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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
BECN
2126
DELISTED
Beacon Roofing Supply, Inc.
BECN
$27K ﹤0.01%
729
+479
+192% +$18.3K
CUB
2127
CALL
DELISTED
Cubic Corporation
CUB
$27K ﹤0.01%
+500
New +$25.7K
CUB
2128
PUT
DELISTED
Cubic Corporation
CUB
$27K ﹤0.01%
+500
New +$25.7K
GWR
2129
DELISTED
Genesee & Wyoming Inc.
GWR
$27K ﹤0.01%
288
+86
+43% +$7.76K
PWE
2130
DELISTED
Penn West Energy Petroleum Ltd
PWE
$27K ﹤0.01%
2,465
-7,256
-75% -$84.2K
HGG
2131
PUT
DELISTED
hhgregg Inc.
HGG
$27K ﹤0.01%
1,500
– –
ANR
2132
CALL
DELISTED
Alpha Natural Resources Inc
ANR
$27K ﹤0.01%
4,500
-2,600
-37% -$15.2K
CKH
2133
PUT
DELISTED
Seacor Holdings Inc.
CKH
$27K ﹤0.01%
+310
New +$26K
ARCC icon
2134
CALL
Ares Capital
ARCC
$14.4B
$26K ﹤0.01%
+1,500
New +$26.3K
AVY icon
2135
Avery Dennison
AVY
$13.5B
$26K ﹤0.01%
590
+524
+794% +$23.2K
BCS icon
2136
CALL
Barclays
BCS
$94B
$26K ﹤0.01%
1,621
-294,554
-99% -$4.61M
EQR icon
2137
PUT
Equity Residential
EQR
$25.2B
$26K ﹤0.01%
500
-70,200
-99% -$3.87M
KEX icon
2138
CALL
Kirby Corp
KEX
$6.95B
$26K ﹤0.01%
+300
New +$25.2K
OVV icon
2139
PUT
Ovintiv
OVV
$16.6B
$26K ﹤0.01%
300
– –
PAAS icon
2140
CALL
Pan American Silver
PAAS
$21.4B
$26K ﹤0.01%
+2,500
New +$30.4K
PAAS icon
2141
PUT
Pan American Silver
PAAS
$21.4B
$26K ﹤0.01%
2,500
+1,000
+67% +$12.2K
TT icon
2142
Trane Technologies
TT
$106B
$26K ﹤0.01%
492
-700
-59% -$34.3K
TXT icon
2143
Textron
TXT
$15.4B
$26K ﹤0.01%
943
-930
-50% -$25.9K
WW
2144
DELISTED
WW International
WW
$26K ﹤0.01%
707
-415
-37% -$16.7K
XBI icon
2145
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.2B
$26K ﹤0.01%
+600
New +$24.3K
AYR
2146
CALL
DELISTED
Aircastle Ltd
AYR
$26K ﹤0.01%
+1,500
New +$25.6K
COL
2147
DELISTED
Rockwell Collins
COL
$26K ﹤0.01%
389
-147
-27% -$10.4K
OVTI
2148
CALL
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$26K ﹤0.01%
1,700
+1,100
+183% +$18.3K
GDP
2149
PUT
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$26K ﹤0.01%
1,100
-100
-8% -$2.01K
NTT
2150
PUT
DELISTED
Nippon Telegraph & Telephone
NTT
$26K ﹤0.01%
1,000
+500
+100% +$13.1K
84 85
86
87 88

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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.