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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+9.11%
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
$20.6B
AUM Growth
+$1.56B
(+8.2%)
Cap. Flow
-$140M
Cap. Flow
% of AUM
-0.68%
Top 10 Holdings %
Top 10 Hldgs %
23.65%
Holding
3,825
New
798
Increased
1,420
Reduced
941
Closed
509
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$119M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$88.3M |
| 3 |
Sprott Physical Gold and Silver Trust
CEF
|
+$50.1M |
| 4 |
ANDV
Andeavor
ANDV
|
+$42.4M |
| 5 |
Archer Daniels Midland
ADM
|
+$31.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$33.4M |
| 2 |
Goldman Sachs
GS
|
+$28.6M |
| 3 |
ExxonMobil
XOM
|
+$25.5M |
| 4 |
Teekay
TK
|
+$22.3M |
| 5 |
Prudential Financial
PRU
|
+$20.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Staples | 2.15% |
| 2 | Financials | 1.84% |
| 3 | Technology | 1.05% |
| 4 | Industrials | 0.76% |
| 5 | Consumer Discretionary | 0.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2126
BJ's Restaurants
BJRI
$1.48B
| $60K | ﹤0.01% |
1,930
+1,625
| +533% | +$46.7K |
|
2127
PUT
Boston Properties
BXP
$11.1B
| $60K | ﹤0.01% |
600
-400
| -40% | -$41.4K |
|
2128
PUT
iShares Select U.S. REIT ETF
ICF
$2.09B
| $60K | ﹤0.01% |
+1,600
| New | +$61.9K |
|
2129
CALL
Realty Income
O
$59.5B
| $60K | ﹤0.01% |
1,651
-4,128
| -71% | -$159K |
|
2130
PUT
Oshkosh
OSK
$9.6B
| $60K | ﹤0.01% |
1,200
+600
| +100% | +$29.9K |
|
2131
CALL
Progressive
PGR
$125B
| $60K | ﹤0.01% |
2,200
+2,000
| +1,000% | +$53.9K |
|
2132
PUT
Sinclair Inc
SBGI
$1.06B
| $60K | ﹤0.01% |
1,700
-500
| -23% | -$16.8K |
|
2133
Vulcan Materials
VMC
$37.2B
| $60K | ﹤0.01% |
+1,014
| New | +$56K |
|
2134
CALL
World Kinect Corp
WKC
$1.87B
| $60K | ﹤0.01% |
+1,400
| New | +$55.1K |
|
|
LGF
2135
PUT
DELISTED
Lions Gate Entertainment
LGF
| $60K | ﹤0.01% |
1,900
-100
| -5% | -$3.3K |
|
|
HTS
2136
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $60K | ﹤0.01% |
3,653
+2,318
| +174% | +$40.5K |
|
2137
Atmos Energy
ATO
$28.9B
| $59K | ﹤0.01% |
+1,305
| New | +$57.6K |
|
2138
CALL
AZZ Inc
AZZ
$4.56B
| $59K | ﹤0.01% |
+1,200
| New | +$54.5K |
|
2139
PUT
Broadridge
BR
$18.9B
| $59K | ﹤0.01% |
+1,500
| New | +$54.2K |
|
2140
Donaldson
DCI
$11.4B
| $59K | ﹤0.01% |
+1,353
| New | +$55.1K |
|
2141
PUT
Emcor
EME
$35.6B
| $59K | ﹤0.01% |
1,400
+900
| +180% | +$35.1K |
|
2142
Lear
LEA
$8.05B
| $59K | ﹤0.01% |
731
+657
| +888% | +$51.4K |
|
2143
MGIC Investment
MTG
$6.21B
| $59K | ﹤0.01% |
7,028
-490
| -7% | -$3.91K |
|
2144
Zillow
ZG
$7.71B
| $59K | ﹤0.01% |
2,172
-78
| -3% | -$2.06K |
|
|
CRZO
2145
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $59K | ﹤0.01% |
1,328
-1,643
| -55% | -$69.9K |
|
2146
Advanced Micro Devices
AMD
$790B
| $58K | ﹤0.01% |
14,920
+1,962
| +15% | +$7.04K |
|
2147
CALL
Buckle
BKE
$2.34B
| $58K | ﹤0.01% |
+1,127
| New | +$55.7K |
|
2148
PUT
Invesco DB Energy Fund
DBE
$85.2M
| $58K | ﹤0.01% |
+2,000
| New | +$57K |
|
2149
Estee Lauder
EL
$31.3B
| $58K | ﹤0.01% |
776
-423
| -35% | -$30.6K |
|
2150
PUT
Essex Property Trust
ESS
$18.3B
| $58K | ﹤0.01% |
400
-1,500
| -79% | -$231K |
|
Similar funds
HF
Parallax Volatility Advisers's Q4 2013 Portfolio in Review
As of Q4 2013, Parallax Volatility Advisers held 3,825 positions worth $20.6B, up 8.2% from $19B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Parallax Volatility Advisers's Q4 2013 filing shows 798 new, 1,420 increased, 941 reduced and 509 closed positions. Its largest new stake was Sprott Physical Gold and Silver Trust: 3,567,654 shares worth $47.3M. The largest sale was Wells Fargo, an estimated $33.4M.
By sector, the portfolio is most concentrated in Consumer Staples at 2.1% of assets, up from 1.5% a quarter earlier, followed by Financials and Technology.
- Parallax Volatility Advisers's largest Q4 2013 buy was Sprott Physical Gold and Silver Trust: 3,567,654 shares worth $47.3M.
- Parallax Volatility Advisers added most to Procter & Gamble in Q4 2013, an estimated $119M increase.
- Parallax Volatility Advisers's biggest Q4 2013 reduction was Wells Fargo, cutting an estimated $33.4M.
- Parallax Volatility Advisers fully exited iShares MSCI EAFE ETF in Q4 2013, selling an estimated $13M.
- Parallax Volatility Advisers's ten largest holdings make up 24% of its $20.6B portfolio in Q4 2013.
- Parallax Volatility Advisers opened 798 new positions and closed 509 in Q4 2013.
- Parallax Volatility Advisers's portfolio value rose 8.2% quarter-over-quarter to $20.6B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2013, filed 14 Feb 2014.