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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 | |
|---|---|---|---|---|---|---|
1526
PUT
Genesis Energy
GEL
$1.84B
| $85K | ﹤0.01% |
1,700
-1,400
| -45% | -$70.5K |
|
1527
PUT
Hain Celestial
HAIN
$53.7M
| $85K | ﹤0.01% |
2,200
+800
| +57% | +$30.2K |
|
1528
Infosys
INFY
$50.7B
| $85K | ﹤0.01% |
14,144
-5,624
| -28% | -$33.3K |
|
|
MHFI
1529
CALL
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $85K | ﹤0.01% |
1,300
+1,200
| +1,200% | +$72.7K |
|
|
TRW
1530
PUT
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $85K | ﹤0.01% |
1,200
-1,900
| -61% | -$134K |
|
1531
Chemed
CHE
$7.22B
| $84K | ﹤0.01% |
+1,175
| New | +$83.6K |
|
1532
PUT
Darden Restaurants
DRI
$24.4B
| $84K | ﹤0.01% |
2,014
-12,305
| -86% | -$534K |
|
1533
Estee Lauder
EL
$32B
| $84K | ﹤0.01% |
+1,199
| New | +$81.2K |
|
1534
PUT
Vail Resorts
MTN
$5.3B
| $84K | ﹤0.01% |
1,200
-1,100
| -48% | -$74.4K |
|
1535
PUT
Radian Group
RDN
$4.93B
| $84K | ﹤0.01% |
6,000
+3,200
| +114% | +$42.7K |
|
1536
Roper Technologies
ROP
$39.8B
| $84K | ﹤0.01% |
634
-204
| -24% | -$26.2K |
|
1537
CALL
Rayonier
RYN
$6.55B
| $84K | ﹤0.01% |
+2,214
| New | +$84.9K |
|
1538
PUT
Teck Resources
TECK
$32.6B
| $84K | ﹤0.01% |
3,100
-6,900
| -69% | -$174K |
|
1539
PUT
Trane Technologies
TT
$106B
| $84K | ﹤0.01% |
1,628
+251
| +18% | +$12.3K |
|
1540
Take-Two Interactive
TTWO
$46.1B
| $84K | ﹤0.01% |
+4,646
| New | +$81.3K |
|
|
CTXS
1541
CALL
DELISTED
Citrix Systems Inc
CTXS
| $84K | ﹤0.01% |
1,507
+251
| +20% | +$14K |
|
|
ARG
1542
PUT
DELISTED
Airgas Inc
ARG
| $84K | ﹤0.01% |
800
-700
| -47% | -$71.9K |
|
1543
CALL
Bunge Global
BG
$20.8B
| $83K | ﹤0.01% |
1,100
+700
| +175% | +$53K |
|
1544
Comtech Telecommunications
CMTL
$51.8M
| $83K | ﹤0.01% |
3,428
+2,083
| +155% | +$54.2K |
|
1545
CALL
iShares MSCI Mexico ETF
EWW
$1.99B
| $83K | ﹤0.01% |
+1,300
| New | +$85.7K |
|
1546
PUT
Hershey
HSY
$36.6B
| $83K | ﹤0.01% |
900
-600
| -40% | -$55.9K |
|
1547
Corning
GLW
$143B
| $82K | ﹤0.01% |
5,621
-94,552
| -94% | -$1.4M |
|
1548
PUT
KeyCorp
KEY
$24.4B
| $82K | ﹤0.01% |
7,200
-500
| -6% | -$5.97K |
|
|
SHLD
1549
DELISTED
Sears Holding Corporation
SHLD
| $82K | ﹤0.01% |
+1,830
| New | +$64.9K |
|
1550
PUT
Host Hotels & Resorts
HST
$16B
| $81K | ﹤0.01% |
4,600
| – | – |
|
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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.