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Parallax Volatility Advisers

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
Cap. Flow
-$3.83B
Cap. Flow %
-20.17%
Top 10 Hldgs %
31.57%
Holding
3,417
New
837
Increased
1,058
Reduced
1,022
Closed
392

Top Buys

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$87.5M
2
C icon
Citigroup
C
+$28M
3
FDO
FAMILY DOLLAR STORES
FDO
+$26M
4
BIDU icon
Baidu
BIDU
+$25.8M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$24.9M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$282M
2
GLD icon
SPDR Gold Trust
GLD
+$103M
3
PG icon
Procter & Gamble
PG
+$41.1M
4
BAC icon
Bank of America
BAC
+$28.8M
5
NUE icon
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
NYX
2501
DELISTED
NYSE EURONEXT INC
NYX
$13K ﹤0.01%
301
-678
-69% -$28.4K
SPN
2502
CALL
DELISTED
Superior Energy Services, Inc.
SPN
$13K ﹤0.01%
50
-200
-80% -$52.1K
RTI
2503
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$13K ﹤0.01%
404
+161
+66% +$5.01K
ATI icon
2504
CALL
ATI
ATI
$30.5B
$12K ﹤0.01%
+400
New +$11.2K
CP icon
2505
PUT
Canadian Pacific Kansas City
CP
$79.3B
$12K ﹤0.01%
+500
New +$12.4K
CVGI icon
2506
PUT
Commercial Vehicle Group
CVGI
$148M
$12K ﹤0.01%
1,500
– –
DCO icon
2507
Ducommun
DCO
$3.04B
$12K ﹤0.01%
433
+175
+68% +$4.46K
DLB icon
2508
Dolby
DLB
$5.71B
$12K ﹤0.01%
+359
New +$11.9K
EDU icon
2509
CALL
New Oriental
EDU
$9.04B
$12K ﹤0.01%
+500
New +$11.4K
FTK icon
2510
CALL
Flotek Industries
FTK
$1.32B
$12K ﹤0.01%
+83
New +$10.1K
GNTX icon
2511
Gentex
GNTX
$4.96B
$12K ﹤0.01%
+904
New +$10.7K
PLXS icon
2512
Plexus
PLXS
$7.18B
$12K ﹤0.01%
335
-3,216
-91% -$109K
STLD icon
2513
Steel Dynamics
STLD
$37.5B
$12K ﹤0.01%
694
-2,119
-75% -$33.6K
SIX
2514
DELISTED
Six Flags Entertainment Corp.
SIX
$12K ﹤0.01%
347
+239
+221% +$8.46K
ABB
2515
CALL
DELISTED
ABB Ltd
ABB
$12K ﹤0.01%
+500
New +$11.3K
TEN
2516
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$12K ﹤0.01%
243
-1,394
-85% -$68K
TGP
2517
DELISTED
Teekay LNG Partners L.P.
TGP
$12K ﹤0.01%
273
-220
-45% -$9.45K
EV
2518
CALL
DELISTED
Eaton Vance Corp.
EV
$12K ﹤0.01%
300
-500
-63% -$19.9K
BGG
2519
PUT
DELISTED
Briggs & Stratton Corp.
BGG
$12K ﹤0.01%
600
+100
+20% +$2.02K
UNT
2520
DELISTED
UNIT Corporation
UNT
$12K ﹤0.01%
265
-146
-36% -$6.7K
SVU
2521
PUT
DELISTED
SUPERVALU Inc.
SVU
$12K ﹤0.01%
214
+71
+50% +$3.74K
MSCC
2522
PUT
DELISTED
Microsemi Corp
MSCC
$12K ﹤0.01%
+500
New +$12.6K
CPN
2523
DELISTED
Calpine Corporation
CPN
$12K ﹤0.01%
628
-1,319
-68% -$26.2K
ALJ
2524
DELISTED
Alon USA Energy Inc
ALJ
$12K ﹤0.01%
+1,131
New +$14K
LLTC
2525
DELISTED
Linear Technology Corp
LLTC
$12K ﹤0.01%
+291
New +$11.5K
99 100
101
102 103

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HF
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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.