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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 | |
|---|---|---|---|---|---|---|
1226
PUT
D.R. Horton
DHI
$42.3B
| $155K | ﹤0.01% |
7,900
+4,500
| +132% | +$89.1K |
|
1227
Ford
F
$55.7B
| $155K | ﹤0.01% |
9,190
-110,482
| -92% | -$1.87M |
|
1228
PUT
McCormick & Company Non-Voting
MKC
$14.2B
| $155K | ﹤0.01% |
4,800
-4,800
| -50% | -$168K |
|
1229
Helmerich & Payne
HP
$3.71B
| $154K | ﹤0.01% |
2,227
-90
| -4% | -$5.94K |
|
1230
International Flavors & Fragrances
IFF
$21.9B
| $154K | ﹤0.01% |
1,870
+1,071
| +134% | +$86.7K |
|
1231
CALL
Toyota
TM
$225B
| $154K | ﹤0.01% |
1,200
-800
| -40% | -$102K |
|
|
GOLD
1232
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $154K | ﹤0.01% |
2,233
-608
| -21% | -$43.5K |
|
1233
CALL
Illinois Tool Works
ITW
$84.5B
| $153K | ﹤0.01% |
2,000
+500
| +33% | +$36.5K |
|
1234
CALL
Nabors Industries
NBR
$1.21B
| $153K | ﹤0.01% |
190
+100
| +111% | +$78.6K |
|
|
EVEP
1235
CALL
DELISTED
EV Energy Partners, L.P.
EVEP
| $153K | ﹤0.01% |
4,100
+3,200
| +356% | +$122K |
|
|
GRMN
1236
Garmin
GRMN
$60B
| $152K | ﹤0.01% |
+3,371
| New | +$134K |
|
1237
Sysco
SYY
$40.3B
| $152K | ﹤0.01% |
4,771
+3,727
| +357% | +$125K |
|
1238
PUT
Toro Company
TTC
$9.49B
| $152K | ﹤0.01% |
5,600
+4,800
| +600% | +$122K |
|
1239
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $152K | ﹤0.01% |
5,000
-730,200
| -99% | -$21.7M |
|
|
STMP
1240
PUT
DELISTED
Stamps.com, Inc.
STMP
| $152K | ﹤0.01% |
3,300
+600
| +22% | +$25.1K |
|
1241
CALL
Canadian Solar
CSIQ
$1.08B
| $151K | ﹤0.01% |
9,000
+5,400
| +150% | +$72.2K |
|
|
IRBT
1242
CALL
DELISTED
iRobot
IRBT
| $151K | ﹤0.01% |
4,000
+3,600
| +900% | +$129K |
|
1243
PUT
Prologis
PLD
$133B
| $151K | ﹤0.01% |
+4,000
| New | +$151K |
|
|
SOHU
1244
PUT
Sohu.com
SOHU
$357M
| $151K | ﹤0.01% |
1,900
-200
| -10% | -$13.1K |
|
|
RKT
1245
PUT
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $151K | ﹤0.01% |
3,000
+1,200
| +67% | +$67K |
|
|
BNY
1246
CALL
Bank of New York Mellon
BNY
$107B
| $150K | ﹤0.01% |
5,000
+3,200
| +178% | +$98.1K |
|
1247
CALL
Cboe Global Markets
CBOE
$29.9B
| $150K | ﹤0.01% |
3,300
+2,300
| +230% | +$109K |
|
1248
PUT
iShares Core S&P Small-Cap ETF
IJR
$112B
| $150K | ﹤0.01% |
+3,000
| New | +$145K |
|
1249
Petrobras
PBR
$116B
| $150K | ﹤0.01% |
+9,677
| New | +$138K |
|
1250
PUT
Wabtec
WAB
$49.3B
| $150K | ﹤0.01% |
+2,400
| New | +$141K |
|
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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.