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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
PIR
2951
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
$2K ﹤0.01%
5
-70
-93% -$31.7K
YGE
2952
CALL
DELISTED
Yingli Green Energy Holding Comp
YGE
$2K ﹤0.01%
30
– –
FINL
2953
PUT
DELISTED
Finish Line
FINL
$2K ﹤0.01%
100
-1,400
-93% -$31K
WG
2954
DELISTED
Willbros Group
WG
$2K ﹤0.01%
+225
New +$1.89K
BRCD
2955
PUT
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$2K ﹤0.01%
300
– –
BEBE
2956
DELISTED
Bebe Stores Inc
BEBE
$2K ﹤0.01%
+38
New +$2.21K
DWA
2957
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$2K ﹤0.01%
+74
New +$2.02K
MFLX
2958
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$2K ﹤0.01%
123
-3,447
-97% -$54.2K
ACI
2959
CALL
DELISTED
ARCH COAL, INC.
ACI
$2K ﹤0.01%
50
– –
SFY
2960
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$2K ﹤0.01%
+211
New +$2.53K
EROC
2961
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$2K ﹤0.01%
+324
New +$2.25K
RSH
2962
CALL
DELISTED
RADIOSHACK CORP
RSH
$2K ﹤0.01%
+500
New +$1.6K
GA
2963
CALL
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
$2K ﹤0.01%
+200
New +$1.64K
HMA
2964
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
$2K ﹤0.01%
190
-276
-59% -$3.83K
YELL
2965
DELISTED
Yellow Corporation Common Stock
YELL
$2K ﹤0.01%
+137
New +$3.21K
MTL
2966
CALL
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$2K ﹤0.01%
250
– –
FTR
2967
CALL
DELISTED
Frontier Communications Corp.
FTR
$2K ﹤0.01%
+33
New +$2.15K
IIJI
2968
DELISTED
Internet Initiative Japan Inc
IIJI
$2K ﹤0.01%
+142
New +$2.28K
WWAV
2969
DELISTED
The WhiteWave Foods Company
WWAV
$2K ﹤0.01%
+81
New +$1.54K
PLCM
2970
DELISTED
POLYCOM INC
PLCM
$2K ﹤0.01%
+226
New +$2.36K
LDK
2971
DELISTED
LDK SOLAR CO LTD.
LDK
$2K ﹤0.01%
+820
New +$1.28K
WOOF
2972
DELISTED
VCA Inc.
WOOF
$2K ﹤0.01%
76
-725
-91% -$20.3K
AA icon
2973
Alcoa
AA
$12.6B
$1K ﹤0.01%
63
-301,701
-100% -$5.84M
BOOM icon
2974
DMC Global
BOOM
$150M
$1K ﹤0.01%
+43
New +$877
CNO icon
2975
PUT
CNO Financial Group
CNO
$5.12B
$1K ﹤0.01%
+100
New +$1.43K
117 118
119
120 121

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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.