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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
IPG
3126
CALL
DELISTED
Interpublic Group of Companies
IPG
– –
-3,500
Closed -$51K
IPG
3127
PUT
DELISTED
Interpublic Group of Companies
IPG
– –
-500
Closed -$7K
J icon
3128
Jacobs Solutions
J
$16.8B
– –
-990
Closed -$48.1K
J icon
3129
PUT
Jacobs Solutions
J
$16.8B
– –
-3,748
Closed -$171K
JBHT icon
3130
CALL
JB Hunt Transport Services
JBHT
$25.8B
– –
-3,600
Closed -$259K
JEF icon
3131
Jefferies Financial Group
JEF
$12.8B
– –
-478
Closed -$11.4K
JNPR
3132
CALL
DELISTED
Juniper Networks
JNPR
– –
-300
Closed -$6K
KEY icon
3133
KeyCorp
KEY
$24.8B
– –
-1,185
Closed -$14.2K
KMX icon
3134
PUT
CarMax
KMX
$8.16B
– –
-1,200
Closed -$56K
KR icon
3135
Kroger
KR
$35.4B
– –
-20
Closed -$384
KR icon
3136
PUT
Kroger
KR
$35.4B
– –
-15,600
Closed -$269K
LAZ icon
3137
Lazard
LAZ
$4.26B
– –
-143
Closed -$5.07K
LDOS icon
3138
Leidos
LDOS
$16.4B
– –
-597
Closed -$22.2K
LEG icon
3139
Leggett & Platt
LEG
$1.43B
– –
-2,207
Closed -$67.8K
LEN icon
3140
Lennar Class A
LEN
$21B
– –
-3,076
Closed -$99.8K
LFUS icon
3141
Littelfuse
LFUS
$11.8B
– –
-52
Closed -$4.12K
LH icon
3142
CALL
Labcorp
LH
$25.3B
– –
-815
Closed -$70K
LNG icon
3143
Cheniere Energy
LNG
$53.9B
– –
-9,779
Closed -$290K
LUMN icon
3144
Lumen
LUMN
$6.91B
– –
-711
Closed -$24.2K
LVS icon
3145
Las Vegas Sands
LVS
$29.8B
– –
-185,173
Closed -$10.7M
LYV icon
3146
Live Nation Entertainment
LYV
$42.8B
– –
-800
Closed -$13.6K
MAS icon
3147
Masco
MAS
$15.2B
– –
-57
Closed -$1.01K
MAT icon
3148
Mattel
MAT
$4.32B
– –
-4,672
Closed -$200K
MCHP icon
3149
Microchip Technology
MCHP
$43.8B
– –
-7,504
Closed -$149K
MED icon
3150
CALL
Medifast
MED
$145M
– –
-1,000
Closed -$26K
124 125
126
127 128

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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.