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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 | |
|---|---|---|---|---|---|---|
376
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $4.85M | 0.03% |
+53,000
| New | +$4.86M |
|
377
Walt Disney
DIS
$181B
| $4.81M | 0.03% |
74,623
+71,517
| +2,303% | +$4.58M |
|
378
Eli Lilly
LLY
$1.06T
| $4.81M | 0.03% |
95,584
-26,289
| -22% | -$1.38M |
|
|
SD
379
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $4.8M | 0.03% |
819,015
+818,470
| +150,178% | +$4.39M |
|
|
LINE
380
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $4.78M | 0.03% |
184,300
+183,500
| +22,938% | +$4.75M |
|
|
DFS
381
DELISTED
Discover Financial Services
DFS
| $4.75M | 0.03% |
94,086
+19,468
| +26% | +$974K |
|
382
CALL
Truist Financial
TFC
$64B
| $4.75M | 0.03% |
140,600
-31,900
| -18% | -$1.11M |
|
383
PUT
iShares MSCI Japan ETF
EWJ
$22.8B
| $4.69M | 0.02% |
98,350
-8,050
| -8% | -$373K |
|
384
CALL
Oil States International
OIS
$491M
| $4.68M | 0.02% |
79,100
+78,050
| +7,433% | +$4.26M |
|
385
PUT
HSBC
HSBC
$356B
| $4.63M | 0.02% |
98,996
+6,499
| +7% | +$308K |
|
386
PUT
Vodafone
VOD
$37.4B
| $4.54M | 0.02% |
126,647
+50,718
| +67% | +$1.6M |
|
387
AutoNation
AN
$6.92B
| $4.51M | 0.02% |
86,402
+53,859
| +166% | +$2.6M |
|
|
BHI
388
CALL
DELISTED
Baker Hughes
BHI
| $4.5M | 0.02% |
91,600
+79,600
| +663% | +$3.84M |
|
|
BIG
389
PUT
DELISTED
Big Lots, Inc.
BIG
| $4.48M | 0.02% |
120,800
+117,900
| +4,066% | +$4.17M |
|
|
PNRA
390
CALL
DELISTED
Panera Bread Co
PNRA
| $4.46M | 0.02% |
28,100
+19,600
| +231% | +$3.4M |
|
391
CALL
Nexstar Media Group
NXST
$5.97B
| $4.45M | 0.02% |
+100,000
| New | +$3.57M |
|
|
WFM
392
PUT
DELISTED
Whole Foods Market Inc
WFM
| $4.44M | 0.02% |
75,900
-415,200
| -85% | -$22.9M |
|
|
HOT
393
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $4.41M | 0.02% |
66,300
+700
| +1% | +$46.3K |
|
394
PUT
Qualcomm
QCOM
$176B
| $4.39M | 0.02% |
65,300
-396,400
| -86% | -$26M |
|
|
AET
395
PUT
DELISTED
Aetna Inc
AET
| $4.39M | 0.02% |
68,600
-10,700
| -13% | -$686K |
|
396
F5
FFIV
$22.7B
| $4.38M | 0.02% |
51,103
+51,084
| +268,863% | +$4.34M |
|
397
CALL
EOG Resources
EOG
$70.7B
| $4.37M | 0.02% |
51,600
+29,200
| +130% | +$2.27M |
|
|
BTU
398
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $4.34M | 0.02% |
16,780
+14,567
| +658% | +$3.72M |
|
|
ATVI
399
CALL
DELISTED
Activision Blizzard
ATVI
| $4.33M | 0.02% |
259,700
+8,600
| +3% | +$142K |
|
|
BIG
400
CALL
DELISTED
Big Lots, Inc.
BIG
| $4.32M | 0.02% |
116,400
+116,000
| +29,000% | +$4.1M |
|
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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.