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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+8.1%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$19B
AUM Growth
-$2.38B
Cap. Flow
-$411M
Cap. Flow %
-2.16%
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 Miscellaneous 93.28%
2 Financials 1.88%
3 Consumer Staples 1.5%
4 Consumer Discretionary 0.6%
5 Energy 0.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UGI icon
2101
PUT
UGI
UGI
$8.28B
$28K ﹤0.01%
+1,050
New +$28.1K
UNFI icon
2102
United Natural Foods
UNFI
$2.7B
$28K ﹤0.01%
422
-252
-37% -$15.3K
VMI icon
2103
PUT
Valmont Industries
VMI
$9.24B
$28K ﹤0.01%
+200
New +$28.6K
XLP icon
2104
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$28K ﹤0.01%
700
-361,800
-100% -$14.7M
AVP
2105
PUT
DELISTED
Avon Products, Inc.
AVP
$28K ﹤0.01%
1,400
-2,000
-59% -$42.8K
SONC
2106
DELISTED
Sonic Corp
SONC
$28K ﹤0.01%
+1,558
New +$25.5K
FCS
2107
CALL
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$28K ﹤0.01%
+2,000
New +$26.2K
PBY
2108
PUT
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$28K ﹤0.01%
+2,300
New +$27.9K
TEG
2109
PUT
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$28K ﹤0.01%
500
-1,500
-75% -$88.1K
DISH
2110
PUT
DELISTED
DISH Network Corp.
DISH
$28K ﹤0.01%
600
+300
+100% +$13.5K
STMP
2111
CALL
DELISTED
Stamps.com, Inc.
STMP
$28K ﹤0.01%
600
– –
ARCB icon
2112
ArcBest
ARCB
$3.06B
$27K ﹤0.01%
1,063
-17,579
-94% -$421K
AYI icon
2113
PUT
Acuity Brands
AYI
$9.61B
$27K ﹤0.01%
300
– –
CTAS icon
2114
Cintas
CTAS
$79.5B
$27K ﹤0.01%
+2,148
New +$26.1K
DLR icon
2115
Digital Realty Trust
DLR
$70.1B
$27K ﹤0.01%
+517
New +$29.4K
IMAX icon
2116
IMAX
IMAX
$2.82B
$27K ﹤0.01%
+893
New +$24K
LPX icon
2117
Louisiana-Pacific
LPX
$4.64B
$27K ﹤0.01%
1,514
+1,362
+896% +$22.5K
MTG icon
2118
CALL
MGIC Investment
MTG
$6.35B
$27K ﹤0.01%
3,600
-57,200
-94% -$406K
ORA icon
2119
CALL
Ormat Technologies
ORA
$5.95B
$27K ﹤0.01%
+1,000
New +$24.9K
OXM icon
2120
CALL
Oxford Industries
OXM
$461M
$27K ﹤0.01%
+400
New +$26.4K
PRAA icon
2121
PRA Group
PRAA
$710M
$27K ﹤0.01%
+443
New +$23.8K
SNPS icon
2122
PUT
Synopsys
SNPS
$75.1B
$27K ﹤0.01%
700
+200
+40% +$7.41K
THS
2123
PUT
DELISTED
Treehouse Foods
THS
$27K ﹤0.01%
+400
New +$27.6K
TTC icon
2124
CALL
Toro Company
TTC
$8.89B
$27K ﹤0.01%
+1,000
New +$25.4K
WGO icon
2125
PUT
Winnebago Industries
WGO
$816M
$27K ﹤0.01%
+1,000
New +$23.6K
83 84
85
86 87

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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's Q3 2013 filing shows 837 new, 1,058 increased, 1,022 reduced and 392 closed positions. Its largest new stake was Citigroup: 554,459 shares worth $26.9M. The largest sale was Apple, an estimated $282M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 93% a quarter earlier, followed by Financials and Consumer Staples.

  • 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.