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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
MLM icon
2276
CALL
Martin Marietta Materials
MLM
$32.3B
$20K ﹤0.01%
200
-200
-50% -$19.9K
MLM icon
2277
PUT
Martin Marietta Materials
MLM
$32.3B
$20K ﹤0.01%
200
+100
+100% +$9.94K
MPWR icon
2278
Monolithic Power Systems
MPWR
$66.8B
$20K ﹤0.01%
+660
New +$18.5K
NYT icon
2279
CALL
New York Times
NYT
$10.4B
$20K ﹤0.01%
1,600
+1,100
+220% +$13K
RHI icon
2280
PUT
Robert Half
RHI
$4.16B
$20K ﹤0.01%
+500
New +$18.4K
RIO icon
2281
CALL
Rio Tinto
RIO
$162B
$20K ﹤0.01%
400
-3,900
-91% -$182K
RIO icon
2282
PUT
Rio Tinto
RIO
$162B
$20K ﹤0.01%
400
-700
-64% -$32.6K
SIMO icon
2283
CALL
Silicon Motion
SIMO
$9.07B
$20K ﹤0.01%
+1,500
New +$16.9K
SMH icon
2284
PUT
VanEck Semiconductor ETF
SMH
$71.8B
$20K ﹤0.01%
+1,000
New +$19.3K
UVV icon
2285
PUT
Universal Corp
UVV
$1.27B
$20K ﹤0.01%
400
-1,400
-78% -$77.5K
VHC icon
2286
PUT
VirnetX Holding Corp
VHC
$67M
$20K ﹤0.01%
50
-20
-29% -$7.89K
VMI icon
2287
Valmont Industries
VMI
$9.5B
$20K ﹤0.01%
+142
New +$20.3K
WM icon
2288
Waste Management
WM
$91.5B
$20K ﹤0.01%
486
-3,272
-87% -$136K
WIRE
2289
PUT
DELISTED
Encore Wire Corp
WIRE
$20K ﹤0.01%
500
-500
-50% -$19.5K
ERF
2290
DELISTED
Enerplus Corporation
ERF
$20K ﹤0.01%
+1,238
New +$20.3K
SAFM
2291
PUT
DELISTED
Sanderson Farms Inc
SAFM
$20K ﹤0.01%
+300
New +$20.8K
ZNGA
2292
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$20K ﹤0.01%
5,600
+1,600
+40% +$5.05K
WPX
2293
PUT
DELISTED
WPX Energy, Inc.
WPX
$20K ﹤0.01%
+1,000
New +$19.2K
PIR
2294
CALL
DELISTED
Pier 1 Imports, Inc.
PIR
$20K ﹤0.01%
50
+25
+100% +$11.3K
KND
2295
PUT
DELISTED
Kindred Healthcare
KND
$20K ﹤0.01%
1,500
– –
CAA
2296
CALL
DELISTED
CalAtlantic Group, Inc.
CAA
$20K ﹤0.01%
+500
New +$19.8K
CAA
2297
DELISTED
CalAtlantic Group, Inc.
CAA
$20K ﹤0.01%
504
-9
-2% -$356
WBMD
2298
CALL
DELISTED
WebMD Health Corp.
WBMD
$20K ﹤0.01%
+700
New +$21.8K
CIE
2299
CALL
DELISTED
Cobalt International Energy, Inc
CIE
$20K ﹤0.01%
53
-600
-92% -$243K
HAR
2300
DELISTED
Harman International Industries
HAR
$20K ﹤0.01%
+299
New +$18.7K
90 91
92
93 94

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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.