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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
RES icon
1776
PUT
RPC Inc
RES
$1.3B
$54K ﹤0.01%
+3,500
New +$51.3K
ROP icon
1777
PUT
Roper Technologies
ROP
$39.8B
$54K ﹤0.01%
400
-200
-33% -$25.7K
SHOO icon
1778
PUT
Steven Madden
SHOO
$3.55B
$54K ﹤0.01%
+2,250
New +$52.9K
SHW icon
1779
CALL
Sherwin-Williams
SHW
$89.8B
$54K ﹤0.01%
900
-300
-25% -$17.6K
WBS icon
1780
PUT
Webster Financial
WBS
$12.8B
$54K ﹤0.01%
2,100
+1,600
+320% +$42.6K
INFA
1781
PUT
DELISTED
INFORMATICA CORP
INFA
$54K ﹤0.01%
1,400
-300
-18% -$11.4K
ANSS
1782
DELISTED
Ansys
ANSS
$53K ﹤0.01%
608
-693
-53% -$57.9K
CVLT icon
1783
PUT
Commault Systems
CVLT
$5.61B
$53K ﹤0.01%
600
+500
+500% +$41.9K
MED icon
1784
PUT
Medifast
MED
$141M
$53K ﹤0.01%
2,000
+1,500
+300% +$40.1K
RBC icon
1785
PUT
RBC Bearings
RBC
$18B
$53K ﹤0.01%
800
+500
+167% +$29.3K
SIMO icon
1786
PUT
Silicon Motion
SIMO
$8.68B
$53K ﹤0.01%
+4,000
New +$45.1K
THO icon
1787
CALL
Thor Industries
THO
$4.14B
$53K ﹤0.01%
+900
New +$47.7K
WWW icon
1788
Wolverine World Wide
WWW
$1.55B
$53K ﹤0.01%
+1,810
New +$51.6K
SWI
1789
CALL
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$53K ﹤0.01%
1,500
+1,200
+400% +$46.9K
CLNE icon
1790
PUT
Clean Energy Fuels
CLNE
$346M
$52K ﹤0.01%
+4,100
New +$52.7K
LAMR icon
1791
PUT
Lamar Advertising Co
LAMR
$16.3B
$52K ﹤0.01%
1,100
– –
PGR icon
1792
PUT
Progressive
PGR
$125B
$52K ﹤0.01%
+1,900
New +$49.3K
TDC icon
1793
PUT
Teradata
TDC
$2.55B
$52K ﹤0.01%
900
-400
-31% -$23.5K
THO icon
1794
PUT
Thor Industries
THO
$4.14B
$52K ﹤0.01%
900
+500
+125% +$26.5K
FLG
1795
PUT
Flagstar Bank National Association
FLG
$5.82B
$52K ﹤0.01%
1,133
+966
+578% +$43.4K
LVLT
1796
CALL
DELISTED
Level 3 Communications Inc
LVLT
$52K ﹤0.01%
2,000
+1,700
+567% +$39.2K
FSL
1797
CALL
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$52K ﹤0.01%
3,100
+2,100
+210% +$32.4K
JNY
1798
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$52K ﹤0.01%
+3,477
New +$54.6K
WMS
1799
PUT
DELISTED
WMS INDS INC
WMS
$52K ﹤0.01%
2,000
– –
GNTX icon
1800
PUT
Gentex
GNTX
$5.07B
$51K ﹤0.01%
4,000
-1,000
-20% -$11.9K
70 71
72
73 74

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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.