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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
CAR icon
1476
CALL
Avis
CAR
$5.02B
$93K ﹤0.01%
3,200
+2,800
+700% +$83.7K
CTAS icon
1477
CALL
Cintas
CTAS
$81.3B
$93K ﹤0.01%
7,200
+2,400
+50% +$29.1K
DBC icon
1478
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$93K ﹤0.01%
3,600
– –
HAS icon
1479
PUT
Hasbro
HAS
$13.2B
$93K ﹤0.01%
2,000
– –
XOP icon
1480
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$93K ﹤0.01%
+350
New +$87.9K
TCP
1481
DELISTED
TC Pipelines LP
TCP
$93K ﹤0.01%
1,902
+1,319
+226% +$65.2K
WBC
1482
DELISTED
WABCO HOLDINGS INC.
WBC
$93K ﹤0.01%
1,101
-1
-0.1% -$80
ALTR
1483
PUT
DELISTED
Altera Corp
ALTR
$93K ﹤0.01%
2,500
+2,000
+400% +$71.7K
CRI icon
1484
PUT
Carter's
CRI
$1.47B
$92K ﹤0.01%
+1,200
New +$87.7K
DBC icon
1485
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$92K ﹤0.01%
3,579
-429
-11% -$11.2K
VLO icon
1486
Valero Energy
VLO
$85.9B
$92K ﹤0.01%
2,688
-14,663
-85% -$518K
INVX
1487
PUT
Innovex International
INVX
$1.97B
$92K ﹤0.01%
800
-200
-20% -$20.4K
SAFM
1488
DELISTED
Sanderson Farms Inc
SAFM
$92K ﹤0.01%
+1,413
New +$97.8K
EMR icon
1489
CALL
Emerson Electric
EMR
$88.3B
$91K ﹤0.01%
1,400
-400
-22% -$24.5K
RIO icon
1490
Rio Tinto
RIO
$164B
$91K ﹤0.01%
+1,867
New +$87.1K
UVV icon
1491
CALL
Universal Corp
UVV
$1.27B
$91K ﹤0.01%
+1,800
New +$99.6K
MLNX
1492
DELISTED
Mellanox Technologies, Ltd.
MLNX
$91K ﹤0.01%
+2,384
New +$102K
SFLY
1493
DELISTED
Shutterfly, Inc.
SFLY
$90K ﹤0.01%
1,610
+1,339
+494% +$74.4K
ARII
1494
DELISTED
American Railcar Industries, Inc.
ARII
$90K ﹤0.01%
+2,290
New +$81.6K
PCP
1495
PUT
DELISTED
PRECISION CASTPARTS CORP
PCP
$90K ﹤0.01%
400
-500
-56% -$113K
BYD icon
1496
Boyd Gaming
BYD
$6.06B
$89K ﹤0.01%
6,330
-13,939
-69% -$171K
DEO icon
1497
CALL
Diageo
DEO
$53.6B
$89K ﹤0.01%
+700
New +$87.6K
EQT icon
1498
PUT
EQT Corp
EQT
$32.3B
$89K ﹤0.01%
1,837
+1,470
+401% +$68.2K
RGLD icon
1499
Royal Gold
RGLD
$19.5B
$89K ﹤0.01%
1,841
-1,697
-48% -$88K
FSYS
1500
PUT
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$89K ﹤0.01%
4,500
+3,400
+309% +$65.4K
58 59
60
61 62

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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.