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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
MSTR icon
2251
CALL
Strategy Inc
MSTR
$37.2B
$21K ﹤0.01%
+2,000
New +$19.5K
OSIS icon
2252
OSI Systems
OSIS
$3.91B
$21K ﹤0.01%
276
-601
-69% -$42.7K
PAAS icon
2253
Pan American Silver
PAAS
$20.2B
$21K ﹤0.01%
2,004
+1,320
+193% +$16.1K
PFG icon
2254
CALL
Principal Financial Group
PFG
$24.7B
$21K ﹤0.01%
500
-5,000
-91% -$208K
SLAB icon
2255
PUT
Silicon Laboratories
SLAB
$7.21B
$21K ﹤0.01%
500
+100
+25% +$4.13K
TEL icon
2256
PUT
TE Connectivity
TEL
$62.3B
$21K ﹤0.01%
400
-2,000
-83% -$100K
WABC icon
2257
Westamerica Bancorp
WABC
$1.38B
$21K ﹤0.01%
424
-1,642
-79% -$79.4K
WLK icon
2258
CALL
Westlake Corp
WLK
$9.9B
$21K ﹤0.01%
400
+200
+100% +$10.2K
CONN
2259
DELISTED
Conn's Inc.
CONN
$21K ﹤0.01%
+413
New +$24.4K
ACC
2260
DELISTED
American Campus Communities, Inc.
ACC
$21K ﹤0.01%
605
-98
-14% -$3.66K
CVA
2261
PUT
DELISTED
Covanta Holding Corporation
CVA
$21K ﹤0.01%
+1,000
New +$21K
HOS
2262
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$21K ﹤0.01%
+364
New +$20.6K
BWP
2263
PUT
DELISTED
Boardwalk Pipeline Partners
BWP
$21K ﹤0.01%
+700
New +$21.4K
EVEP
2264
DELISTED
EV Energy Partners, L.P.
EVEP
$21K ﹤0.01%
577
-124
-18% -$4.73K
BONT
2265
PUT
DELISTED
Bon-Ton Stores Inc/The
BONT
$21K ﹤0.01%
2,000
+1,500
+300% +$23.1K
CNW
2266
DELISTED
CON-WAY INC.
CNW
$21K ﹤0.01%
488
+397
+436% +$16.8K
ARUN
2267
CALL
DELISTED
ARUBA NETWORKS, INC.
ARUN
$21K ﹤0.01%
1,300
-1,400
-52% -$24.4K
FIO
2268
PUT
DELISTED
FUSION-IO INC COM
FIO
$21K ﹤0.01%
1,600
+100
+7% +$1.32K
LPNT
2269
DELISTED
LifePoint Health, Inc.
LPNT
$21K ﹤0.01%
449
-3,993
-90% -$191K
CADE
2270
PUT
DELISTED
Cadence Bank
CADE
$20K ﹤0.01%
+1,000
New +$19.6K
CCEP icon
2271
CALL
Coca-Cola Europacific Partners
CCEP
$47.9B
$20K ﹤0.01%
+500
New +$19K
EME icon
2272
PUT
Emcor
EME
$35.7B
$20K ﹤0.01%
+500
New +$20.3K
EWA icon
2273
CALL
iShares MSCI Australia ETF
EWA
$1.44B
$20K ﹤0.01%
+800
New +$19.2K
LH icon
2274
PUT
Labcorp
LH
$25.7B
$20K ﹤0.01%
233
-233
-50% -$19.6K
MAC icon
2275
Macerich
MAC
$6.66B
$20K ﹤0.01%
356
+98
+38% +$5.88K
89 90
91
92 93

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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.