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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 | |
|---|---|---|---|---|---|---|
|
DD
151
CALL
DELISTED
Du Pont De Nemours E I
DD
| $23.6M | 0.12% |
425,096
+241,137
| +131% | +$13.2M |
|
152
PUT
Starbucks
SBUX
$119B
| $23.4M | 0.12% |
608,800
+37,800
| +7% | +$1.36M |
|
|
153
VanEck Gold Miners ETF
GDX
$27.6B
| $23.4M | 0.12% |
+935,151
| New | +$24.9M |
|
154
PUT
Chevron
CVX
$382B
| $23.3M | 0.12% |
192,100
+300
| +0.2% | +$36.9K |
|
155
PUT
Freeport-McMoran
FCX
$98.7B
| $22.6M | 0.12% |
682,400
-182,900
| -21% | -$5.59M |
|
156
PUT
Merck
MRK
$323B
| $22.2M | 0.12% |
487,739
-1,708,240
| -78% | -$78M |
|
157
Teekay
TK
$973M
| $22M | 0.12% |
515,613
+2,983
| +0.6% | +$120K |
|
158
Prudential Financial
PRU
$42.1B
| $21.8M | 0.11% |
279,315
+57,235
| +26% | +$4.49M |
|
159
CALL
W.W. Grainger
GWW
$61.1B
| $21.6M | 0.11% |
82,500
+82,200
| +27,400% | +$21.4M |
|
160
CALL
FedEx
FDX
$76.9B
| $21M | 0.11% |
184,400
+154,000
| +507% | +$16.6M |
|
161
CALL
Blackstone
BX
$113B
| $21M | 0.11% |
859,221
-314,769
| -27% | -$7M |
|
162
PUT
PepsiCo
PEP
$188B
| $20.8M | 0.11% |
261,900
+122,000
| +87% | +$10M |
|
|
TIF
163
PUT
DELISTED
Tiffany & Co.
TIF
| $20.8M | 0.11% |
271,600
+180,100
| +197% | +$14.2M |
|
164
PUT
Bristol-Myers Squibb
BMY
$132B
| $20.8M | 0.11% |
448,800
-11,300
| -2% | -$496K |
|
165
PUT
Kimberly-Clark
KMB
$35.9B
| $20.8M | 0.11% |
229,773
-184,194
| -44% | -$17.1M |
|
166
CALL
Walt Disney
DIS
$178B
| $20.7M | 0.11% |
321,100
-340,800
| -51% | -$21.8M |
|
167
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $20.5M | 0.11% |
153,400
+76,500
| +99% | +$10M |
|
168
Whirlpool
WHR
$2.75B
| $20.3M | 0.11% |
138,539
+113,642
| +456% | +$15M |
|
169
CALL
APA Corp
APA
$14.4B
| $20.2M | 0.11% |
237,200
-231,000
| -49% | -$19.2M |
|
170
PNC Financial Services
PNC
$100B
| $20.1M | 0.11% |
277,607
+13,408
| +5% | +$1M |
|
171
PUT
CF Industries
CF
$18.4B
| $19.7M | 0.1% |
466,500
-611,500
| -57% | -$23.4M |
|
172
PUT
American Express
AXP
$229B
| $19.7M | 0.1% |
260,300
-97,500
| -27% | -$7.34M |
|
173
PUT
LyondellBasell Industries
LYB
$20.2B
| $19.6M | 0.1% |
268,300
+266,900
| +19,064% | +$18.6M |
|
174
iShares Silver Trust
SLV
$32B
| $19.4M | 0.1% |
928,300
+504,916
| +119% | +$10.4M |
|
175
PUT
Nike
NKE
$62.5B
| $19.2M | 0.1% |
528,800
+439,800
| +494% | +$14.4M |
|
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.