYL
1181
CALL
DELISTED
RYLAND GROUP INC
RYL
| $173K | ﹤0.01% |
4,300
+1,800
| +72% | +$69.3K |
|
1182
CALL
ICICI Bank
IBN
$108B
| $172K | ﹤0.01% |
31,350
+15,400
| +97% | +$90.4K |
|
1183
CALL
Natural Resource Partners
NRP
$1.42B
| $172K | ﹤0.01% |
900
+730
| +429% | +$148K |
|
|
1184
CALL
Nucor
NUE
$62.1B
| $172K | ﹤0.01% |
3,500
-190,400
| -98% | -$8.92M |
|
|
ETP
1185
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $172K | ﹤0.01% |
3,300
-2,100
| -39% | -$108K |
|
1186
EQT Corp
EQT
$32.3B
| $171K | ﹤0.01% |
+3,551
| New | +$165K |
|
1187
KB Home
KBH
$3.59B
| $171K | ﹤0.01% |
9,504
+6,326
| +199% | +$111K |
|
1188
SLB Ltd
SLB
$75B
| $171K | ﹤0.01% |
1,935
-188,495
| -99% | -$15.5M |
|
|
MRSH
1189
PUT
Marsh
MRSH
$91.5B
| $170K | ﹤0.01% |
3,900
+2,000
| +105% | +$84.1K |
|
1190
PUT
Ecolab
ECL
$79.9B
| $169K | ﹤0.01% |
1,700
-9,300
| -85% | -$865K |
|
1191
PUT
Entergy
ETR
$50B
| $169K | ﹤0.01% |
5,400
-20,400
| -79% | -$677K |
|
1192
CALL
GameStop
GME
$8.6B
| $169K | ﹤0.01% |
13,600
+6,000
| +79% | +$71.7K |
|
1193
iShares US Transportation ETF
IYT
$2.29B
| $169K | ﹤0.01% |
+5,748
| New | +$166K |
|
1194
Agilent Technologies
A
$41.2B
| $168K | ﹤0.01% |
4,591
-50,947
| -92% | -$1.72M |
|
1195
Williams-Sonoma
WSM
$29.6B
| $168K | ﹤0.01% |
5,978
-3,520
| -37% | -$102K |
|
1196
CALL
BHP
BHP
$230B
| $167K | ﹤0.01% |
2,957
+2,366
| +400% | +$129K |
|
|
1197
CALL
iShares US Transportation ETF
IYT
$2.29B
| $167K | ﹤0.01% |
5,600
+4,400
| +367% | +$127K |
|
|
CTB
1198
DELISTED
Cooper Tire & Rubber Co.
CTB
| $167K | ﹤0.01% |
5,420
+5,148
| +1,893% | +$168K |
|
|
EEP
1199
CALL
DELISTED
Enbridge Energy Partners
EEP
| $167K | ﹤0.01% |
5,500
+5,000
| +1,000% | +$153K |
|
|
IRBT
1200
PUT
DELISTED
iRobot
IRBT
| $166K | ﹤0.01% |
4,400
+4,100
| +1,367% | +$147K |
|
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.