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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 | |
|---|---|---|---|---|---|---|
1351
PUT
FirstEnergy
FE
$27.5B
| $120K | ﹤0.01% |
3,300
-8,600
| -72% | -$323K |
|
|
SF
1352
Stifel
SF
$12.6B
| $120K | ﹤0.01% |
6,574
+3,928
| +148% | +$68.6K |
|
1353
CALL
Under Armour
UAA
$2.6B
| $120K | ﹤0.01% |
6,000
-1,200
| -17% | -$21.2K |
|
|
ONIT
1354
CALL
Onity Group
ONIT
$332M
| $120K | ﹤0.01% |
140
-33
| -19% | -$24.9K |
|
|
KSU
1355
CALL
DELISTED
Kansas City Southern
KSU
| $120K | ﹤0.01% |
1,100
+400
| +57% | +$44K |
|
1356
Cracker Barrel
CBRL
$1.29B
| $119K | ﹤0.01% |
1,151
+563
| +96% | +$56.4K |
|
1357
CALL
Core Laboratories
CLB
$521M
| $119K | ﹤0.01% |
700
+600
| +600% | +$93.1K |
|
1358
PUT
H&R Block
HRB
$5.86B
| $119K | ﹤0.01% |
+4,500
| New | +$131K |
|
|
ETP
1359
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $119K | ﹤0.01% |
2,300
-2,600
| -53% | -$134K |
|
1360
Agnico Eagle Mines
AEM
$90.5B
| $118K | ﹤0.01% |
4,456
-2,981
| -40% | -$85.1K |
|
1361
Affiliated Managers Group
AMG
$9.76B
| $118K | ﹤0.01% |
+647
| New | +$115K |
|
1362
Hain Celestial
HAIN
$53.7M
| $117K | ﹤0.01% |
3,034
+750
| +33% | +$28.3K |
|
|
K
1363
CALL
DELISTED
Kellanova
K
| $117K | ﹤0.01% |
2,130
+1,278
| +150% | +$76.2K |
|
1364
CALL
Mattel
MAT
$4.23B
| $117K | ﹤0.01% |
2,800
-2,800
| -50% | -$120K |
|
1365
PUT
Reliance Steel & Aluminium
RS
$21.6B
| $117K | ﹤0.01% |
1,600
+1,300
| +433% | +$90.7K |
|
1366
CALL
Toronto Dominion Bank
TD
$200B
| $117K | ﹤0.01% |
2,600
-43,200
| -94% | -$1.84M |
|
|
WW
1367
PUT
DELISTED
WW International
WW
| $117K | ﹤0.01% |
3,100
+300
| +11% | +$12.1K |
|
|
VIAB
1368
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $117K | ﹤0.01% |
1,400
-6,300
| -82% | -$488K |
|
|
RHT
1369
CALL
DELISTED
Red Hat Inc
RHT
| $117K | ﹤0.01% |
2,500
-19,200
| -88% | -$974K |
|
1370
PUT
Canadian Natural Resources
CNQ
$93.8B
| $116K | ﹤0.01% |
7,654
+1,448
| +23% | +$21.7K |
|
|
CEQP
1371
DELISTED
Crestwood Equity Partners LP
CEQP
| $116K | ﹤0.01% |
840
+227
| +37% | +$33.2K |
|
1372
Accenture
ACN
$108B
| $115K | ﹤0.01% |
1,562
-1,726
| -52% | -$128K |
|
1373
PUT
International Flavors & Fragrances
IFF
$21.9B
| $115K | ﹤0.01% |
1,400
-200
| -13% | -$16.2K |
|
|
K
1374
DELISTED
Kellanova
K
| $115K | ﹤0.01% |
2,086
-5,194
| -71% | -$310K |
|
1375
Copart
CPRT
$27.5B
| $114K | ﹤0.01% |
28,672
+2,944
| +11% | +$12K |
|
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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.