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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
AMG icon
2326
PUT
Affiliated Managers Group
AMG
$9.83B
$18K ﹤0.01%
+100
New +$17.8K
AMP icon
2327
PUT
Ameriprise Financial
AMP
$49.5B
$18K ﹤0.01%
+200
New +$17.7K
DCH
2328
Dauch Corp
DCH
$1.35B
$18K ﹤0.01%
912
+131
+17% +$2.58K
BCE icon
2329
BCE
BCE
$21.2B
$18K ﹤0.01%
429
-64
-13% -$2.66K
BLK icon
2330
Blackrock
BLK
$175B
$18K ﹤0.01%
+68
New +$18.5K
CHD icon
2331
PUT
Church & Dwight Co
CHD
$24.5B
$18K ﹤0.01%
600
-1,800
-75% -$55.4K
COLM icon
2332
Columbia Sportswear
COLM
$2.93B
$18K ﹤0.01%
600
+386
+180% +$11.8K
GFI icon
2333
CALL
Gold Fields
GFI
$33.4B
$18K ﹤0.01%
4,000
-1,000
-20% -$5.36K
HL icon
2334
CALL
Hecla Mining
HL
$10.7B
$18K ﹤0.01%
5,100
+1,500
+42% +$4.89K
IMOS
2335
PUT
ChipMOS TECHNOLOGIES
IMOS
$1.83B
$18K ﹤0.01%
+908
New +$17.2K
NEOG icon
2336
PUT
Neogen
NEOG
$2.46B
$18K ﹤0.01%
1,200
– –
R icon
2337
CALL
Ryder
R
$10.1B
$18K ﹤0.01%
300
– –
RPM icon
2338
PUT
RPM International
RPM
$14.8B
$18K ﹤0.01%
+500
New +$17.4K
SLG icon
2339
PUT
SL Green Realty
SLG
$3.86B
$18K ﹤0.01%
207
-24,482
-99% -$2.13M
SMH icon
2340
VanEck Semiconductor ETF
SMH
$71.8B
$18K ﹤0.01%
920
-1,404
-60% -$27.1K
TEF
2341
CALL
DELISTED
Telefonica
TEF
$18K ﹤0.01%
1,499
-2,589
-63% -$26.8K
TWI icon
2342
Titan International
TWI
$465M
$18K ﹤0.01%
1,234
-585
-32% -$9.66K
VTI icon
2343
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$680B
$18K ﹤0.01%
+200
New +$17.4K
WTI icon
2344
PUT
W&T Offshore
WTI
$504M
$18K ﹤0.01%
+1,000
New +$16.2K
UPL
2345
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$18K ﹤0.01%
866
-163,153
-99% -$3.43M
PNK
2346
DELISTED
Pinnacle Entertainment Inc.
PNK
$18K ﹤0.01%
716
-843
-54% -$18.9K
AHGP
2347
PUT
DELISTED
Alliance Holdings GP
AHGP
$18K ﹤0.01%
300
-1,500
-83% -$93.4K
HW
2348
PUT
DELISTED
Headwaters Inc
HW
$18K ﹤0.01%
+2,000
New +$18.2K
NRF
2349
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
$18K ﹤0.01%
+1,019
New +$18.6K
RDEN
2350
DELISTED
ELIZABETH ARDEN INC
RDEN
$18K ﹤0.01%
+485
New +$19K
92 93
94
95 96

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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.