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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
FLEX icon
3101
PUT
Flex
FLEX
$43.4B
– –
-664
Closed -$4K
FLS icon
3102
CALL
Flowserve
FLS
$9.78B
– –
-1,700
Closed -$92K
FTI icon
3103
CALL
TechnipFMC
FTI
$27.1B
– –
-101,203
Closed -$4.19M
FTNT icon
3104
Fortinet
FTNT
$120B
– –
-1,600
Closed -$6.48K
GDXJ icon
3105
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.33B
– –
-525
Closed -$20K
GLNG icon
3106
Golar LNG
GLNG
$5B
– –
-265
Closed -$9.7K
GOOG icon
3107
CALL
Alphabet (Google) Class C
GOOG
$4.59T
– –
-3,665,689
Closed -$80.4M
GPC icon
3108
Genuine Parts
GPC
$17.7B
– –
-2,940
Closed -$239K
GPI icon
3109
Group 1 Automotive
GPI
$3.48B
– –
-75
Closed -$5.59K
GVA icon
3110
Granite Construction
GVA
$5.43B
– –
-5
Closed –
GVA icon
3111
PUT
Granite Construction
GVA
$5.43B
– –
-100
Closed -$3K
GWW icon
3112
W.W. Grainger
GWW
$64.7B
– –
-197
Closed -$51.3K
HAL icon
3113
Halliburton
HAL
$27B
– –
-10,282
Closed -$482K
HCA icon
3114
HCA Healthcare
HCA
$88B
– –
-6,865
Closed -$268K
HD icon
3115
Home Depot
HD
$339B
– –
-14,736
Closed -$1.14M
HDB icon
3116
PUT
HDFC Bank
HDB
$124B
– –
-1,600
Closed -$14K
HELE icon
3117
Helen of Troy
HELE
$676M
– –
-860
Closed -$33K
HELE icon
3118
PUT
Helen of Troy
HELE
$676M
– –
-1,500
Closed -$58K
HES
3119
DELISTED
Hess
HES
– –
-3,480
Closed -$259K
HMY icon
3120
Harmony Gold Mining
HMY
$10.5B
$0 ﹤0.01%
+115
New +$428
HP icon
3121
CALL
Helmerich & Payne
HP
$3.41B
– –
-1,000
Closed -$62K
HST icon
3122
Host Hotels & Resorts
HST
$17.2B
$0 ﹤0.01%
1
-881
-100% -$15.6K
ICE icon
3123
Intercontinental Exchange
ICE
$85.2B
– –
-965
Closed -$34.9K
IFF icon
3124
CALL
International Flavors & Fragrances
IFF
$20.6B
– –
-100
Closed -$8K
INTC icon
3125
Intel
INTC
$509B
– –
-8,256
Closed -$190K
123 124
125
126 127

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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.