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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
CRK icon
2976
Comstock Resources
CRK
$3.87B
$1K ﹤0.01%
+14
New +$1.12K
EGY icon
2977
Vaalco Energy
EGY
$553M
$1K ﹤0.01%
166
+2
+1% +$12
EWT icon
2978
iShares MSCI Taiwan ETF
EWT
$10.6B
$1K ﹤0.01%
+52
New +$1.42K
GFI icon
2979
Gold Fields
GFI
$33.6B
$1K ﹤0.01%
173
-500
-74% -$2.68K
GPN icon
2980
Global Payments
GPN
$24.2B
$1K ﹤0.01%
44
-192
-81% -$4.64K
HXL icon
2981
Hexcel
HXL
$8.01B
$1K ﹤0.01%
+20
New +$727
JAKK icon
2982
Jakks Pacific
JAKK
$300M
$1K ﹤0.01%
+29
New +$1.88K
LH icon
2983
Labcorp
LH
$25.5B
$1K ﹤0.01%
+8
New +$674
MUFG icon
2984
Mitsubishi UFJ Financial
MUFG
$254B
$1K ﹤0.01%
108
-12
-10% -$76
NAT icon
2985
Nordic American Tanker
NAT
$1.31B
$1K ﹤0.01%
+103
New +$860
RAIL icon
2986
FreightCar America
RAIL
$261M
$1K ﹤0.01%
+60
New +$1.11K
SDY icon
2987
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$1K ﹤0.01%
+13
New +$897
UI icon
2988
Ubiquiti
UI
$34.8B
$1K ﹤0.01%
+30
New +$804
VEON icon
2989
PUT
VEON
VEON
$3.76B
$1K ﹤0.01%
4
-5,596
-100% -$1.49M
WGO icon
2990
Winnebago Industries
WGO
$906M
$1K ﹤0.01%
+57
New +$1.35K
WY icon
2991
Weyerhaeuser
WY
$18.6B
$1K ﹤0.01%
34
-1,182
-97% -$33.5K
FLG
2992
Flagstar Bank National Association
FLG
$5.99B
$1K ﹤0.01%
+11
New +$494
PRFT
2993
DELISTED
Perficient Inc
PRFT
$1K ﹤0.01%
+41
New +$648
RAD
2994
PUT
DELISTED
Rite Aid Corporation
RAD
$1K ﹤0.01%
+15
New +$1.02K
MDR
2995
CALL
DELISTED
McDermott International
MDR
$1K ﹤0.01%
67
– –
NCI
2996
DELISTED
Navigant Consulting, Inc.
NCI
$1K ﹤0.01%
+47
New +$659
IDTI
2997
DELISTED
Integrated Device Technology I
IDTI
$1K ﹤0.01%
+78
New +$693
NTRI
2998
CALL
DELISTED
NutriSystem, Inc.
NTRI
$1K ﹤0.01%
100
-49,900
-100% -$623K
FINL
2999
DELISTED
Finish Line
FINL
$1K ﹤0.01%
40
-1,364
-97% -$30.2K
ISIL
3000
DELISTED
Intersil Corp
ISIL
$1K ﹤0.01%
74
-640
-90% -$6.41K
118 119
120
121 122

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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.