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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 | |
|---|---|---|---|---|---|---|
|
SCG
2376
DELISTED
Scana
SCG
| $38K | ﹤0.01% |
+806
| New | +$37.7K |
|
|
EJ
2377
PUT
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $38K | ﹤0.01% |
+2,693
| New | +$27.2K |
|
|
RAS
2378
PUT
DELISTED
RAIT Financial Trust
RAS
| $38K | ﹤0.01% |
+4,200
| New | +$32.8K |
|
2379
CALL
Autoliv
ALV
$9B
| $37K | ﹤0.01% |
555
+416
| +299% | +$27.2K |
|
2380
CALL
Copart
CPRT
$27.5B
| $37K | ﹤0.01% |
8,000
+800
| +11% | +$3.35K |
|
2381
CALL
Crocs
CROX
$6.55B
| $37K | ﹤0.01% |
2,300
+500
| +28% | +$6.66K |
|
2382
PUT
Lamar Advertising Co
LAMR
$16.3B
| $37K | ﹤0.01% |
700
-400
| -36% | -$19.5K |
|
2383
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $37K | ﹤0.01% |
2,100
| – | – |
|
2384
PUT
Prologis
PLD
$133B
| $37K | ﹤0.01% |
1,000
-3,000
| -75% | -$115K |
|
2385
CALL
SL Green Realty
SLG
$3.99B
| $37K | ﹤0.01% |
+413
| New | +$36.9K |
|
2386
Westamerica Bancorp
WABC
$1.37B
| $37K | ﹤0.01% |
661
+237
| +56% | +$12.6K |
|
2387
CALL
Welltower
WELL
$171B
| $37K | ﹤0.01% |
700
-100
| -13% | -$5.95K |
|
2388
CALL
Watts Water Technologies
WTS
$13.1B
| $37K | ﹤0.01% |
+600
| New | +$34.8K |
|
|
2389
PUT
Watts Water Technologies
WTS
$13.1B
| $37K | ﹤0.01% |
+600
| New | +$34.8K |
|
|
DNB
2390
PUT
DELISTED
Dun & Bradstreet
DNB
| $37K | ﹤0.01% |
+300
| New | +$33.6K |
|
|
TYC
2391
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $37K | ﹤0.01% |
859
| – | – |
|
2392
CALL
AES
AES
$10.5B
| $36K | ﹤0.01% |
2,500
+2,000
| +400% | +$28.5K |
|
2393
CALL
Cal-Maine
CALM
$3.99B
| $36K | ﹤0.01% |
1,200
+800
| +200% | +$21.2K |
|
2394
Ecolab
ECL
$79.9B
| $36K | ﹤0.01% |
+341
| New | +$35.4K |
|
2395
CALL
Lincoln Electric
LECO
$15.4B
| $36K | ﹤0.01% |
+500
| New | +$35.1K |
|
2396
NVIDIA
NVDA
$5.42T
| $36K | ﹤0.01% |
89,320
-116,320
| -57% | -$45K |
|
2397
PUT
Ormat Technologies
ORA
$6.64B
| $36K | ﹤0.01% |
1,300
-2,200
| -63% | -$58.1K |
|
2398
OSI Systems
OSIS
$3.89B
| $36K | ﹤0.01% |
678
+402
| +146% | +$27.5K |
|
2399
PUT
Papa John's
PZZA
$806M
| $36K | ﹤0.01% |
+800
| New | +$31.9K |
|
2400
Banco Santander
SAN
$210B
| $36K | ﹤0.01% |
+4,428
| New | +$35.2K |
|
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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.