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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 | |
|---|---|---|---|---|---|---|
951
PUT
Avis
CAR
$5.02B
| $312K | ﹤0.01% |
10,800
+4,600
| +74% | +$137K |
|
952
CALL
Fluor
FLR
$7.96B
| $312K | ﹤0.01% |
4,400
+3,200
| +267% | +$207K |
|
|
GNC
953
CALL
DELISTED
GNC Holdings, Inc.
GNC
| $312K | ﹤0.01% |
+5,700
| New | +$291K |
|
|
MJN
954
DELISTED
Mead Johnson Nutrition Company
MJN
| $312K | ﹤0.01% |
+4,198
| New | +$315K |
|
955
American Express
AXP
$230B
| $311K | ﹤0.01% |
4,122
+3,300
| +401% | +$248K |
|
956
GameStop
GME
$8.6B
| $309K | ﹤0.01% |
24,900
+296
| +1% | +$3.54K |
|
|
NIHD
957
DELISTED
NII HOLDINGS INC CL B
NIHD
| $308K | ﹤0.01% |
50,750
+50,587
| +31,035% | +$341K |
|
958
PUT
Genworth Financial
GNW
$3.71B
| $306K | ﹤0.01% |
24,000
+21,700
| +943% | +$272K |
|
959
Wynn Resorts
WYNN
$10.6B
| $306K | ﹤0.01% |
1,937
-28,417
| -94% | -$3.98M |
|
|
CRZO
960
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $303K | ﹤0.01% |
8,100
+800
| +11% | +$26.6K |
|
961
Celanese
CE
$4.82B
| $301K | ﹤0.01% |
5,697
+5,429
| +2,026% | +$266K |
|
962
PUT
Cigna
CI
$74.6B
| $301K | ﹤0.01% |
3,900
-348,700
| -99% | -$27.2M |
|
963
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.5B
| $301K | ﹤0.01% |
+2,000
| New | +$305K |
|
964
PUT
SM Energy
SM
$6.87B
| $301K | ﹤0.01% |
3,900
+1,300
| +50% | +$89.9K |
|
|
FWLT
965
CALL
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
| $301K | ﹤0.01% |
11,400
+11,300
| +11,300% | +$264K |
|
966
CALL
Ulta Beauty
ULTA
$24.3B
| $300K | ﹤0.01% |
2,500
-4,000
| -62% | -$415K |
|
|
DGIT
967
CALL
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
| $300K | ﹤0.01% |
23,200
-88,500
| -79% | -$926K |
|
968
PUT
Designer Brands
DBI
$333M
| $299K | ﹤0.01% |
7,000
+2,400
| +52% | +$97K |
|
969
J.M. Smucker
SJM
$12.8B
| $299K | ﹤0.01% |
2,845
+2,298
| +420% | +$249K |
|
|
CRR
970
PUT
DELISTED
Carbo Ceramics Inc.
CRR
| $298K | ﹤0.01% |
3,000
-47,700
| -94% | -$4.05M |
|
|
TUP
971
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $295K | ﹤0.01% |
+3,400
| New | +$284K |
|
|
CSC
972
DELISTED
Computer Sciences
CSC
| $293K | ﹤0.01% |
13,450
-28,070
| -68% | -$590K |
|
973
Diageo
DEO
$53.6B
| $292K | ﹤0.01% |
2,294
-2,304
| -50% | -$288K |
|
974
Cummins
CMI
$88.7B
| $291K | ﹤0.01% |
2,192
-27,831
| -93% | -$3.44M |
|
|
ABV
975
CALL
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
| $291K | ﹤0.01% |
7,600
+6,400
| +533% | +$235K |
|
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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.