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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
SIRI icon
1976
CALL
SiriusXM
SIRI
$10.1B
$36K ﹤0.01%
930
+100
+12% +$3.72K
WRLD icon
1977
CALL
World Acceptance Corp
WRLD
$872M
$36K ﹤0.01%
+400
New +$34.1K
CAMP
1978
PUT
DELISTED
CalAmp Corp.
CAMP
$36K ﹤0.01%
+87
New +$32.2K
DNR
1979
CALL
DELISTED
Denbury Resources, Inc.
DNR
$36K ﹤0.01%
2,000
-1,000
-33% -$17.6K
DNB
1980
DELISTED
Dun & Bradstreet
DNB
$36K ﹤0.01%
+350
New +$36.4K
AHGP
1981
CALL
DELISTED
Alliance Holdings GP
AHGP
$36K ﹤0.01%
+600
New +$37.3K
ASEI
1982
PUT
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$36K ﹤0.01%
600
-800
-57% -$47.4K
GLF
1983
PUT
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$36K ﹤0.01%
700
-1,100
-61% -$53.9K
ABT icon
1984
Abbott
ABT
$187B
$35K ﹤0.01%
+1,066
New +$37.4K
ALV icon
1985
PUT
Autoliv
ALV
$9B
$35K ﹤0.01%
555
-3,054
-85% -$183K
HBI
1986
DELISTED
Hanesbrands
HBI
$35K ﹤0.01%
2,264
-2,532
-53% -$37.7K
JCI icon
1987
Johnson Controls International
JCI
$92.2B
$35K ﹤0.01%
+805
New +$34.1K
MEI icon
1988
Methode Electronics
MEI
$592M
$35K ﹤0.01%
+1,234
New +$26.1K
RGR icon
1989
Sturm, Ruger & Co
RGR
$593M
$35K ﹤0.01%
+565
New +$30.4K
WSO icon
1990
Watsco Inc
WSO
$13.6B
$35K ﹤0.01%
+374
New +$34.2K
ZNGA
1991
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$35K ﹤0.01%
9,400
+2,100
+29% +$6.63K
SWC
1992
PUT
DELISTED
Stillwater Mining Co
SWC
$35K ﹤0.01%
3,000
-1,500
-33% -$17.4K
RSH
1993
PUT
DELISTED
RADIOSHACK CORP
RSH
$35K ﹤0.01%
10,000
+2,000
+25% +$6.41K
CBT icon
1994
PUT
Cabot Corp
CBT
$4.52B
$34K ﹤0.01%
+800
New +$32.3K
ED icon
1995
CALL
Consolidated Edison
ED
$39.8B
$34K ﹤0.01%
600
-8,100
-93% -$467K
EDU icon
1996
PUT
New Oriental
EDU
$8.98B
$34K ﹤0.01%
1,400
+100
+8% +$2.28K
KEX icon
1997
PUT
Kirby Corp
KEX
$6.93B
$34K ﹤0.01%
+400
New +$33.6K
MANH icon
1998
Manhattan Associates
MANH
$11.4B
$34K ﹤0.01%
+1,440
New +$31.8K
PAG icon
1999
PUT
Penske Automotive Group
PAG
$14.2B
$34K ﹤0.01%
+800
New +$30.6K
RHI icon
2000
Robert Half
RHI
$4.37B
$34K ﹤0.01%
870
+255
+41% +$9.39K
78 79
80
81 82

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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.