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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
VC icon
1376
CALL
Visteon
VC
$2.78B
$114K ﹤0.01%
1,500
+1,200
+400% +$83.4K
MXIM
1377
CALL
DELISTED
Maxim Integrated Products
MXIM
$114K ﹤0.01%
3,800
+2,000
+111% +$56.9K
CNI icon
1378
Canadian National Railway
CNI
$76.6B
$113K ﹤0.01%
2,228
-230
-9% -$11.4K
DBI icon
1379
Designer Brands
DBI
$333M
$113K ﹤0.01%
2,650
+1,236
+87% +$50K
HDB icon
1380
HDFC Bank
HDB
$121B
$113K ﹤0.01%
14,652
+12,620
+621% +$104K
LII icon
1381
PUT
Lennox International
LII
$15.2B
$113K ﹤0.01%
+1,500
New +$106K
SKX
1382
PUT
DELISTED
Skechers
SKX
$113K ﹤0.01%
10,800
+10,200
+1,700% +$97K
CSC
1383
CALL
DELISTED
Computer Sciences
CSC
$113K ﹤0.01%
5,221
-470,328
-99% -$9.89M
TLM
1384
CALL
DELISTED
TALISMAN ENERGY INC
TLM
$113K ﹤0.01%
+9,800
New +$110K
ACAS
1385
CALL
DELISTED
American Capital Ltd
ACAS
$113K ﹤0.01%
8,200
+2,900
+55% +$38.2K
DHR icon
1386
Danaher
DHR
$144B
$112K ﹤0.01%
2,395
+1,831
+325% +$83.1K
PX
1387
DELISTED
Praxair Inc
PX
$112K ﹤0.01%
934
-135
-13% -$16K
CIT
1388
CALL
DELISTED
CIT Group Inc.
CIT
$112K ﹤0.01%
2,300
-3,300
-59% -$162K
GES
1389
PUT
DELISTED
Guess Inc
GES
$111K ﹤0.01%
3,700
+1,200
+48% +$37.5K
INVX
1390
Innovex International
INVX
$1.97B
$111K ﹤0.01%
970
+712
+276% +$72.8K
CRZO
1391
DELISTED
Carrizo Oil & Gas Inc
CRZO
$111K ﹤0.01%
2,971
+337
+13% +$11.2K
FSL
1392
PUT
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$111K ﹤0.01%
+6,700
New +$103K
CMTL icon
1393
PUT
Comtech Telecommunications
CMTL
$51.8M
$110K ﹤0.01%
4,500
+1,600
+55% +$41.6K
SNP
1394
CALL
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$110K ﹤0.01%
+1,400
New +$105K
PLL
1395
DELISTED
PALL CORP
PLL
$110K ﹤0.01%
+1,428
New +$102K
TAP icon
1396
Molson Coors Class B
TAP
$8.09B
$109K ﹤0.01%
2,170
-3,567
-62% -$179K
X
1397
DELISTED
US Steel
X
$109K ﹤0.01%
5,296
-224,873
-98% -$4.23M
AUY
1398
PUT
DELISTED
Yamana Gold, Inc.
AUY
$109K ﹤0.01%
10,500
+9,400
+855% +$99.1K
EPB
1399
CALL
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$109K ﹤0.01%
+2,600
New +$110K
FXF icon
1400
CALL
Invesco CurrencyShares Swiss Franc Trust
FXF
$398M
$108K ﹤0.01%
+1,000
New +$105K
54 55
56
57 58

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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.