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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 | |
|---|---|---|---|---|---|---|
|
CTRA
576
CALL
DELISTED
Coterra Energy
CTRA
| $1.6M | 0.01% |
42,800
+1,000
| +2% | +$37.5K |
|
|
WBA
577
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $1.59M | 0.01% |
29,500
-36,700
| -55% | -$1.84M |
|
|
P
578
CALL
DELISTED
Pandora Media Inc
P
| $1.56M | 0.01% |
62,000
-387,400
| -86% | -$7.93M |
|
|
GG
579
CALL
DELISTED
Goldcorp Inc
GG
| $1.56M | 0.01% |
59,900
+52,800
| +744% | +$1.46M |
|
580
PUT
PPG Industries
PPG
$26.6B
| $1.55M | 0.01% |
18,600
+16,400
| +745% | +$1.31M |
|
|
CIT
581
DELISTED
CIT Group Inc.
CIT
| $1.55M | 0.01% |
+31,842
| New | +$1.56M |
|
582
CALL
Baxter International
BAX
$14.2B
| $1.55M | 0.01% |
43,448
+25,222
| +138% | +$979K |
|
583
CALL
AGNC Investment
AGNC
$12.9B
| $1.55M | 0.01% |
68,500
+64,900
| +1,803% | +$1.46M |
|
584
Royal Caribbean
RCL
$85.6B
| $1.53M | 0.01% |
40,018
+39,181
| +4,681% | +$1.47M |
|
|
BKS
585
DELISTED
Barnes & Noble
BKS
| $1.53M | 0.01% |
180,453
+128,654
| +248% | +$1.34M |
|
586
iShares Russell 2000 ETF
IWM
$81.9B
| $1.52M | 0.01% |
+14,240
| New | +$1.47M |
|
|
BBBY
587
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.51M | 0.01% |
19,570
+11,654
| +147% | +$873K |
|
588
SLM Corp
SLM
$5.15B
| $1.49M | 0.01% |
167,816
+142,707
| +568% | +$1.25M |
|
589
PUT
Monster Beverage
MNST
$88.5B
| $1.49M | 0.01% |
171,000
+6,600
| +4% | +$65.1K |
|
|
ALU
590
CALL
DELISTED
Alcatel-Lucent
ALU
| $1.49M | 0.01% |
+437,528
| New | +$1.12M |
|
|
SD
591
CALL
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $1.48M | 0.01% |
251,600
+249,800
| +13,878% | +$1.34M |
|
592
Western Union
WU
$2.21B
| $1.46M | 0.01% |
78,367
+76,103
| +3,361% | +$1.37M |
|
593
PUT
Banco Bradesco
BBD
$36.7B
| $1.45M | 0.01% |
266,329
+10,204
| +4% | +$50.3K |
|
|
PETM
594
PUT
DELISTED
PETSMART INC
PETM
| $1.44M | 0.01% |
18,900
+11,400
| +152% | +$824K |
|
595
PUT
Factset
FDS
$10.2B
| $1.44M | 0.01% |
13,200
+9,800
| +288% | +$1.06M |
|
596
Wolfspeed
WOLF
$1.71B
| $1.44M | 0.01% |
23,904
-34,100
| -59% | -$2.17M |
|
597
PUT
Emerson Electric
EMR
$88.3B
| $1.42M | 0.01% |
22,000
-2,100
| -9% | -$128K |
|
598
PUT
Best Buy
BBY
$17.3B
| $1.42M | 0.01% |
37,900
-62,200
| -62% | -$2.07M |
|
599
PUT
Honeywell
HON
$78B
| $1.42M | 0.01% |
19,031
-7,901
| -29% | -$586K |
|
600
CALL
Microchip Technology
MCHP
$46B
| $1.41M | 0.01% |
70,200
+68,200
| +3,410% | +$1.35M |
|
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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.