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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
DRI icon
1576
Darden Restaurants
DRI
$24.4B
$78K ﹤0.01%
1,892
-1,555
-45% -$67.5K
IMAX icon
1577
CALL
IMAX
IMAX
$2.66B
$78K ﹤0.01%
+2,600
New +$70K
ORLY icon
1578
PUT
O'Reilly Automotive
ORLY
$76.3B
$78K ﹤0.01%
9,000
-9,000
-50% -$73.6K
TTM
1579
PUT
DELISTED
Tata Motors Limited
TTM
$78K ﹤0.01%
2,900
-1,300
-31% -$32K
UPL
1580
CALL
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$78K ﹤0.01%
3,800
+900
+31% +$18.9K
SE
1581
PUT
DELISTED
Spectra Energy Corp Wi
SE
$78K ﹤0.01%
2,300
-200
-8% -$6.91K
CB
1582
DELISTED
CHUBB CORPORATION
CB
$78K ﹤0.01%
+874
New +$75.6K
NTGR icon
1583
PUT
NETGEAR
NTGR
$635M
$77K ﹤0.01%
2,500
+400
+19% +$12.3K
PFG icon
1584
PUT
Principal Financial Group
PFG
$24.3B
$77K ﹤0.01%
1,800
+1,300
+260% +$54.2K
SNBR
1585
PUT
DELISTED
Sleep Number
SNBR
$77K ﹤0.01%
3,200
+1,200
+60% +$28.8K
TEF
1586
PUT
DELISTED
Telefonica
TEF
$77K ﹤0.01%
6,814
+4,088
+150% +$42.3K
CEQP
1587
PUT
DELISTED
Crestwood Equity Partners LP
CEQP
$77K ﹤0.01%
560
– –
TSL
1588
CALL
DELISTED
Trina Solar Limited
TSL
$77K ﹤0.01%
4,900
+3,700
+308% +$32.8K
CNQR
1589
PUT
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$77K ﹤0.01%
700
+600
+600% +$58.4K
CAG icon
1590
PUT
Conagra Brands
CAG
$7.23B
$76K ﹤0.01%
3,213
+1,285
+67% +$34.7K
LNC icon
1591
CALL
Lincoln National
LNC
$8.81B
$76K ﹤0.01%
1,800
+700
+64% +$29.5K
UNM icon
1592
PUT
Unum
UNM
$14.3B
$76K ﹤0.01%
2,500
+2,000
+400% +$61.4K
UPBD icon
1593
CALL
Upbound Group
UPBD
$1.16B
$76K ﹤0.01%
+2,000
New +$77.1K
WCC
1594
CALL
WESCO International
WCC
$17.7B
$76K ﹤0.01%
1,000
+800
+400% +$59.3K
SONC
1595
PUT
DELISTED
Sonic Corp
SONC
$76K ﹤0.01%
+4,200
New +$68.7K
AZZ icon
1596
PUT
AZZ Inc
AZZ
$4.54B
$75K ﹤0.01%
1,800
+1,500
+500% +$57.8K
AZO icon
1597
AutoZone
AZO
$51.1B
$75K ﹤0.01%
178
-37
-17% -$15.8K
CNQ icon
1598
CALL
Canadian Natural Resources
CNQ
$93.8B
$75K ﹤0.01%
4,965
+2,069
+71% +$31.1K
DFS
1599
CALL
DELISTED
Discover Financial Services
DFS
$75K ﹤0.01%
1,500
-1,900
-56% -$95.1K
MAA icon
1600
PUT
Mid-America Apartment Communities
MAA
$15.7B
$75K ﹤0.01%
+1,200
New +$77.5K
62 63
64
65 66

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HF
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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.