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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
CVSA
1251
PUT
Covista Inc
CVSA
$4.8B
$149K ﹤0.01%
4,900
+1,300
+36% +$40.1K
DDS icon
1252
CALL
Dillards
DDS
$9.56B
$149K ﹤0.01%
1,900
+1,500
+375% +$121K
IJH icon
1253
PUT
iShares Core S&P Mid-Cap ETF
IJH
$127B
$149K ﹤0.01%
+6,000
New +$146K
TEX icon
1254
CALL
Terex
TEX
$7.74B
$149K ﹤0.01%
4,500
-400
-8% -$12.1K
ARII
1255
PUT
DELISTED
American Railcar Industries, Inc.
ARII
$149K ﹤0.01%
+3,800
New +$135K
AGU
1256
DELISTED
Agrium
AGU
$149K ﹤0.01%
1,778
-11,538
-87% -$1.01M
FTNT icon
1257
CALL
Fortinet
FTNT
$117B
$148K ﹤0.01%
36,500
+29,000
+387% +$117K
RYL
1258
PUT
DELISTED
RYLAND GROUP INC
RYL
$148K ﹤0.01%
3,700
+1,400
+61% +$53.9K
ANN
1259
PUT
DELISTED
ANN INC
ANN
$148K ﹤0.01%
4,100
+600
+17% +$20.5K
EXP icon
1260
CALL
Eagle Materials
EXP
$6.57B
$147K ﹤0.01%
+2,000
New +$136K
DGIT
1261
PUT
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
$147K ﹤0.01%
11,500
+11,000
+2,200% +$115K
ROSE
1262
DELISTED
ROSETTA RESOURCES INC
ROSE
$146K ﹤0.01%
2,682
+1,791
+201% +$84.8K
APL
1263
CALL
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
$146K ﹤0.01%
3,800
+2,600
+217% +$99K
GPC icon
1264
PUT
Genuine Parts
GPC
$18.7B
$145K ﹤0.01%
1,800
-4,900
-73% -$398K
OKS
1265
CALL
DELISTED
Oneok Partners LP
OKS
$144K ﹤0.01%
2,700
-8,300
-75% -$421K
MHFI
1266
PUT
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$144K ﹤0.01%
+2,200
New +$133K
UFS
1267
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
$144K ﹤0.01%
3,600
+1,800
+100% +$63.9K
AVB icon
1268
AvalonBay Communities
AVB
$26.8B
$143K ﹤0.01%
+1,126
New +$149K
WW
1269
CALL
DELISTED
WW International
WW
$142K ﹤0.01%
3,800
+2,400
+171% +$96.7K
CB
1270
CALL
DELISTED
CHUBB CORPORATION
CB
$142K ﹤0.01%
1,600
+1,100
+220% +$95.2K
ZION icon
1271
PUT
Zions Bancorporation
ZION
$10.3B
$141K ﹤0.01%
5,100
-44,300
-90% -$1.29M
AMT icon
1272
CALL
American Tower
AMT
$80.4B
$140K ﹤0.01%
1,900
+1,200
+171% +$86.6K
MCO icon
1273
PUT
Moody's
MCO
$82.7B
$140K ﹤0.01%
2,000
-3,900
-66% -$256K
OPEN
1274
CALL
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
$140K ﹤0.01%
2,000
-100
-5% -$6.99K
UN
1275
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$140K ﹤0.01%
3,700
+2,600
+236% +$103K
49 50
51
52 53

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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.