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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
CTXS
426
PUT
DELISTED
Citrix Systems Inc
CTXS
$3.65M 0.02%
64,925
-313,699
-83% -$17.5M
WMT icon
427
Walmart Inc
WMT
$890B
$3.62M 0.02%
146,967
+108,402
+281% +$2.73M
CMA
428
DELISTED
Comerica
CMA
$3.6M 0.02%
91,458
-16,435
-15% -$683K
CLF icon
429
PUT
Cleveland-Cliffs
CLF
$6.99B
$3.57M 0.02%
174,100
-177,200
-50% -$3.65M
ALL icon
430
PUT
Allstate
ALL
$67.5B
$3.55M 0.02%
70,200
-2,500
-3% -$126K
PNC icon
431
PUT
PNC Financial Services
PNC
$101B
$3.5M 0.02%
48,300
+41,700
+632% +$3.11M
WFM
432
CALL
DELISTED
Whole Foods Market Inc
WFM
$3.48M 0.02%
59,400
-74,200
-56% -$4.1M
NKE icon
433
Nike
NKE
$61.9B
$3.43M 0.02%
94,380
+66,948
+244% +$2.19M
SPG icon
434
PUT
Simon Property Group
SPG
$72.3B
$3.42M 0.02%
24,555
-142,974
-85% -$20.8M
NE
435
CALL
DELISTED
Noble Corporation
NE
$3.42M 0.02%
103,646
-242,300
-70% -$8.23M
ROC
436
CALL
DELISTED
ROCKWOOD HLDGS INC
ROC
$3.41M 0.02%
51,000
-12,200
-19% -$805K
DDD icon
437
PUT
3D Systems Corp
DDD
$613M
$3.39M 0.02%
+62,700
New +$3.1M
EWA icon
438
iShares MSCI Australia ETF
EWA
$1.48B
$3.37M 0.02%
+133,211
New +$3.2M
VMW
439
CALL
DELISTED
VMware, Inc
VMW
$3.36M 0.02%
41,600
-1,300
-3% -$105K
AKAM icon
440
CALL
Akamai
AKAM
$15.9B
$3.35M 0.02%
64,800
+57,900
+839% +$2.73M
STT icon
441
PUT
State Street
STT
$50.7B
$3.34M 0.02%
50,800
+25,100
+98% +$1.72M
M icon
442
CALL
Macy's
M
$6.68B
$3.29M 0.02%
76,100
+600
+0.8% +$28K
CCL icon
443
PUT
Carnival Corporation Ltd
CCL
$39.7B
$3.29M 0.02%
100,800
+80,100
+387% +$2.91M
WMB icon
444
Williams Companies
WMB
$86.1B
$3.29M 0.02%
90,387
+72,639
+409% +$2.55M
EQIX icon
445
Equinix
EQIX
$103B
$3.24M 0.02%
17,620
+17,314
+5,658% +$3.14M
PARA
446
DELISTED
Paramount Global Class B
PARA
$3.23M 0.02%
58,558
+52,362
+845% +$2.79M
YUM icon
447
PUT
Yum! Brands
YUM
$41.1B
$3.15M 0.02%
61,343
-121,574
-66% -$6.31M
EMC
448
DELISTED
EMC CORPORATION
EMC
$3.06M 0.02%
119,605
-428,784
-78% -$11.1M
GD icon
449
General Dynamics
GD
$106B
$3.04M 0.02%
34,777
+21,196
+156% +$1.8M
HRB icon
450
H&R Block
HRB
$5.86B
$3.04M 0.02%
113,875
+21,975
+24% +$640K
16 17
18
19 20

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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.