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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
ERF
2201
CALL
DELISTED
Enerplus Corporation
ERF
$23K ﹤0.01%
1,410
-4,735
-77% -$77.6K
LFC
2202
CALL
DELISTED
China Life Insurance Company Ltd.
LFC
$23K ﹤0.01%
+1,800
New +$22.5K
ACC
2203
PUT
DELISTED
American Campus Communities, Inc.
ACC
$23K ﹤0.01%
700
+200
+40% +$7.47K
EGN
2204
CALL
DELISTED
Energen
EGN
$23K ﹤0.01%
+300
New +$19.4K
KND
2205
DELISTED
Kindred Healthcare
KND
$23K ﹤0.01%
1,719
+808
+89% +$11.6K
SWC
2206
CALL
DELISTED
Stillwater Mining Co
SWC
$23K ﹤0.01%
2,000
+1,500
+300% +$17.4K
IM
2207
PUT
DELISTED
Ingram Micro
IM
$23K ﹤0.01%
+1,000
New +$22K
ASEI
2208
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$23K ﹤0.01%
377
-399
-51% -$23.6K
BRLI
2209
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$23K ﹤0.01%
780
+114
+17% +$3.17K
RSH
2210
DELISTED
RADIOSHACK CORP
RSH
$23K ﹤0.01%
6,732
+3,160
+88% +$10.1K
HITT
2211
DELISTED
HITTITE MICROWAVE CORP
HITT
$23K ﹤0.01%
348
-240
-41% -$14.9K
DST
2212
CALL
DELISTED
DST Systems Inc.
DST
$23K ﹤0.01%
+600
New +$21.7K
SPN
2213
PUT
DELISTED
Superior Energy Services, Inc.
SPN
$23K ﹤0.01%
90
-60
-40% -$15.6K
AG icon
2214
CALL
First Majestic Silver
AG
$9.04B
$22K ﹤0.01%
1,800
+1,500
+500% +$19.6K
AU icon
2215
AngloGold Ashanti
AU
$48.5B
$22K ﹤0.01%
1,633
-69,434
-98% -$930K
AZZ icon
2216
AZZ Inc
AZZ
$4.56B
$22K ﹤0.01%
515
+348
+208% +$13.4K
CMCO icon
2217
PUT
Columbus McKinnon
CMCO
$602M
$22K ﹤0.01%
+900
New +$20.6K
CPRI icon
2218
Capri Holdings
CPRI
$1.68B
$22K ﹤0.01%
291
-21,846
-99% -$1.52M
HBAN icon
2219
PUT
Huntington Bancshares
HBAN
$35.1B
$22K ﹤0.01%
2,700
+1,500
+125% +$12.7K
IMO icon
2220
PUT
Imperial Oil
IMO
$60B
$22K ﹤0.01%
+500
New +$21K
ITB icon
2221
CALL
iShares US Home Construction ETF
ITB
$2.33B
$22K ﹤0.01%
+1,000
New +$22K
ITUB icon
2222
CALL
Itaú Unibanco
ITUB
$89.3B
$22K ﹤0.01%
4,390
+4,116
+1,502% +$19.3K
MAS icon
2223
CALL
Masco
MAS
$15.1B
$22K ﹤0.01%
1,138
– –
OLED icon
2224
Universal Display
OLED
$4.15B
$22K ﹤0.01%
698
-26
-4% -$831
SMG icon
2225
PUT
ScottsMiracle-Gro
SMG
$3.73B
$22K ﹤0.01%
+400
New +$21K
87 88
89
90 91

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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.