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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
MDY icon
1801
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$51K ﹤0.01%
+227
New +$50.5K
SIX
1802
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$51K ﹤0.01%
+1,500
New +$53.1K
LFC
1803
DELISTED
China Life Insurance Company Ltd.
LFC
$51K ﹤0.01%
+3,921
New +$49.1K
NAV
1804
CALL
DELISTED
Navistar International
NAV
$51K ﹤0.01%
1,400
+700
+100% +$23.8K
PAY
1805
PUT
DELISTED
Verifone Systems Inc
PAY
$51K ﹤0.01%
2,300
-13,100
-85% -$261K
TXI
1806
DELISTED
TEXAS INDUSTRIES INC
TXI
$51K ﹤0.01%
+762
New +$47.9K
CA
1807
CALL
DELISTED
CA, Inc.
CA
$51K ﹤0.01%
1,700
-1,000
-37% -$30K
GBX icon
1808
The Greenbrier Companies
GBX
$1.46B
$50K ﹤0.01%
2,008
+1,271
+172% +$29.6K
JBL icon
1809
Jabil
JBL
$35.8B
$50K ﹤0.01%
2,299
+1,177
+105% +$26.8K
JOE icon
1810
St. Joe Company
JOE
$3.83B
$50K ﹤0.01%
2,549
+2,490
+4,220% +$52.4K
WDC icon
1811
CALL
Western Digital
WDC
$150B
$50K ﹤0.01%
1,058
-1,456
-58% -$71.9K
CSH
1812
CALL
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$50K ﹤0.01%
+2,424
New +$48.3K
DO
1813
CALL
DELISTED
Diamond Offshore Drilling
DO
$50K ﹤0.01%
800
-7,800
-91% -$522K
AEP icon
1814
American Electric Power
AEP
$68.4B
$49K ﹤0.01%
1,128
-11,227
-91% -$499K
AMD icon
1815
Advanced Micro Devices
AMD
$789B
$49K ﹤0.01%
+12,958
New +$49.4K
BKE icon
1816
PUT
Buckle
BKE
$2.37B
$49K ﹤0.01%
+922
New +$48.6K
CBRE icon
1817
CBRE Group
CBRE
$42.9B
$49K ﹤0.01%
2,103
+817
+64% +$18.9K
CBRE icon
1818
PUT
CBRE Group
CBRE
$42.9B
$49K ﹤0.01%
2,100
+500
+31% +$11.6K
CLX icon
1819
CALL
Clorox
CLX
$12.7B
$49K ﹤0.01%
600
-183,700
-100% -$15.5M
NUS icon
1820
Nu Skin
NUS
$267M
$49K ﹤0.01%
516
-50,559
-99% -$4.29M
POOL icon
1821
Pool Corp
POOL
$7.5B
$49K ﹤0.01%
874
-486
-36% -$26.3K
WELL icon
1822
CALL
Welltower
WELL
$171B
$49K ﹤0.01%
800
-1,400
-64% -$89K
AFSI
1823
DELISTED
AmTrust Financial Services, Inc.
AFSI
$49K ﹤0.01%
2,508
+1,716
+217% +$31.9K
CNQR
1824
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$49K ﹤0.01%
443
+385
+664% +$37.5K
UFS
1825
DELISTED
DOMTAR CORPORATION (New)
UFS
$49K ﹤0.01%
+1,224
New +$43.5K
71 72
73
74 75

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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.