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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 | |
|---|---|---|---|---|---|---|
551
CALL
DuPont de Nemours
DD
$19.2B
| $1.76M | 0.01% |
18,086
-39,606
| -69% | -$3.69M |
|
|
DD
552
DELISTED
Du Pont De Nemours E I
DD
| $1.76M | 0.01% |
31,574
+24,712
| +360% | +$1.35M |
|
|
X
553
CALL
DELISTED
US Steel
X
| $1.75M | 0.01% |
85,000
-64,500
| -43% | -$1.21M |
|
554
CALL
lululemon athletica
LULU
$14.6B
| $1.73M | 0.01% |
23,700
-13,100
| -36% | -$914K |
|
555
Ralph Lauren
RL
$23.6B
| $1.73M | 0.01% |
10,529
+8,120
| +337% | +$1.41M |
|
556
CALL
Expedia Group
EXPE
$37.3B
| $1.72M | 0.01% |
33,200
+32,000
| +2,667% | +$1.71M |
|
557
PUT
Terex
TEX
$7.74B
| $1.7M | 0.01% |
50,700
+45,200
| +822% | +$1.37M |
|
|
SODA
558
CALL
DELISTED
SodaStream International Ltd
SODA
| $1.7M | 0.01% |
27,300
-39,500
| -59% | -$2.51M |
|
559
Bristol-Myers Squibb
BMY
$132B
| $1.7M | 0.01% |
36,680
-22,801
| -38% | -$1M |
|
560
CALL
Adobe
ADBE
$105B
| $1.69M | 0.01% |
32,600
+2,300
| +8% | +$110K |
|
561
Carnival Corporation Ltd
CCL
$39.7B
| $1.69M | 0.01% |
+51,828
| New | +$1.88M |
|
562
CALL
United Rentals
URI
$72.4B
| $1.69M | 0.01% |
28,900
+23,400
| +425% | +$1.3M |
|
|
LNKD
563
CALL
DELISTED
LinkedIn Corporation
LNKD
| $1.68M | 0.01% |
6,800
-800
| -11% | -$180K |
|
564
iShares MSCI Emerging Markets ETF
EEM
$30B
| $1.67M | 0.01% |
+40,953
| New | +$1.62M |
|
565
CALL
Groupon
GRPN
$1.02B
| $1.67M | 0.01% |
7,430
-45,865
| -86% | -$9.14M |
|
566
PUT
BHP
BHP
$230B
| $1.67M | 0.01% |
29,566
-98,279
| -77% | -$5.34M |
|
567
Eastman Chemical
EMN
$8.42B
| $1.65M | 0.01% |
21,169
-11,840
| -36% | -$912K |
|
568
PUT
Lockheed Martin
LMT
$136B
| $1.65M | 0.01% |
12,900
-1,600
| -11% | -$194K |
|
|
569
lululemon athletica
LULU
$14.6B
| $1.64M | 0.01% |
+22,470
| New | +$1.57M |
|
|
DNR
570
DELISTED
Denbury Resources, Inc.
DNR
| $1.64M | 0.01% |
88,862
+85,976
| +2,979% | +$1.51M |
|
571
CALL
Nike
NKE
$61.9B
| $1.63M | 0.01% |
44,800
+42,400
| +1,767% | +$1.38M |
|
572
PUT
Viavi Solutions
VIAV
$9.66B
| $1.63M | 0.01% |
194,435
+192,501
| +9,954% | +$1.58M |
|
|
GG
573
PUT
DELISTED
Goldcorp Inc
GG
| $1.62M | 0.01% |
62,300
+6,200
| +11% | +$171K |
|
574
First Solar
FSLR
$26.9B
| $1.61M | 0.01% |
40,139
-45,487
| -53% | -$1.92M |
|
|
575
PUT
Nucor
NUE
$62.1B
| $1.61M | 0.01% |
32,900
-865,700
| -96% | -$40.6M |
|
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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.