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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
RS icon
2001
Reliance Steel & Aluminium
RS
$21.6B
$34K ﹤0.01%
470
+330
+236% +$23K
TJX icon
2002
PUT
TJX Companies
TJX
$178B
$34K ﹤0.01%
1,200
-73,800
-98% -$1.96M
TROW icon
2003
T. Rowe Price
TROW
$24.3B
$34K ﹤0.01%
+472
New +$34.9K
CEB
2004
DELISTED
CEB Inc.
CEB
$34K ﹤0.01%
475
+166
+54% +$11.2K
PEI
2005
CALL
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$34K ﹤0.01%
127
+100
+370% +$29.2K
KKD
2006
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$34K ﹤0.01%
1,767
+1,703
+2,661% +$34.6K
IDCC icon
2007
PUT
InterDigital
IDCC
$8.89B
$33K ﹤0.01%
900
+600
+200% +$22.6K
JEF icon
2008
CALL
Jefferies Financial Group
JEF
$13.1B
$33K ﹤0.01%
1,341
-1,675
-56% -$40.1K
MRVL icon
2009
PUT
Marvell Technology
MRVL
$196B
$33K ﹤0.01%
2,900
-84,600
-97% -$1.04M
PLXS icon
2010
PUT
Plexus
PLXS
$7.23B
$33K ﹤0.01%
900
-6,100
-87% -$208K
VNQ icon
2011
CALL
Vanguard Real Estate ETF
VNQ
$39B
$33K ﹤0.01%
+500
New +$34K
BECN
2012
PUT
DELISTED
Beacon Roofing Supply, Inc.
BECN
$33K ﹤0.01%
900
+500
+125% +$19.1K
PTR
2013
CALL
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$33K ﹤0.01%
300
+100
+50% +$11.5K
AVP
2014
DELISTED
Avon Products, Inc.
AVP
$33K ﹤0.01%
1,622
-3,047
-65% -$65.2K
BTU
2015
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$33K ﹤0.01%
+126
New +$32.2K
DCH
2016
PUT
Dauch Corp
DCH
$1.51B
$32K ﹤0.01%
1,600
-500
-24% -$9.86K
CLMT icon
2017
CALL
Calumet Specialty Products
CLMT
$3.44B
$32K ﹤0.01%
1,200
+700
+140% +$22K
EEFT icon
2018
PUT
Euronet Worldwide
EEFT
$2.7B
$32K ﹤0.01%
+800
New +$28.9K
EGO icon
2019
PUT
Eldorado Gold
EGO
$9.89B
$32K ﹤0.01%
980
+500
+104% +$19K
IVR icon
2020
PUT
Invesco Mortgage Capital
IVR
$805M
$32K ﹤0.01%
200
+20
+11% +$3.16K
KRE icon
2021
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
$32K ﹤0.01%
+900
New +$32.5K
LII icon
2022
Lennox International
LII
$15.2B
$32K ﹤0.01%
+421
New +$29.7K
LKQ icon
2023
PUT
LKQ Corp
LKQ
$6.29B
$32K ﹤0.01%
1,000
– –
LNN icon
2024
CALL
Lindsay Corp
LNN
$1.18B
$32K ﹤0.01%
400
+100
+33% +$7.83K
ODFL icon
2025
CALL
Old Dominion Freight Line
ODFL
$44.9B
$32K ﹤0.01%
+2,100
New +$31.2K
79 80
81
82 83

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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.