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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 | |
|---|---|---|---|---|---|---|
451
Xerox
XRX
$425M
| $3M | 0.02% |
110,680
+103,938
| +1,542% | +$2.73M |
|
452
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $2.98M | 0.02% |
81,259
-119,389
| -60% | -$4.32M |
|
453
CALL
Costco
COST
$420B
| $2.93M | 0.02% |
25,400
+11,400
| +81% | +$1.32M |
|
454
CALL
Intercontinental Exchange
ICE
$84.4B
| $2.92M | 0.02% |
80,500
-3,500
| -4% | -$127K |
|
|
BRCM
455
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $2.89M | 0.02% |
111,200
-187,000
| -63% | -$5.28M |
|
456
PUT
Boyd Gaming
BYD
$6.06B
| $2.89M | 0.02% |
204,200
-8,300
| -4% | -$102K |
|
457
Goodyear
GT
$1.85B
| $2.87M | 0.02% |
127,688
+125,045
| +4,731% | +$2.39M |
|
458
Elevance Health
ELV
$85.5B
| $2.86M | 0.02% |
34,208
+10,215
| +43% | +$875K |
|
|
GMCR
459
DELISTED
KEURIG GREEN MTN INC
GMCR
| $2.86M | 0.02% |
37,971
+27,798
| +273% | +$2.19M |
|
460
CALL
Dick's Sporting Goods
DKS
$18.7B
| $2.77M | 0.01% |
52,000
+49,200
| +1,757% | +$2.48M |
|
|
JOY
461
PUT
DELISTED
Joy Global Inc
JOY
| $2.77M | 0.01% |
54,300
-3,000
| -5% | -$153K |
|
|
AOL
462
CALL
DELISTED
AOL INC COMMON STOCK
AOL
| $2.76M | 0.01% |
79,800
-182,000
| -70% | -$6.48M |
|
463
PUT
Gen Digital
GEN
$17.5B
| $2.75M | 0.01% |
111,000
-101,900
| -48% | -$2.56M |
|
464
PUT
ArcelorMittal
MT
$55.3B
| $2.75M | 0.01% |
87,817
-87
| -0.1% | -$2.61K |
|
465
Simon Property Group
SPG
$72.3B
| $2.74M | 0.01% |
19,678
-26,144
| -57% | -$3.8M |
|
466
PUT
Leidos
LDOS
$17.3B
| $2.72M | 0.01% |
500
-11,124
| -96% | -$413K |
|
467
PUT
Expedia Group
EXPE
$37.3B
| $2.71M | 0.01% |
52,300
+51,800
| +10,360% | +$2.77M |
|
468
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $2.71M | 0.01% |
85,000
+84,000
| +8,400% | +$2.24M |
|
469
US Bancorp
USB
$99.6B
| $2.71M | 0.01% |
73,970
+72,803
| +6,238% | +$2.7M |
|
|
PNRA
470
DELISTED
Panera Bread Co
PNRA
| $2.7M | 0.01% |
17,059
-4,615
| -21% | -$802K |
|
471
PUT
Under Armour
UAA
$2.6B
| $2.66M | 0.01% |
134,000
-2,800
| -2% | -$49.4K |
|
472
CALL
PNC Financial Services
PNC
$101B
| $2.65M | 0.01% |
36,600
+26,200
| +252% | +$1.96M |
|
473
Seagate
STX
$184B
| $2.65M | 0.01% |
60,583
+56,080
| +1,245% | +$2.36M |
|
|
EMC
474
CALL
DELISTED
EMC CORPORATION
EMC
| $2.65M | 0.01% |
103,400
-104,600
| -50% | -$2.72M |
|
|
RAX
475
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $2.62M | 0.01% |
49,600
+47,800
| +2,656% | +$2.21M |
|
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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.