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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
GRMN
2776
CALL
Garmin
GRMN
$58.3B
$5K ﹤0.01%
100
-30,700
-100% -$1.22M
HIMX
2777
CALL
Himax Technologies
HIMX
$2.33B
$5K ﹤0.01%
+500
New +$3.56K
IBKR icon
2778
Interactive Brokers
IBKR
$40B
$5K ﹤0.01%
+968
New +$4.16K
IMO icon
2779
Imperial Oil
IMO
$60.6B
$5K ﹤0.01%
+112
New +$4.7K
LEA icon
2780
Lear
LEA
$8.34B
$5K ﹤0.01%
74
-165
-69% -$11.4K
OVV icon
2781
CALL
Ovintiv
OVV
$16B
$5K ﹤0.01%
60
-20
-25% -$1.74K
PDS
2782
CALL
Precision Drilling
PDS
$963M
$5K ﹤0.01%
+25
New +$4.96K
PGR icon
2783
CALL
Progressive
PGR
$124B
$5K ﹤0.01%
+200
New +$5.19K
PIPR icon
2784
Piper Sandler
PIPR
$5.14B
$5K ﹤0.01%
+604
New +$5.09K
RGS icon
2785
Regis Corp
RGS
$68.6M
$5K ﹤0.01%
15
+7
+88% +$2.32K
RPM icon
2786
RPM International
RPM
$14.9B
$5K ﹤0.01%
136
-3,284
-96% -$114K
RSG icon
2787
Republic Services
RSG
$63.9B
$5K ﹤0.01%
+164
New +$5.58K
STM icon
2788
CALL
STMicroelectronics
STM
$47.1B
$5K ﹤0.01%
+500
New +$4.45K
SXC icon
2789
SunCoke Energy
SXC
$816M
$5K ﹤0.01%
271
-55
-17% -$874
TWO
2790
PUT
Two Harbors Investment
TWO
$1.26B
$5K ﹤0.01%
+63
New +$4.95K
TXRH icon
2791
PUT
Texas Roadhouse
TXRH
$13.7B
$5K ﹤0.01%
200
-300
-60% -$7.54K
WIT icon
2792
CALL
Wipro
WIT
$19.8B
$5K ﹤0.01%
+2,667
New +$4.48K
WTW icon
2793
Willis Towers Watson
WTW
$31.4B
$5K ﹤0.01%
+47
New +$5.31K
XLV icon
2794
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
$5K ﹤0.01%
+100
New +$5.03K
MIC
2795
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$5K ﹤0.01%
100
-800
-89% -$43.8K
FOE
2796
CALL
DELISTED
Ferro Corporation
FOE
$5K ﹤0.01%
+600
New +$4.47K
IDTI
2797
PUT
DELISTED
Integrated Device Technology I
IDTI
$5K ﹤0.01%
+500
New +$4.45K
MSCC
2798
DELISTED
Microsemi Corp
MSCC
$5K ﹤0.01%
+211
New +$5.3K
NRF
2799
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
$5K ﹤0.01%
+255
New +$4.65K
DRYS
2800
CALL
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
110 111
112
113 114

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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.