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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
KO icon
51
PUT
Coca-Cola
KO
$374B
$74.7M 0.39%
1,970,700
+20,200
+1% +$798K
NFLX icon
52
PUT
Netflix
NFLX
$318B
$72.4M 0.38%
16,387,000
-5,845,000
-26% -$22.6M
XOM icon
53
PUT
ExxonMobil
XOM
$662B
$70.9M 0.37%
824,400
-980,100
-54% -$88.4M
WFC icon
54
CALL
Wells Fargo
WFC
$265B
$70.9M 0.37%
1,714,900
-523,200
-23% -$22.3M
MCD icon
55
PUT
McDonald's
MCD
$194B
$66M 0.35%
686,400
-130,500
-16% -$12.7M
CMG icon
56
PUT
Chipotle Mexican Grill
CMG
$40.7B
$64.7M 0.34%
7,550,000
-3,340,000
-31% -$27M
USB icon
57
CALL
US Bancorp
USB
$100B
$61.5M 0.32%
1,682,100
+594,600
+55% +$22M
DAL icon
58
CALL
Delta Air Lines
DAL
$58.7B
$61.4M 0.32%
2,601,100
+2,598,400
+96,237% +$54.2M
USO icon
59
CALL
United States Oil Fund
USO
$1.78B
$61M 0.32%
206,938
-714,400
-78% -$215M
MRK icon
60
CALL
Merck
MRK
$323B
$58.7M 0.31%
1,292,708
-545,170
-30% -$24.9M
FDO
61
PUT
DELISTED
FAMILY DOLLAR STORES
FDO
$57.2M 0.3%
794,700
+791,800
+27,303% +$55.6M
CSCO icon
62
PUT
Cisco
CSCO
$483B
$57M 0.3%
2,431,000
-2,629,500
-52% -$65.3M
F icon
63
PUT
Ford
F
$55.8B
$56.9M 0.3%
3,373,800
-769,400
-19% -$13M
WYNN icon
64
PUT
Wynn Resorts
WYNN
$10.6B
$56.8M 0.3%
359,500
+220,200
+158% +$30.9M
BA icon
65
PUT
Boeing
BA
$184B
$55.9M 0.29%
475,900
+72,500
+18% +$7.81M
XLF icon
66
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59B
$55.7M 0.29%
3,184,824
-670,843
-17% -$11.9M
GDX icon
67
CALL
VanEck Gold Miners ETF
GDX
$27.6B
$55.2M 0.29%
2,206,700
+118,100
+6% +$3.14M
CAT icon
68
PUT
Caterpillar
CAT
$385B
$54.4M 0.29%
652,500
+315,000
+93% +$26.6M
GE icon
69
PUT
GE Aerospace
GE
$380B
$53.9M 0.28%
470,575
+123,257
+35% +$14.1M
CMCSA icon
70
CALL
Comcast
CMCSA
$89.4B
$53M 0.28%
2,350,000
+1,600,000
+213% +$34.8M
AMGN icon
71
PUT
Amgen
AMGN
$226B
$52.1M 0.27%
465,600
+113,900
+32% +$12.4M
GLD icon
72
CALL
SPDR Gold Trust
GLD
$143B
$51.9M 0.27%
404,800
-714,600
-64% -$91.7M
HD icon
73
CALL
Home Depot
HD
$350B
$51.5M 0.27%
679,300
+519,600
+325% +$40.1M
PM icon
74
PUT
Philip Morris
PM
$290B
$49.2M 0.26%
567,900
+101,100
+22% +$8.84M
HPQ icon
75
PUT
HP
HPQ
$27.3B
$48.8M 0.26%
5,117,228
-682,179
-12% -$7.53M
1 2
3
4 5

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.