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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
XRX icon
2601
CALL
Xerox
XRX
$429M
$10K ﹤0.01%
380
-30,549
-99% -$803K
CAMP
2602
DELISTED
CalAmp Corp.
CAMP
$10K ﹤0.01%
+26
New +$9.63K
XEC
2603
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$10K ﹤0.01%
+100
New +$8.1K
WPX
2604
CALL
DELISTED
WPX Energy, Inc.
WPX
$10K ﹤0.01%
+500
New +$9.62K
AKS
2605
CALL
DELISTED
AK Steel Holding Corp
AKS
$10K ﹤0.01%
2,700
– –
ENLK
2606
CALL
DELISTED
EnLink Midstream Partners, LP
ENLK
$10K ﹤0.01%
+500
New +$10K
AET
2607
DELISTED
Aetna Inc
AET
$10K ﹤0.01%
161
-804
-83% -$51.6K
CPN
2608
CALL
DELISTED
Calpine Corporation
CPN
$10K ﹤0.01%
500
– –
HSNI
2609
DELISTED
HSN, Inc.
HSNI
$10K ﹤0.01%
181
+72
+66% +$4.12K
FIG
2610
PUT
DELISTED
Fortress Investment Group Llc
FIG
$10K ﹤0.01%
1,300
+300
+30% +$2.26K
FSYS
2611
CALL
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$10K ﹤0.01%
500
– –
TEG
2612
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$10K ﹤0.01%
176
-371
-68% -$21.8K
ZLC
2613
CALL
DELISTED
ZALE CORPORATION
ZLC
$10K ﹤0.01%
+600
New +$6.56K
SGY
2614
DELISTED
Stone Energy
SGY
$10K ﹤0.01%
5
– –
DGI
2615
DELISTED
DigitalGlobe Inc.
DGI
$10K ﹤0.01%
320
-220
-41% -$7.05K
PLCM
2616
PUT
DELISTED
POLYCOM INC
PLCM
$10K ﹤0.01%
+1,000
New +$10.4K
KKD
2617
CALL
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$10K ﹤0.01%
+500
New +$10.2K
ALV icon
2618
CALL
Autoliv
ALV
$8.89B
$9K ﹤0.01%
139
-2,776
-95% -$166K
ASH icon
2619
CALL
Ashland
ASH
$3.31B
$9K ﹤0.01%
204
– –
BJRI icon
2620
BJ's Restaurants
BJRI
$1.47B
$9K ﹤0.01%
305
+190
+165% +$6.42K
BPT
2621
CALL
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
$9K ﹤0.01%
100
-600
-86% -$52.9K
CBT icon
2622
Cabot Corp
CBT
$4.51B
$9K ﹤0.01%
207
-53
-20% -$2.14K
CCJ icon
2623
CALL
Cameco
CCJ
$41.1B
$9K ﹤0.01%
500
– –
DBI icon
2624
CALL
Designer Brands
DBI
$337M
$9K ﹤0.01%
200
-200
-50% -$8.08K
DIOD icon
2625
Diodes
DIOD
$4.61B
$9K ﹤0.01%
370
-111
-23% -$2.88K
103 104
105
106 107

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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.