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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
XEL icon
3251
Xcel Energy
XEL
$48.6B
– –
-182
Closed -$5K
XLB icon
3252
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
– –
-11,132
Closed -$228K
XLI icon
3253
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
– –
-200,000
Closed -$8.53M
XRT icon
3254
State Street SPDR S&P Retail ETF
XRT
$332M
– –
-461,594
Closed -$18.6M
ZION icon
3255
Zions Bancorporation
ZION
$10.5B
– –
-574
Closed -$16.8K
ZUMZ icon
3256
CALL
Zumiez
ZUMZ
$336M
– –
-200
Closed -$6K
GAP
3257
The Gap Inc
GAP
$7.42B
– –
-3,781
Closed -$163K
NPKI
3258
NPK International
NPKI
$1.16B
– –
-3,070
Closed -$34K
PXD
3259
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-9,558
Closed -$1.62M
CEQP
3260
CALL
DELISTED
Crestwood Equity Partners LP
CEQP
– –
-50
Closed -$8K
CS
3261
CALL
DELISTED
Credit Suisse Group
CS
– –
-400
Closed -$11K
TTM
3262
DELISTED
Tata Motors Limited
TTM
– –
-4,125
Closed -$101K
TEN
3263
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-1,900
Closed -$86K
ZVO
3264
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-82,382
Closed -$1.34M
MANT
3265
DELISTED
Mantech International Corp
MANT
– –
-69
Closed -$2K
MANT
3266
PUT
DELISTED
Mantech International Corp
MANT
– –
-200
Closed -$5K
SNP
3267
PUT
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-130
Closed -$9K
PTR
3268
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-100
Closed -$11K
POLY
3269
DELISTED
Plantronics, Inc.
POLY
– –
-415
Closed -$18K
POLY
3270
PUT
DELISTED
Plantronics, Inc.
POLY
– –
-1,500
Closed -$66K
SAFM
3271
CALL
DELISTED
Sanderson Farms Inc
SAFM
– –
-800
Closed -$53K
ZNGA
3272
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-508
Closed -$1.6K
MGLN
3273
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-30
Closed -$2K
MDP
3274
PUT
DELISTED
Meredith Corporation
MDP
– –
-500
Closed -$24K
WRI
3275
DELISTED
Weingarten Realty Investors
WRI
– –
-59
Closed -$1.79K
129 130
131
132 133

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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.