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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+9.11%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$20.6B
AUM Growth
+$1.56B
(+8.2%)
Cap. Flow
+$599M
Cap. Flow
% of AUM
2.92%
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 | Miscellaneous | 90.91% |
| 2 | Consumer Staples | 2.15% |
| 3 | Financials | 1.84% |
| 4 | Technology | 1.06% |
| 5 | Industrials | 0.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
751
CALL
SLM Corp
SLM
$4.94B
| $1.42M | 0.01% |
150,812
+106,604
| +241% | +$980K |
|
|
PIR
752
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
| $1.42M | 0.01% |
3,070
+3,065
| +61,300% | +$1.3M |
|
753
PUT
Ashland
ASH
$3.33B
| $1.42M | 0.01% |
29,842
+28,207
| +1,725% | +$1.26M |
|
|
ESV
754
DELISTED
Ensco Rowan plc
ESV
| $1.39M | 0.01% |
+6,079
| New | +$1.4M |
|
755
PUT
Marriott International
MAR
$85.7B
| $1.39M | 0.01% |
28,100
+23,000
| +451% | +$1.05M |
|
756
Beazer Homes USA
BZH
$887M
| $1.39M | 0.01% |
+56,725
| New | +$1.12M |
|
757
CALL
Williams-Sonoma
WSM
$26.8B
| $1.38M | 0.01% |
47,400
+40,600
| +597% | +$1.14M |
|
758
CALL
Yelp
YELP
$1.14B
| $1.38M | 0.01% |
19,900
+16,500
| +485% | +$1.09M |
|
|
PXD
759
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.37M | 0.01% |
+7,447
| New | +$1.43M |
|
760
Under Armour
UAA
$2.17B
| $1.36M | 0.01% |
62,556
-126,852
| -67% | -$2.6M |
|
761
PUT
Dollar Tree
DLTR
$23.3B
| $1.36M | 0.01% |
24,100
+15,000
| +165% | +$864K |
|
|
EMC
762
CALL
DELISTED
EMC CORPORATION
EMC
| $1.36M | 0.01% |
53,900
-49,500
| -48% | -$1.2M |
|
|
SPLS
763
DELISTED
Staples Inc
SPLS
| $1.36M | 0.01% |
85,475
+80,899
| +1,768% | +$1.26M |
|
|
BBBY
764
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.36M | 0.01% |
16,900
+8,100
| +92% | +$627K |
|
765
Community Health Systems
CYH
$400M
| $1.35M | 0.01% |
41,613
+38,756
| +1,357% | +$1.33M |
|
766
PUT
Aflac
AFL
$57.7B
| $1.34M | 0.01% |
40,200
+4,000
| +11% | +$131K |
|
|
CBI
767
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.34M | 0.01% |
+16,165
| New | +$1.22M |
|
|
DNR
768
CALL
DELISTED
Denbury Resources, Inc.
DNR
| $1.34M | 0.01% |
81,600
+79,600
| +3,980% | +$1.41M |
|
|
RVBD
769
PUT
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $1.34M | 0.01% |
74,200
+65,400
| +743% | +$1.06M |
|
|
PAY
770
CALL
DELISTED
Verifone Systems Inc
PAY
| $1.33M | 0.01% |
49,700
+46,100
| +1,281% | +$1.1M |
|
771
CALL
Analog Devices
ADI
$176B
| $1.33M | 0.01% |
26,100
-144,100
| -85% | -$7.02M |
|
|
GGP
772
PUT
DELISTED
GGP Inc.
GGP
| $1.33M | 0.01% |
66,200
+63,700
| +2,548% | +$1.31M |
|
|
773
CALL
Under Armour
UAA
$2.17B
| $1.33M | 0.01% |
60,800
+54,800
| +913% | +$1.12M |
|
|
SD
774
CALL
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $1.33M | 0.01% |
218,400
-33,200
| -13% | -$198K |
|
775
PUT
Toll Brothers
TOL
$12.6B
| $1.32M | 0.01% |
35,700
-4,700
| -12% | -$156K |
|
Similar funds
TI
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 Miscellaneous at 91% of assets, down from 93% a quarter earlier, followed by Consumer Staples and Financials.
- 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.