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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 | |
|---|---|---|---|---|---|---|
|
WLL
926
DELISTED
Whiting Petroleum Corporation
WLL
| $347K | ﹤0.01% |
19
+18
| +1,800% | +$279K |
|
|
CIT
927
PUT
DELISTED
CIT Group Inc.
CIT
| $347K | ﹤0.01% |
7,100
+4,500
| +173% | +$221K |
|
928
PUT
Helmerich & Payne
HP
$3.71B
| $346K | ﹤0.01% |
5,000
-1,100
| -18% | -$72.6K |
|
929
PUT
Cintas
CTAS
$81.3B
| $343K | ﹤0.01% |
+26,800
| New | +$325K |
|
930
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $341K | ﹤0.01% |
+3,000
| New | +$339K |
|
931
CALL
SAP
SAP
$238B
| $340K | ﹤0.01% |
4,600
-63,500
| -93% | -$4.69M |
|
932
United States Oil Fund
USO
$1.67B
| $337K | ﹤0.01% |
1,144
+848
| +286% | +$256K |
|
|
KMP
933
PUT
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $336K | ﹤0.01% |
4,200
+1,300
| +45% | +$108K |
|
934
PUT
Pricesmart
PSMT
$5.46B
| $333K | ﹤0.01% |
+3,500
| New | +$314K |
|
935
CALL
Mercado Libre
MELI
$92.3B
| $332K | ﹤0.01% |
2,500
+1,300
| +108% | +$156K |
|
|
TGNA
936
PUT
DELISTED
TEGNA Inc
TGNA
| $329K | ﹤0.01% |
23,703
+13,763
| +138% | +$184K |
|
937
PUT
HCA Healthcare
HCA
$89.5B
| $328K | ﹤0.01% |
7,700
-5,400
| -41% | -$211K |
|
938
iShares Russell 2000 Growth ETF
IWO
$15B
| $328K | ﹤0.01% |
+2,603
| New | +$314K |
|
939
PUT
L3Harris
LHX
$53.4B
| $327K | ﹤0.01% |
5,500
+5,100
| +1,275% | +$284K |
|
940
CALL
Advance Auto Parts
AAP
$3.49B
| $324K | ﹤0.01% |
3,900
+1,400
| +56% | +$114K |
|
941
Toronto Dominion Bank
TD
$200B
| $324K | ﹤0.01% |
7,196
+1,132
| +19% | +$48.1K |
|
|
942
PUT
Advance Auto Parts
AAP
$3.49B
| $322K | ﹤0.01% |
3,900
+2,600
| +200% | +$213K |
|
943
PUT
HF Sinclair
DINO
$14.5B
| $321K | ﹤0.01% |
+7,600
| New | +$330K |
|
|
MON
944
DELISTED
Monsanto Co
MON
| $321K | ﹤0.01% |
3,071
-59,217
| -95% | -$5.95M |
|
945
CALL
Air Products & Chemicals
APD
$67.6B
| $320K | ﹤0.01% |
3,243
+3,027
| +1,401% | +$288K |
|
946
PUT
GameStop
GME
$8.6B
| $319K | ﹤0.01% |
25,600
+13,600
| +113% | +$163K |
|
|
TUP
947
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $319K | ﹤0.01% |
3,700
+2,500
| +208% | +$209K |
|
|
ANN
948
CALL
DELISTED
ANN INC
ANN
| $316K | ﹤0.01% |
8,800
+3,600
| +69% | +$123K |
|
|
HOT
949
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $316K | ﹤0.01% |
4,748
+3,154
| +198% | +$209K |
|
950
CALL
M&T Bank
MTB
$36.2B
| $314K | ﹤0.01% |
2,800
| – | – |
|
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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.