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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 | |
|---|---|---|---|---|---|---|
1301
Assured Guaranty
AGO
$3.34B
| $133K | ﹤0.01% |
7,110
-97,598
| -93% | -$2.06M |
|
1302
PUT
iShares Select Dividend ETF
DVY
$23.6B
| $133K | ﹤0.01% |
+2,000
| New | +$133K |
|
1303
PUT
Jabil
JBL
$35.8B
| $133K | ﹤0.01% |
6,100
+4,000
| +190% | +$91.2K |
|
1304
Magna International
MGA
$18.8B
| $133K | ﹤0.01% |
3,226
+730
| +29% | +$28.6K |
|
1305
Red Robin
RRGB
$152M
| $133K | ﹤0.01% |
1,875
+1,262
| +206% | +$79K |
|
|
SWN
1306
DELISTED
Southwestern Energy Company
SWN
| $133K | ﹤0.01% |
+3,664
| New | +$139K |
|
|
JCP
1307
DELISTED
J.C. Penney Company, Inc.
JCP
| $133K | ﹤0.01% |
15,072
+14,936
| +10,982% | +$213K |
|
|
OPEN
1308
PUT
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
| $133K | ﹤0.01% |
1,900
+1,300
| +217% | +$90.9K |
|
1309
CALL
AllianceBernstein
AB
$3.47B
| $132K | ﹤0.01% |
6,600
+6,100
| +1,220% | +$126K |
|
1310
Compass Minerals
CMP
$1.15B
| $132K | ﹤0.01% |
1,728
+1,499
| +655% | +$119K |
|
1311
CALL
Watsco Inc
WSO
$13.6B
| $132K | ﹤0.01% |
1,400
+900
| +180% | +$82.4K |
|
|
PNK
1312
PUT
DELISTED
Pinnacle Entertainment Inc.
PNK
| $132K | ﹤0.01% |
+5,200
| New | +$117K |
|
1313
CALL
American Electric Power
AEP
$68.4B
| $131K | ﹤0.01% |
3,000
-11,300
| -79% | -$503K |
|
1314
PUT
Brookfield
BN
$108B
| $131K | ﹤0.01% |
+14,950
| New | +$128K |
|
1315
CALL
Cognizant
CTSH
$26B
| $131K | ﹤0.01% |
3,200
-400
| -11% | -$14.8K |
|
1316
General Motors
GM
$76.8B
| $131K | ﹤0.01% |
3,643
-265,785
| -99% | -$9.53M |
|
1317
PUT
W.W. Grainger
GWW
$60.2B
| $131K | ﹤0.01% |
500
-100
| -17% | -$26K |
|
1318
CALL
Teck Resources
TECK
$32.6B
| $131K | ﹤0.01% |
4,900
-6,200
| -56% | -$156K |
|
1319
EOG Resources
EOG
$70.7B
| $130K | ﹤0.01% |
1,532
-230
| -13% | -$17.8K |
|
1320
CALL
O'Reilly Automotive
ORLY
$76.3B
| $130K | ﹤0.01% |
15,000
-19,500
| -57% | -$159K |
|
1321
Plains All American Pipeline
PAA
$16.1B
| $130K | ﹤0.01% |
2,477
-923
| -27% | -$49.3K |
|
|
PPL
1322
PUT
PPL Corp
PPL
$26.7B
| $130K | ﹤0.01% |
4,617
-56,044
| -92% | -$1.61M |
|
|
TSL
1323
PUT
DELISTED
Trina Solar Limited
TSL
| $129K | ﹤0.01% |
8,300
+3,700
| +80% | +$32.8K |
|
1324
Avnet
AVT
$7.92B
| $128K | ﹤0.01% |
3,061
+1,854
| +154% | +$71.6K |
|
1325
Avis
CAR
$5.02B
| $128K | ﹤0.01% |
4,449
+106
| +2% | +$3.17K |
|
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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.