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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
OVTI
1926
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$40K ﹤0.01%
2,582
+635
+33% +$10.5K
ADI icon
1927
PUT
Analog Devices
ADI
$190B
$39K ﹤0.01%
800
– –
CAKE icon
1928
CALL
Cheesecake Factory
CAKE
$5.33B
$39K ﹤0.01%
900
-200
-18% -$8.61K
CFR icon
1929
Cullen/Frost Bankers
CFR
$10.2B
$39K ﹤0.01%
546
-157
-22% -$11.2K
IVE icon
1930
CALL
iShares S&P 500 Value ETF
IVE
$49.8B
$39K ﹤0.01%
+500
New +$39.5K
LAZ icon
1931
PUT
Lazard
LAZ
$4.31B
$39K ﹤0.01%
1,100
+900
+450% +$31.9K
SON icon
1932
Sonoco
SON
$5.74B
$39K ﹤0.01%
+1,000
New +$38K
EV
1933
PUT
DELISTED
Eaton Vance Corp.
EV
$39K ﹤0.01%
1,000
– –
FSYS
1934
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$39K ﹤0.01%
+1,961
New +$37.7K
RTI
1935
PUT
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$39K ﹤0.01%
1,200
+800
+200% +$24.9K
CALM icon
1936
PUT
Cal-Maine
CALM
$3.99B
$38K ﹤0.01%
1,600
-400
-20% -$9.71K
CGNX icon
1937
PUT
Cognex
CGNX
$11.3B
$38K ﹤0.01%
+2,400
New +$33.6K
CMP icon
1938
PUT
Compass Minerals
CMP
$1.15B
$38K ﹤0.01%
500
– –
BRSL
1939
PUT
Brightstar Lottery PLC
BRSL
$2.03B
$38K ﹤0.01%
2,000
– –
MT icon
1940
CALL
ArcelorMittal
MT
$55.3B
$38K ﹤0.01%
1,225
-21,866
-95% -$656K
NDAQ icon
1941
Nasdaq
NDAQ
$52.9B
$38K ﹤0.01%
3,555
-6,708
-65% -$71.7K
NYT icon
1942
PUT
New York Times
NYT
$10.2B
$38K ﹤0.01%
+3,000
New +$35.5K
PSMT icon
1943
CALL
Pricesmart
PSMT
$5.46B
$38K ﹤0.01%
+400
New +$35.9K
SNCR
1944
CALL
DELISTED
Synchronoss Technologies
SNCR
$38K ﹤0.01%
+111
New +$33.8K
UIS icon
1945
CALL
Unisys
UIS
$217M
$38K ﹤0.01%
1,400
+500
+56% +$12.5K
WPM icon
1946
CALL
Wheaton Precious Metals
WPM
$60.9B
$38K ﹤0.01%
1,600
-100
-6% -$2.38K
EV
1947
DELISTED
Eaton Vance Corp.
EV
$38K ﹤0.01%
971
-1,971
-67% -$78.4K
UNT
1948
CALL
DELISTED
UNIT Corporation
UNT
$38K ﹤0.01%
+800
New +$36.7K
HF
1949
PUT
DELISTED
HFF Inc.
HF
$38K ﹤0.01%
+1,598
New +$32.6K
BBG
1950
CALL
DELISTED
Bill Barrett Corp
BBG
$38K ﹤0.01%
+1,500
New +$33.7K
76 77
78
79 80

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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.