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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
+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
Cap. Flow
-$140M
Cap. Flow %
-0.68%
Top 10 Hldgs %
23.65%
Holding
3,825
New
798
Increased
1,420
Reduced
941
Closed
509

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$119M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$88.3M
3
CEF icon
Sprott Physical Gold and Silver Trust
CEF
+$50.1M
4
ANDV
Andeavor
ANDV
+$42.4M
5
ADM icon
Archer Daniels Midland
ADM
+$31.1M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$33.4M
2
GS icon
Goldman Sachs
GS
+$28.6M
3
XOM icon
ExxonMobil
XOM
+$25.5M
4
TK icon
Teekay
TK
+$22.3M
5
PRU icon
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
PAG icon
2301
Penske Automotive Group
PAG
$14.2B
$43K ﹤0.01%
919
+597
+185% +$25.5K
RSP icon
2302
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
$43K ﹤0.01%
600
+400
+200% +$27.3K
SF
2303
CALL
Stifel
SF
$12.6B
$43K ﹤0.01%
+2,025
New +$38.9K
TT icon
2304
CALL
Trane Technologies
TT
$106B
$43K ﹤0.01%
700
-4,183
-86% -$230K
WIRE
2305
PUT
DELISTED
Encore Wire Corp
WIRE
$43K ﹤0.01%
800
+300
+60% +$14.2K
BKW
2306
DELISTED
BURGER KING WORLDWIDE
BKW
$43K ﹤0.01%
+1,863
New +$38.4K
SWFT
2307
DELISTED
Swift Transportation Company
SWFT
$43K ﹤0.01%
+1,943
New +$42.3K
BXP icon
2308
Boston Properties
BXP
$11.1B
$42K ﹤0.01%
421
-23,789
-98% -$2.46M
CDNS icon
2309
CALL
Cadence Design Systems
CDNS
$93.4B
$42K ﹤0.01%
+3,000
New +$40.2K
CNO icon
2310
CNO Financial Group
CNO
$5.11B
$42K ﹤0.01%
2,398
+2,381
+14,006% +$38.1K
CSGP icon
2311
CoStar Group
CSGP
$12.3B
$42K ﹤0.01%
+2,300
New +$40.7K
IJT icon
2312
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.42B
$42K ﹤0.01%
716
+472
+193% +$26.9K
JACK icon
2313
Jack in the Box
JACK
$335M
$42K ﹤0.01%
+841
New +$37.1K
KMT icon
2314
Kennametal
KMT
$2.52B
$42K ﹤0.01%
805
+21
+3% +$994
PBR icon
2315
Petrobras
PBR
$116B
$42K ﹤0.01%
3,068
-6,609
-68% -$103K
ROP icon
2316
PUT
Roper Technologies
ROP
$39.8B
$42K ﹤0.01%
300
-100
-25% -$13K
SIMO icon
2317
PUT
Silicon Motion
SIMO
$8.68B
$42K ﹤0.01%
3,000
-1,000
-25% -$13.6K
SMH icon
2318
CALL
VanEck Semiconductor ETF
SMH
$73.2B
$42K ﹤0.01%
+2,000
New +$41K
TDC icon
2319
PUT
Teradata
TDC
$2.55B
$42K ﹤0.01%
900
– –
BBG
2320
CALL
DELISTED
Bill Barrett Corp
BBG
$42K ﹤0.01%
1,600
+100
+7% +$2.72K
RT
2321
PUT
DELISTED
Ruby Tuesday Georgia
RT
$42K ﹤0.01%
6,000
+5,500
+1,100% +$36.4K
CNQR
2322
CALL
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$42K ﹤0.01%
400
-200
-33% -$20.2K
FNSR
2323
DELISTED
Finisar Corp
FNSR
$42K ﹤0.01%
1,769
+1,597
+928% +$36.4K
AEM icon
2324
Agnico Eagle Mines
AEM
$90.5B
$41K ﹤0.01%
1,542
-2,914
-65% -$78.3K
BG icon
2325
CALL
Bunge Global
BG
$20.8B
$41K ﹤0.01%
500
-600
-55% -$48.4K
91 92
93
94 95

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.