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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 | |
|---|---|---|---|---|---|---|
|
TWC
601
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $1.41M | 0.01% |
12,600
-205,100
| -94% | -$23.1M |
|
|
BBBY
602
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.4M | 0.01% |
18,100
-31,500
| -64% | -$2.36M |
|
603
PUT
CSX Corp
CSX
$93.1B
| $1.4M | 0.01% |
162,900
-97,500
| -37% | -$818K |
|
604
PUT
KB Home
KBH
$3.59B
| $1.4M | 0.01% |
77,600
+70,700
| +1,025% | +$1.24M |
|
|
ETFC
605
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $1.39M | 0.01% |
84,200
-322,100
| -79% | -$4.8M |
|
606
CALL
Wolfspeed
WOLF
$1.71B
| $1.38M | 0.01% |
23,000
-38,700
| -63% | -$2.46M |
|
607
PPG Industries
PPG
$26.6B
| $1.37M | 0.01% |
16,368
+12,756
| +353% | +$1.02M |
|
|
EPB
608
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
| $1.35M | 0.01% |
32,064
+5,924
| +23% | +$250K |
|
609
Ameriprise Financial
AMP
$48.8B
| $1.35M | 0.01% |
14,851
+4,134
| +39% | +$365K |
|
610
CALL
Stryker
SYK
$130B
| $1.35M | 0.01% |
20,000
| – | – |
|
611
PUT
RTX Corp
RTX
$301B
| $1.35M | 0.01% |
19,863
+15,255
| +331% | +$998K |
|
612
CALL
Kohl's
KSS
$2.19B
| $1.34M | 0.01% |
25,900
-25,100
| -49% | -$1.31M |
|
613
CALL
Newmont
NEM
$119B
| $1.34M | 0.01% |
47,800
-88,800
| -65% | -$2.63M |
|
614
TE Connectivity
TEL
$62.6B
| $1.34M | 0.01% |
25,824
+23,252
| +904% | +$1.16M |
|
615
Paychex
PAYX
$42.7B
| $1.33M | 0.01% |
+32,754
| New | +$1.29M |
|
616
PUT
Energy Transfer Partners
ET
$69.3B
| $1.32M | 0.01% |
+80,400
| New | +$1.28M |
|
617
iShares US Real Estate ETF
IYR
$4.57B
| $1.32M | 0.01% |
+20,743
| New | +$1.36M |
|
618
PUT
Toll Brothers
TOL
$14.5B
| $1.31M | 0.01% |
40,400
+36,800
| +1,022% | +$1.19M |
|
|
619
CALL
KB Home
KBH
$3.59B
| $1.31M | 0.01% |
72,600
+69,100
| +1,974% | +$1.21M |
|
|
GAP
620
CALL
The Gap Inc
GAP
$7.37B
| $1.29M | 0.01% |
32,100
+11,500
| +56% | +$496K |
|
621
PUT
Groupon
GRPN
$1.02B
| $1.28M | 0.01% |
5,710
-21,430
| -79% | -$4.27M |
|
|
WBA
622
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $1.27M | 0.01% |
23,600
+5,000
| +27% | +$251K |
|
623
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $1.26M | 0.01% |
41,300
+35,700
| +638% | +$1.07M |
|
624
CALL
Trip.com Group
TCOM
$29.1B
| $1.26M | 0.01% |
43,000
+41,600
| +2,971% | +$895K |
|
|
JOY
625
DELISTED
Joy Global Inc
JOY
| $1.25M | 0.01% |
24,508
-6,735
| -22% | -$344K |
|
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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.