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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
LZB icon
1851
La-Z-Boy
LZB
$1.69B
$46K ﹤0.01%
2,032
+1,424
+234% +$30.9K
MTW icon
1852
CALL
Manitowoc
MTW
$675M
$46K ﹤0.01%
2,539
+441
+21% +$8.02K
STZ icon
1853
PUT
Constellation Brands
STZ
$23.2B
$46K ﹤0.01%
800
-60,100
-99% -$3.27M
TRN icon
1854
CALL
Trinity Industries
TRN
$2.38B
$46K ﹤0.01%
2,778
+1,389
+100% +$20.5K
WU icon
1855
CALL
Western Union
WU
$2.21B
$46K ﹤0.01%
2,500
-1,700
-40% -$30.5K
INVX
1856
CALL
Innovex International
INVX
$1.97B
$46K ﹤0.01%
400
-200
-33% -$20.4K
AUY
1857
DELISTED
Yamana Gold, Inc.
AUY
$46K ﹤0.01%
4,416
-16,440
-79% -$173K
HOS
1858
PUT
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$46K ﹤0.01%
800
+700
+700% +$39.5K
LTM
1859
PUT
DELISTED
LIFE TIME FITNESS INC
LTM
$46K ﹤0.01%
900
+300
+50% +$15.5K
REXX
1860
PUT
DELISTED
Rex Energy Corporation
REXX
$46K ﹤0.01%
+210
New +$42.4K
BALL icon
1861
CALL
Ball Corp
BALL
$16.8B
$45K ﹤0.01%
+2,000
New +$44.9K
EXC icon
1862
PUT
Exelon
EXC
$47B
$45K ﹤0.01%
2,103
+421
+25% +$9.21K
FNF icon
1863
Fidelity National Financial
FNF
$13.5B
$45K ﹤0.01%
+2,993
New +$42.2K
FUL icon
1864
CALL
H.B. Fuller
FUL
$3.28B
$45K ﹤0.01%
+1,000
New +$39.9K
WRLD icon
1865
PUT
World Acceptance Corp
WRLD
$872M
$45K ﹤0.01%
+500
New +$42.6K
XLU icon
1866
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
$45K ﹤0.01%
2,400
-474,800
-99% -$9.05M
BRLI
1867
PUT
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$45K ﹤0.01%
1,500
+500
+50% +$13.9K
SGY
1868
PUT
DELISTED
Stone Energy
SGY
$45K ﹤0.01%
25
+16
+178% +$24.9K
AVY icon
1869
PUT
Avery Dennison
AVY
$13.4B
$44K ﹤0.01%
1,000
+500
+100% +$22.1K
DVY icon
1870
iShares Select Dividend ETF
DVY
$23.6B
$44K ﹤0.01%
+664
New +$44.1K
FE icon
1871
CALL
FirstEnergy
FE
$27.5B
$44K ﹤0.01%
1,200
-6,000
-83% -$225K
HAS icon
1872
Hasbro
HAS
$13.2B
$44K ﹤0.01%
+928
New +$43.3K
MAN icon
1873
CALL
ManpowerGroup
MAN
$2.63B
$44K ﹤0.01%
+600
New +$40.2K
TSCO icon
1874
Tractor Supply
TSCO
$18.1B
$44K ﹤0.01%
3,295
-33,855
-91% -$417K
XEC
1875
DELISTED
CIMAREX ENERGY CO
XEC
$44K ﹤0.01%
457
+415
+988% +$33.6K
73 74
75
76 77

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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.