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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
CPN
2401
PUT
DELISTED
Calpine Corporation
CPN
$16K ﹤0.01%
800
-1,200
-60% -$23.8K
SNI
2402
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$16K ﹤0.01%
+200
New +$14.8K
BONT
2403
CALL
DELISTED
Bon-Ton Stores Inc/The
BONT
$16K ﹤0.01%
1,500
+1,300
+650% +$20K
BEAV
2404
DELISTED
B/E Aerospace Inc
BEAV
$16K ﹤0.01%
302
-781
-72% -$39.7K
LF
2405
PUT
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$16K ﹤0.01%
+1,700
New +$17.6K
TQNT
2406
PUT
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$16K ﹤0.01%
2,000
+1,400
+233% +$10.7K
KFN
2407
PUT
DELISTED
KKR FINANCIAL HOLDINGS LLC COM
KFN
$16K ﹤0.01%
1,600
-66,400
-98% -$695K
DNY
2408
DELISTED
DONNELLEY R R & SONS CO
DNY
$16K ﹤0.01%
990
-2,099
-68% -$33.9K
APH icon
2409
CALL
Amphenol
APH
$210B
$15K ﹤0.01%
+1,600
New +$15.6K
ATI icon
2410
ATI
ATI
$30.5B
$15K ﹤0.01%
507
-370
-42% -$10.4K
AVAV icon
2411
AeroVironment
AVAV
$8.66B
$15K ﹤0.01%
+664
New +$14.8K
BYD icon
2412
CALL
Boyd Gaming
BYD
$6.11B
$15K ﹤0.01%
1,100
-3,600
-77% -$44.2K
CAG icon
2413
CALL
Conagra Brands
CAG
$7.11B
$15K ﹤0.01%
+643
New +$17.3K
CCEP icon
2414
Coca-Cola Europacific Partners
CCEP
$47.9B
$15K ﹤0.01%
379
-821
-68% -$31.3K
DBA icon
2415
CALL
Invesco DB Agriculture Fund
DBA
$1.22B
$15K ﹤0.01%
600
– –
FLEX icon
2416
CALL
Flex
FLEX
$45.3B
$15K ﹤0.01%
2,123
+1,459
+220% +$9.61K
HMC icon
2417
PUT
Honda
HMC
$39.9B
$15K ﹤0.01%
400
– –
MPWR icon
2418
PUT
Monolithic Power Systems
MPWR
$66.8B
$15K ﹤0.01%
+500
New +$14K
MTZ icon
2419
MasTec
MTZ
$20.8B
$15K ﹤0.01%
+506
New +$16.6K
OTEX icon
2420
PUT
Open Text
OTEX
$6.23B
$15K ﹤0.01%
+800
New +$14K
RDWR icon
2421
Radware
RDWR
$1.17B
$15K ﹤0.01%
1,110
-449
-29% -$6.52K
SA
2422
PUT
Seabridge Gold
SA
$3.12B
$15K ﹤0.01%
1,500
+500
+50% +$6.17K
SFL icon
2423
CALL
SFL Corp
SFL
$1.61B
$15K ﹤0.01%
+1,000
New +$15.6K
SNBR
2424
DELISTED
Sleep Number
SNBR
$15K ﹤0.01%
+601
New +$14.4K
UHS icon
2425
PUT
Universal Health Services
UHS
$10.3B
$15K ﹤0.01%
+200
New +$14K
95 96
97
98 99

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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.