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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 | |
|---|---|---|---|---|---|---|
|
BNY
2076
Bank of New York Mellon
BNY
$107B
| $29K | ﹤0.01% |
953
-1,351
| -59% | -$41.4K |
|
2077
CALL
Copart
CPRT
$27.5B
| $29K | ﹤0.01% |
+7,200
| New | +$29.3K |
|
2078
CALL
eHealth
EHTH
$43.9M
| $29K | ﹤0.01% |
900
-100
| -10% | -$2.76K |
|
2079
iShares MSCI Canada ETF
EWC
$6.33B
| $29K | ﹤0.01% |
+1,022
| New | +$28.3K |
|
2080
PUT
Invesco
IVZ
$13.9B
| $29K | ﹤0.01% |
900
| – | – |
|
2081
Keurig Dr Pepper
KDP
$40.8B
| $29K | ﹤0.01% |
638
-1,432
| -69% | -$65.9K |
|
2082
PUT
Lear
LEA
$8.18B
| $29K | ﹤0.01% |
+400
| New | +$27.5K |
|
2083
CALL
Manhattan Associates
MANH
$11.4B
| $29K | ﹤0.01% |
+1,200
| New | +$26.5K |
|
2084
PUT
Oshkosh
OSK
$9.59B
| $29K | ﹤0.01% |
+600
| New | +$26.7K |
|
2085
Prologis
PLD
$133B
| $29K | ﹤0.01% |
768
-2,658
| -78% | -$100K |
|
2086
PUT
Raymond James Financial
RJF
$34B
| $29K | ﹤0.01% |
1,050
-750
| -42% | -$21.7K |
|
2087
PUT
Steel Dynamics
STLD
$37.6B
| $29K | ﹤0.01% |
1,800
-16,400
| -90% | -$260K |
|
|
WRI
2088
CALL
DELISTED
Weingarten Realty Investors
WRI
| $29K | ﹤0.01% |
+1,000
| New | +$30.4K |
|
|
DELL
2089
PUT
DELISTED
DELL INC
DELL
| $29K | ﹤0.01% |
2,100
| – | – |
|
2090
CALL
America Movil
AMX
$71.2B
| $28K | ﹤0.01% |
1,400
-100,000
| -99% | -$2.06M |
|
2091
Cenovus Energy
CVE
$52.1B
| $28K | ﹤0.01% |
+929
| New | +$27.5K |
|
2092
Invesco DB Agriculture Fund
DBA
$1.23B
| $28K | ﹤0.01% |
+1,113
| New | +$27.9K |
|
2093
Enterprise Products Partners
EPD
$81.7B
| $28K | ﹤0.01% |
916
-2,692
| -75% | -$82.3K |
|
2094
PUT
Masco
MAS
$15.3B
| $28K | ﹤0.01% |
1,479
+1,365
| +1,197% | +$24.3K |
|
2095
PUT
Nabors Industries
NBR
$1.21B
| $28K | ﹤0.01% |
34
-30
| -47% | -$23.6K |
|
2096
CALL
National Fuel Gas
NFG
$7.65B
| $28K | ﹤0.01% |
400
+100
| +33% | +$6.5K |
|
|
2097
PUT
National Fuel Gas
NFG
$7.65B
| $28K | ﹤0.01% |
400
+300
| +300% | +$19.5K |
|
2098
PUT
Rayonier
RYN
$6.55B
| $28K | ﹤0.01% |
738
-443
| -38% | -$17K |
|
2099
CALL
E.W. Scripps
SSP
$304M
| $28K | ﹤0.01% |
+1,691
| New | +$24.4K |
|
2100
CALL
Tenaris
TS
$26.8B
| $28K | ﹤0.01% |
600
-3,400
| -85% | -$154K |
|
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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.