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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
CAB
1876
PUT
DELISTED
Cabela's Inc
CAB
$44K ﹤0.01%
700
+300
+75% +$20K
TSL
1877
DELISTED
Trina Solar Limited
TSL
$44K ﹤0.01%
2,818
-230
-8% -$2.04K
AOL
1878
DELISTED
AOL INC COMMON STOCK
AOL
$44K ﹤0.01%
1,272
-7,906
-86% -$281K
HLSS
1879
PUT
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$44K ﹤0.01%
2,000
+1,500
+300% +$35.6K
FIO
1880
CALL
DELISTED
FUSION-IO INC COM
FIO
$44K ﹤0.01%
3,300
+500
+18% +$6.59K
ACGL icon
1881
Arch Capital
ACGL
$33.6B
$43K ﹤0.01%
2,382
+1,455
+157% +$26K
BCE icon
1882
CALL
BCE
BCE
$21.2B
$43K ﹤0.01%
+1,000
New +$41.6K
CME icon
1883
CALL
CME Group
CME
$94.8B
$43K ﹤0.01%
600
-207,400
-100% -$15.3M
WU icon
1884
PUT
Western Union
WU
$2.21B
$43K ﹤0.01%
2,300
-5,600
-71% -$101K
ERF
1885
PUT
DELISTED
Enerplus Corporation
ERF
$43K ﹤0.01%
2,619
+1,108
+73% +$18.2K
CVA
1886
CALL
DELISTED
Covanta Holding Corporation
CVA
$43K ﹤0.01%
+2,000
New +$42K
NAV
1887
DELISTED
Navistar International
NAV
$43K ﹤0.01%
1,177
-563
-32% -$19.2K
LVLT
1888
PUT
DELISTED
Level 3 Communications Inc
LVLT
$43K ﹤0.01%
1,600
+1,400
+700% +$32.3K
MJN
1889
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
$43K ﹤0.01%
600
+400
+200% +$30K
ITC
1890
DELISTED
ITC HOLDINGS CORP
ITC
$43K ﹤0.01%
+1,365
New +$41.4K
CVC
1891
PUT
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$43K ﹤0.01%
2,600
-135,400
-98% -$2.48M
SIAL
1892
CALL
DELISTED
SIGMA - ALDRICH CORP
SIAL
$43K ﹤0.01%
500
-2,600
-84% -$219K
AZO icon
1893
PUT
AutoZone
AZO
$51.1B
$42K ﹤0.01%
100
– –
BCO icon
1894
PUT
Brink's
BCO
$4.62B
$42K ﹤0.01%
+1,500
New +$40.8K
CMC icon
1895
CALL
Commercial Metals
CMC
$8.31B
$42K ﹤0.01%
+2,500
New +$39.2K
DVN icon
1896
Devon Energy
DVN
$47.3B
$42K ﹤0.01%
+728
New +$41.6K
HRL icon
1897
PUT
Hormel Foods
HRL
$13.8B
$42K ﹤0.01%
+2,000
New +$42K
MSTR icon
1898
PUT
Strategy Inc
MSTR
$38.4B
$42K ﹤0.01%
+4,000
New +$38.9K
NLY icon
1899
PUT
Annaly Capital Management
NLY
$17.4B
$42K ﹤0.01%
900
+525
+140% +$24.7K
OXM icon
1900
PUT
Oxford Industries
OXM
$552M
$42K ﹤0.01%
600
+400
+200% +$26.4K
74 75
76
77 78

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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.