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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
NVS icon
3176
PUT
Novartis
NVS
$291B
– –
-223
Closed -$14K
NWG icon
3177
NatWest
NWG
$76.1B
– –
-383
Closed -$4.28K
ODP
3178
PUT
DELISTED
ODP
ODP
– –
-50
Closed -$2K
OI icon
3179
CALL
O-I Glass
OI
$1.16B
– –
-500
Closed -$14K
OII icon
3180
CALL
Oceaneering
OII
$5.02B
– –
-300
Closed -$22K
ONTO icon
3181
Onto Innovation
ONTO
$14.3B
$0 ﹤0.01%
+6
New +$90
PBI icon
3182
Pitney Bowes
PBI
$2.52B
– –
-168,707
Closed -$2.77M
PCG icon
3183
PG&E
PCG
$38.4B
– –
-544
Closed -$25K
PCG icon
3184
PUT
PG&E
PCG
$38.4B
– –
-1,500
Closed -$69K
PENN icon
3185
PENN Entertainment
PENN
$2.68B
– –
-2,150
Closed -$25.9K
PFE icon
3186
Pfizer
PFE
$145B
– –
-44,563
Closed -$1.21M
PKX icon
3187
CALL
POSCO
PKX
$16.5B
– –
-300
Closed -$20K
PLCE icon
3188
Children's Place
PLCE
$59.2M
– –
-381
Closed -$20.9K
POOL icon
3189
PUT
Pool Corp
POOL
$7.39B
– –
-3,500
Closed -$183K
PPC icon
3190
PUT
Pilgrim's Pride
PPC
$6.42B
– –
-6,800
Closed -$102K
PRGS icon
3191
Progress Software
PRGS
$1.72B
– –
-162
Closed -$4K
PRGO icon
3192
CALL
Perrigo
PRGO
$1.49B
– –
-50,000
Closed -$6.05M
PSA icon
3193
Public Storage
PSA
$61B
– –
-1,078
Closed -$171K
PWR icon
3194
Quanta Services
PWR
$104B
– –
-1,292
Closed -$34K
ROP icon
3195
CALL
Roper Technologies
ROP
$38.8B
– –
-200
Closed -$25K
ROST icon
3196
Ross Stores
ROST
$80.5B
– –
-1,958
Closed -$66.8K
RRGB icon
3197
CALL
Red Robin
RRGB
$149M
– –
-200
Closed -$11K
RTX icon
3198
RTX Corp
RTX
$294B
– –
-3,105
Closed -$203K
RY icon
3199
Royal Bank of Canada
RY
$290B
– –
-2,748
Closed -$171K
RYN icon
3200
Rayonier
RYN
$6.6B
– –
-1,094
Closed -$41.9K
126 127
128
129 130

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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.