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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
BBEP
2301
CALL
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
$20K ﹤0.01%
1,100
-400
-27% -$7.11K
ARO
2302
CALL
DELISTED
Aeropostale Inc
ARO
$20K ﹤0.01%
2,100
+300
+17% +$3.56K
ACI
2303
PUT
DELISTED
ARCH COAL, INC.
ACI
$20K ﹤0.01%
490
– –
PWRD
2304
PUT
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$20K ﹤0.01%
1,000
+500
+100% +$10.2K
GLF
2305
CALL
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$20K ﹤0.01%
+400
New +$19.6K
CXT icon
2306
PUT
Crane NXT
CXT
$3.13B
$19K ﹤0.01%
+864
New +$18.4K
GEO icon
2307
The GEO Group
GEO
$4.03B
$19K ﹤0.01%
+866
New +$19.4K
HRL icon
2308
Hormel Foods
HRL
$13.8B
$19K ﹤0.01%
+916
New +$19.2K
IBKR icon
2309
PUT
Interactive Brokers
IBKR
$38.8B
$19K ﹤0.01%
+4,000
New +$17.2K
ITUB icon
2310
Itaú Unibanco
ITUB
$90.2B
$19K ﹤0.01%
3,776
+725
+24% +$3.4K
IVE icon
2311
iShares S&P 500 Value ETF
IVE
$49.6B
$19K ﹤0.01%
+243
New +$19.2K
NOC icon
2312
CALL
Northrop Grumman
NOC
$80.7B
$19K ﹤0.01%
200
-100
-33% -$9.24K
NX icon
2313
PUT
Quanex
NX
$959M
$19K ﹤0.01%
1,000
-500
-33% -$8.79K
PPC icon
2314
Pilgrim's Pride
PPC
$6.56B
$19K ﹤0.01%
1,114
-637
-36% -$10.5K
RDWR icon
2315
PUT
Radware
RDWR
$1.17B
$19K ﹤0.01%
1,400
-2,000
-59% -$29K
TEF
2316
DELISTED
Telefonica
TEF
$19K ﹤0.01%
1,661
+180
+12% +$1.86K
THS
2317
DELISTED
Treehouse Foods
THS
$19K ﹤0.01%
+283
New +$19.5K
TZOO icon
2318
CALL
Travelzoo
TZOO
$73.4M
$19K ﹤0.01%
+700
New +$20.1K
WAB icon
2319
CALL
Wabtec
WAB
$49.9B
$19K ﹤0.01%
+300
New +$17.6K
GWR
2320
PUT
DELISTED
Genesee & Wyoming Inc.
GWR
$19K ﹤0.01%
+200
New +$18.1K
ATW
2321
DELISTED
Atwood Oceanics
ATW
$19K ﹤0.01%
347
+40
+13% +$2.25K
CAB
2322
CALL
DELISTED
Cabela's Inc
CAB
$19K ﹤0.01%
+300
New +$20K
MCP
2323
CALL
DELISTED
MOLYCORP INC COM STK
MCP
$19K ﹤0.01%
3,000
+2,500
+500% +$16.8K
AEO icon
2324
PUT
American Eagle Outfitters
AEO
$2.97B
$18K ﹤0.01%
1,300
+100
+8% +$1.68K
AMD icon
2325
CALL
Advanced Micro Devices
AMD
$799B
$18K ﹤0.01%
4,700
+400
+9% +$1.52K
91 92
93
94 95

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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.