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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
CSH
2351
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$18K ﹤0.01%
+864
New +$17.2K
MBT
2352
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$18K ﹤0.01%
816
-1,067
-57% -$22K
MCF
2353
PUT
DELISTED
Contango Oil & Gas Co.
MCF
$18K ﹤0.01%
+500
New +$18.8K
ABT icon
2354
PUT
Abbott
ABT
$187B
$17K ﹤0.01%
500
-23,400
-98% -$821K
ANSS
2355
PUT
DELISTED
Ansys
ANSS
$17K ﹤0.01%
200
-600
-75% -$50.1K
ARLP icon
2356
Alliance Resource Partners
ARLP
$3.26B
$17K ﹤0.01%
470
-254
-35% -$9.55K
EFOR
2357
PUT
Everforth Inc
EFOR
$1.29B
$17K ﹤0.01%
+500
New +$15.5K
CRS icon
2358
PUT
Carpenter Technology
CRS
$27.7B
$17K ﹤0.01%
300
+100
+50% +$5.34K
LSTR icon
2359
Landstar System
LSTR
$6.01B
$17K ﹤0.01%
+300
New +$16.4K
MAT icon
2360
PUT
Mattel
MAT
$4.21B
$17K ﹤0.01%
400
-57,800
-99% -$2.47M
ODP
2361
CALL
DELISTED
ODP
ODP
$17K ﹤0.01%
350
+50
+17% +$2.15K
PENN icon
2362
PUT
PENN Entertainment
PENN
$2.69B
$17K ﹤0.01%
1,327
-885
-40% -$10.7K
RJF icon
2363
Raymond James Financial
RJF
$34.4B
$17K ﹤0.01%
602
-1,302
-68% -$37.6K
SBGI icon
2364
CALL
Sinclair Inc
SBGI
$1.07B
$17K ﹤0.01%
+500
New +$14.1K
SCSC icon
2365
PUT
Scansource
SCSC
$1.16B
$17K ﹤0.01%
+500
New +$17K
SEE
2366
PUT
DELISTED
Sealed Air
SEE
$17K ﹤0.01%
600
+500
+500% +$14.2K
SLAB icon
2367
CALL
Silicon Laboratories
SLAB
$7.21B
$17K ﹤0.01%
+400
New +$16.5K
SLAB icon
2368
Silicon Laboratories
SLAB
$7.21B
$17K ﹤0.01%
405
+132
+48% +$5.46K
SPXC icon
2369
SPX Corp
SPXC
$10.7B
$17K ﹤0.01%
814
+187
+30% +$3.63K
SXC icon
2370
PUT
SunCoke Energy
SXC
$815M
$17K ﹤0.01%
1,000
+500
+100% +$7.95K
TDC icon
2371
CALL
Teradata
TDC
$2.54B
$17K ﹤0.01%
300
+200
+200% +$11.7K
TDW icon
2372
Tidewater
TDW
$4.06B
$17K ﹤0.01%
+9
New +$16.8K
TXRH icon
2373
Texas Roadhouse
TXRH
$13.7B
$17K ﹤0.01%
631
+436
+224% +$11K
WY icon
2374
CALL
Weyerhaeuser
WY
$18.3B
$17K ﹤0.01%
600
+200
+50% +$5.66K
NBL
2375
DELISTED
Noble Energy, Inc.
NBL
$17K ﹤0.01%
253
-2,179
-90% -$140K
93 94
95
96 97

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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.