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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 | |
|---|---|---|---|---|---|---|
2726
CALL
American Eagle Outfitters
AEO
$3.01B
| $6K | ﹤0.01% |
400
-100
| -20% | -$1.68K |
|
2727
CALL
AngloGold Ashanti
AU
$44.6B
| $6K | ﹤0.01% |
400
-1,900
| -83% | -$25.4K |
|
2728
CALL
Centene
CNC
$32.3B
| $6K | ﹤0.01% |
400
| – | – |
|
2729
PUT
Coherent
COHR
$67.6B
| $6K | ﹤0.01% |
+300
| New | +$5.58K |
|
2730
Invesco DB Oil Fund
DBO
$361M
| $6K | ﹤0.01% |
+211
| New | +$5.79K |
|
2731
PUT
Delek US
DK
$3.63B
| $6K | ﹤0.01% |
+300
| New | +$7.93K |
|
2732
CALL
Diana Shipping
DSX
$323M
| $6K | ﹤0.01% |
+715
| New | +$5.48K |
|
2733
Flotek Industries
FTK
$1.29B
| $6K | ﹤0.01% |
+41
| New | +$4.97K |
|
2734
Helix Energy Solutions
HLX
$1.46B
| $6K | ﹤0.01% |
238
-299
| -56% | -$7.68K |
|
2735
CALL
Hovnanian Enterprises
HOV
$802M
| $6K | ﹤0.01% |
44
-16
| -27% | -$2.14K |
|
2736
CALL
IAMGOLD
IAG
$9.27B
| $6K | ﹤0.01% |
+1,500
| New | +$7.87K |
|
|
2737
PUT
IAMGOLD
IAG
$9.27B
| $6K | ﹤0.01% |
1,500
+1,000
| +200% | +$5.25K |
|
2738
iShares US Basic Materials ETF
IYM
$1.24B
| $6K | ﹤0.01% |
+78
| New | +$5.6K |
|
2739
CALL
KeyCorp
KEY
$24.7B
| $6K | ﹤0.01% |
500
-1,200
| -71% | -$14.3K |
|
2740
PUT
Kulicke & Soffa
KLIC
$4.74B
| $6K | ﹤0.01% |
+500
| New | +$5.69K |
|
2741
ManpowerGroup
MAN
$2.57B
| $6K | ﹤0.01% |
89
-118
| -57% | -$7.9K |
|
2742
PUT
Manitowoc
MTW
$525M
| $6K | ﹤0.01% |
331
-2,208
| -87% | -$40.1K |
|
2743
Neogen
NEOG
$2.53B
| $6K | ﹤0.01% |
372
+108
| +41% | +$1.54K |
|
2744
PUT
NatWest
NWG
$77B
| $6K | ﹤0.01% |
+464
| New | +$5.19K |
|
2745
Oshkosh
OSK
$9.55B
| $6K | ﹤0.01% |
+121
| New | +$5.38K |
|
2746
Perrigo
PRGO
$1.77B
| $6K | ﹤0.01% |
+50
| New | +$6.24K |
|
2747
Scansource
SCSC
$1.17B
| $6K | ﹤0.01% |
+187
| New | +$6.34K |
|
|
SEE
2748
CALL
DELISTED
Sealed Air
SEE
| $6K | ﹤0.01% |
200
-13,600
| -99% | -$385K |
|
2749
Silicon Motion
SIMO
$8.72B
| $6K | ﹤0.01% |
+453
| New | +$5.11K |
|
2750
Synopsys
SNPS
$77.8B
| $6K | ﹤0.01% |
167
| – | – |
|
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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.