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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
JBL icon
1651
CALL
Jabil
JBL
$35.8B
$68K ﹤0.01%
3,100
+1,500
+94% +$34.2K
LZB icon
1652
PUT
La-Z-Boy
LZB
$1.69B
$68K ﹤0.01%
3,000
+2,000
+200% +$43.4K
MAC icon
1653
PUT
Macerich
MAC
$6.92B
$68K ﹤0.01%
1,200
+1,000
+500% +$60K
PKG icon
1654
CALL
Packaging Corp of America
PKG
$22.8B
$68K ﹤0.01%
1,200
-48,800
-98% -$2.64M
SNCR
1655
DELISTED
Synchronoss Technologies
SNCR
$68K ﹤0.01%
199
+149
+298% +$45.4K
TRIP icon
1656
CALL
TripAdvisor
TRIP
$1.26B
$68K ﹤0.01%
900
-1,800
-67% -$128K
UPBD icon
1657
PUT
Upbound Group
UPBD
$1.16B
$68K ﹤0.01%
+1,800
New +$69.4K
X
1658
PUT
DELISTED
US Steel
X
$68K ﹤0.01%
3,300
-502,000
-99% -$9.45M
AEM icon
1659
CALL
Agnico Eagle Mines
AEM
$90.5B
$67K ﹤0.01%
2,500
+1,300
+108% +$37.1K
KSS icon
1660
Kohl's
KSS
$2.19B
$67K ﹤0.01%
+1,299
New +$67.9K
XEC
1661
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$67K ﹤0.01%
+700
New +$56.7K
SFLY
1662
CALL
DELISTED
Shutterfly, Inc.
SFLY
$67K ﹤0.01%
+1,200
New +$66.7K
INVN
1663
PUT
DELISTED
Invensense Inc
INVN
$67K ﹤0.01%
3,800
+2,000
+111% +$33.8K
NYX
1664
CALL
DELISTED
NYSE EURONEXT INC
NYX
$67K ﹤0.01%
1,600
+100
+7% +$4.2K
SPLS
1665
DELISTED
Staples Inc
SPLS
$67K ﹤0.01%
4,576
-74,186
-94% -$1.16M
AMT icon
1666
PUT
American Tower
AMT
$80.4B
$66K ﹤0.01%
900
-700
-44% -$50.5K
CROX icon
1667
PUT
Crocs
CROX
$6.55B
$66K ﹤0.01%
4,800
+3,600
+300% +$52.2K
CVE icon
1668
PUT
Cenovus Energy
CVE
$52.1B
$66K ﹤0.01%
+2,200
New +$65K
DVY icon
1669
CALL
iShares Select Dividend ETF
DVY
$23.6B
$66K ﹤0.01%
+1,000
New +$66.5K
MELI icon
1670
PUT
Mercado Libre
MELI
$92.3B
$66K ﹤0.01%
500
-700
-58% -$84.1K
UPL
1671
PUT
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$66K ﹤0.01%
3,200
-197,400
-98% -$4.16M
CNQR
1672
CALL
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$66K ﹤0.01%
+600
New +$58.4K
MBT
1673
PUT
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$66K ﹤0.01%
3,000
+1,600
+114% +$33K
DB icon
1674
CALL
Deutsche Bank
DB
$71.5B
$65K ﹤0.01%
1,643
-2,817
-63% -$109K
DVN icon
1675
PUT
Devon Energy
DVN
$47.3B
$65K ﹤0.01%
1,100
-22,400
-95% -$1.28M
65 66
67
68 69

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Carson Wealth (CWM LLC)
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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.