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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
SEIC icon
3201
PUT
SEI Investments
SEIC
$12.6B
– –
-1,000
Closed -$28K
SFL icon
3202
PUT
SFL Corp
SFL
$1.61B
– –
-500
Closed -$7K
SITC icon
3203
SITE Centers
SITC
$166M
– –
-35,421
Closed -$760K
SITC icon
3204
PUT
SITE Centers
SITC
$166M
– –
-271,635
Closed -$5.83M
SLG icon
3205
CALL
SL Green Realty
SLG
$3.97B
– –
-103
Closed -$9K
SLX icon
3206
CALL
VanEck Steel ETF
SLX
$174M
– –
-500
Closed -$19K
SMG icon
3207
CALL
ScottsMiracle-Gro
SMG
$3.86B
– –
-500
Closed -$24K
SMH icon
3208
CALL
VanEck Semiconductor ETF
SMH
$72.3B
– –
-800
Closed -$15K
SMTC icon
3209
PUT
Semtech
SMTC
$12B
– –
-500
Closed -$18K
SOHU
3210
Sohu.com
SOHU
$361M
– –
-1,339
Closed -$87.9K
SOXX icon
3211
CALL
iShares Semiconductor ETF
SOXX
$48.6B
– –
-600
Closed -$13K
SPR
3212
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-4,500
Closed -$97K
SPY icon
3213
State Street SPDR S&P 500 ETF Trust
SPY
$821B
– –
-437
Closed -$73.2K
SRE icon
3214
Sempra
SRE
$56.6B
– –
-600
Closed -$25.5K
STLD icon
3215
CALL
Steel Dynamics
STLD
$38B
– –
-7,400
Closed -$110K
SU icon
3216
Suncor Energy
SU
$76.1B
– –
-344
Closed -$11.4K
SWK icon
3217
Stanley Black & Decker
SWK
$15.5B
– –
-2,614
Closed -$224K
SWKS icon
3218
Skyworks Solutions
SWKS
$10.1B
– –
-56,932
Closed -$1.38M
SYK icon
3219
PUT
Stryker
SYK
$129B
– –
-200
Closed -$13K
TAP icon
3220
CALL
Molson Coors Class B
TAP
$7.93B
– –
-1,900
Closed -$91K
TCOM icon
3221
Trip.com Group
TCOM
$29.5B
– –
-2,082
Closed -$44.8K
TDG icon
3222
CALL
TransDigm Group
TDG
$71.3B
– –
-500
Closed -$78K
TDG icon
3223
TransDigm Group
TDG
$71.3B
$0 ﹤0.01%
+3
New +$427
TDG icon
3224
PUT
TransDigm Group
TDG
$71.3B
– –
-200
Closed -$32K
TDW icon
3225
CALL
Tidewater
TDW
$4.19B
– –
-31
Closed -$57K
127 128
129
130 131

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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.