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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
ARMH
1826
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$49K ﹤0.01%
1,000
– –
DLR icon
1827
PUT
Digital Realty Trust
DLR
$71.7B
$48K ﹤0.01%
900
+200
+29% +$11.4K
EQR icon
1828
CALL
Equity Residential
EQR
$25.1B
$48K ﹤0.01%
+900
New +$49.6K
ESS icon
1829
Essex Property Trust
ESS
$18.5B
$48K ﹤0.01%
324
+25
+8% +$3.88K
FXC icon
1830
PUT
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.1M
$48K ﹤0.01%
+500
New +$47.9K
GIS icon
1831
CALL
General Mills
GIS
$19.7B
$48K ﹤0.01%
1,000
-11,100
-92% -$557K
KMX icon
1832
CALL
CarMax
KMX
$8.26B
$48K ﹤0.01%
1,000
-1,600
-62% -$78.3K
MUR icon
1833
CALL
Murphy Oil
MUR
$4.78B
$48K ﹤0.01%
800
-358
-31% -$21.1K
DBD
1834
DELISTED
Diebold Nixdorf Incorporated
DBD
$48K ﹤0.01%
1,621
+1,084
+202% +$34K
COL
1835
CALL
DELISTED
Rockwell Collins
COL
$48K ﹤0.01%
+700
New +$49.5K
PX
1836
PUT
DELISTED
Praxair Inc
PX
$48K ﹤0.01%
400
-300
-43% -$35.6K
LLTC
1837
CALL
DELISTED
Linear Technology Corp
LLTC
$48K ﹤0.01%
1,200
+800
+200% +$31.6K
GGP
1838
PUT
DELISTED
GGP Inc.
GGP
$48K ﹤0.01%
2,500
+400
+19% +$8.05K
GDP
1839
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$48K ﹤0.01%
1,982
+1,203
+154% +$24.2K
ITUB icon
1840
PUT
Itaú Unibanco
ITUB
$87.5B
$47K ﹤0.01%
9,329
+5,762
+162% +$27K
SCCO icon
1841
CALL
Southern Copper
SCCO
$166B
$47K ﹤0.01%
1,834
-1,618
-47% -$41.8K
SCHW
1842
Charles Schwab
SCHW
$187B
$47K ﹤0.01%
2,223
+1,374
+162% +$29.9K
TJX icon
1843
TJX Companies
TJX
$178B
$47K ﹤0.01%
1,656
-8,204
-83% -$218K
UHS icon
1844
Universal Health Services
UHS
$10.5B
$47K ﹤0.01%
625
+347
+125% +$24.2K
NBL
1845
CALL
DELISTED
Noble Energy, Inc.
NBL
$47K ﹤0.01%
700
-500
-42% -$32K
BBG
1846
DELISTED
Bill Barrett Corp
BBG
$47K ﹤0.01%
1,864
+31
+2% +$697
GOLD
1847
DELISTED
Randgold Resources Ltd
GOLD
$47K ﹤0.01%
662
-1,217
-65% -$87.1K
CLNE icon
1848
CALL
Clean Energy Fuels
CLNE
$346M
$46K ﹤0.01%
3,600
-100
-3% -$1.28K
DRI icon
1849
CALL
Darden Restaurants
DRI
$24.4B
$46K ﹤0.01%
1,119
-1,230
-52% -$53.4K
LFUS icon
1850
CALL
Littelfuse
LFUS
$11.6B
$46K ﹤0.01%
600
– –
72 73
74
75 76

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