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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
GNTX icon
2476
CALL
Gentex
GNTX
$4.96B
$13K ﹤0.01%
1,000
-3,000
-75% -$35.6K
IJT icon
2477
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.38B
$13K ﹤0.01%
+244
New +$12.7K
IMMR icon
2478
CALL
Immersion
IMMR
$246M
$13K ﹤0.01%
+1,000
New +$13.7K
IMOS
2479
ChipMOS TECHNOLOGIES
IMOS
$1.83B
$13K ﹤0.01%
+672
New +$12.7K
ING icon
2480
CALL
ING
ING
$102B
$13K ﹤0.01%
+1,200
New +$12.9K
IWO icon
2481
CALL
iShares Russell 2000 Growth ETF
IWO
$14.8B
$13K ﹤0.01%
+100
New +$12.1K
MHK icon
2482
CALL
Mohawk Industries
MHK
$8.97B
$13K ﹤0.01%
100
-300
-75% -$36.6K
MRVL icon
2483
CALL
Marvell Technology
MRVL
$189B
$13K ﹤0.01%
1,100
-500
-31% -$6.17K
PTEN icon
2484
CALL
Patterson-UTI
PTEN
$3.83B
$13K ﹤0.01%
600
-1,500
-71% -$30.8K
RCI icon
2485
Rogers Communications
RCI
$18.7B
$13K ﹤0.01%
294
-157
-35% -$6.38K
UGI icon
2486
UGI
UGI
$7.35B
$13K ﹤0.01%
+492
New +$13.2K
UHAL icon
2487
U-Haul Holding Co
UHAL
$14.7B
$13K ﹤0.01%
+680
New +$11.7K
WIRE
2488
DELISTED
Encore Wire Corp
WIRE
$13K ﹤0.01%
330
-172
-34% -$6.71K
RAD
2489
CALL
DELISTED
Rite Aid Corporation
RAD
$13K ﹤0.01%
+145
New +$9.89K
AUD
2490
PUT
DELISTED
Audacy, Inc.
AUD
$13K ﹤0.01%
+1,500
New +$13.9K
CUB
2491
DELISTED
Cubic Corporation
CUB
$13K ﹤0.01%
+233
New +$12K
BGC
2492
DELISTED
General Cable Corporation
BGC
$13K ﹤0.01%
402
-3,451
-90% -$108K
BRCD
2493
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$13K ﹤0.01%
1,644
+849
+107% +$6.08K
POWR
2494
CALL
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$13K ﹤0.01%
+800
New +$12.6K
PBY
2495
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$13K ﹤0.01%
+1,057
New +$12.8K
ANR
2496
PUT
DELISTED
Alpha Natural Resources Inc
ANR
$13K ﹤0.01%
2,200
+1,000
+83% +$5.86K
ARUN
2497
PUT
DELISTED
ARUBA NETWORKS, INC.
ARUN
$13K ﹤0.01%
800
-1,000
-56% -$17.5K
PL
2498
PUT
DELISTED
PROTECTIVE LIFE CORP
PL
$13K ﹤0.01%
+300
New +$12.8K
TIBX
2499
CALL
DELISTED
TIBCO SOFTWARE INC
TIBX
$13K ﹤0.01%
500
-3,000
-86% -$71.6K
JOSB
2500
CALL
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
$13K ﹤0.01%
300
+100
+50% +$4.18K
98 99
100
101 102

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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.