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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
SWBI icon
1901
CALL
Smith & Wesson
SWBI
$637M
$42K ﹤0.01%
5,204
-582,458
-99% -$5.04M
TGI
1902
DELISTED
Triumph Group
TGI
$42K ﹤0.01%
+594
New +$45.8K
TGI
1903
PUT
DELISTED
Triumph Group
TGI
$42K ﹤0.01%
+600
New +$46.3K
WBC
1904
PUT
DELISTED
WABCO HOLDINGS INC.
WBC
$42K ﹤0.01%
500
-800
-62% -$64K
UNT
1905
PUT
DELISTED
UNIT Corporation
UNT
$42K ﹤0.01%
900
+500
+125% +$22.9K
PRE
1906
DELISTED
PARTNERRE LTD
PRE
$42K ﹤0.01%
460
+68
+17% +$6.09K
ALV icon
1907
Autoliv
ALV
$9B
$41K ﹤0.01%
654
-415
-39% -$24.8K
BBD icon
1908
CALL
Banco Bradesco
BBD
$36.7B
$41K ﹤0.01%
+7,398
New +$36.4K
CXW icon
1909
PUT
CoreCivic
CXW
$3.19B
$41K ﹤0.01%
1,200
– –
IDCC icon
1910
CALL
InterDigital
IDCC
$8.89B
$41K ﹤0.01%
1,100
+800
+267% +$30.2K
JCI icon
1911
PUT
Johnson Controls International
JCI
$92.2B
$41K ﹤0.01%
955
-96
-9% -$4.07K
MFC icon
1912
PUT
Manulife Financial
MFC
$73.5B
$41K ﹤0.01%
2,500
+2,000
+400% +$34.1K
CRZO
1913
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
$41K ﹤0.01%
1,100
-800
-42% -$26.6K
DISH
1914
CALL
DELISTED
DISH Network Corp.
DISH
$41K ﹤0.01%
900
+600
+200% +$27K
CNC icon
1915
Centene
CNC
$32.5B
$40K ﹤0.01%
2,500
+1,728
+224% +$24.9K
FCX icon
1916
Freeport-McMoran
FCX
$97.5B
$40K ﹤0.01%
1,223
-316,246
-100% -$9.66M
GEN icon
1917
Gen Digital
GEN
$17.5B
$40K ﹤0.01%
1,632
-17,158
-91% -$431K
NICE icon
1918
Nice
NICE
$5.97B
$40K ﹤0.01%
956
+793
+487% +$30.6K
PENN icon
1919
CALL
PENN Entertainment
PENN
$2.7B
$40K ﹤0.01%
3,096
+884
+40% +$10.7K
RWT
1920
CALL
Redwood Trust
RWT
$594M
$40K ﹤0.01%
+2,000
New +$35.6K
CONN
1921
PUT
DELISTED
Conn's Inc.
CONN
$40K ﹤0.01%
800
+600
+300% +$35.5K
TTM
1922
CALL
DELISTED
Tata Motors Limited
TTM
$40K ﹤0.01%
+1,500
New +$36.9K
TEN
1923
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$40K ﹤0.01%
800
-2,600
-76% -$127K
ZVO
1924
CALL
DELISTED
Zovio Inc. Common Stock
ZVO
$40K ﹤0.01%
+2,200
New +$35.8K
HMIN
1925
CALL
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$40K ﹤0.01%
+1,200
New +$36.9K
75 76
77
78 79

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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.