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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 | |
|---|---|---|---|---|---|---|
1801
HDFC Bank
HDB
$113B
| $106K | ﹤0.01% |
12,296
-2,356
| -16% | -$20K |
|
1802
PUT
Northern Trust
NTRS
$33.8B
| $106K | ﹤0.01% |
1,700
+100
| +6% | +$5.73K |
|
1803
PUT
Veeco
VECO
$2.75B
| $106K | ﹤0.01% |
3,200
+2,600
| +433% | +$84.1K |
|
1804
CALL
Yum! Brands
YUM
$39.4B
| $106K | ﹤0.01% |
1,947
-42,287
| -96% | -$2.18M |
|
|
DNB
1805
DELISTED
Dun & Bradstreet
DNB
| $106K | ﹤0.01% |
864
+514
| +147% | +$57.6K |
|
1806
PUT
Patterson-UTI
PTEN
$4.95B
| $105K | ﹤0.01% |
4,100
| – | – |
|
1807
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.7B
| $105K | ﹤0.01% |
+2,000
| New | +$98.3K |
|
|
ERF
1808
CALL
DELISTED
Enerplus Corporation
ERF
| $105K | ﹤0.01% |
5,843
+4,433
| +314% | +$77.5K |
|
|
UTEK
1809
CALL
DELISTED
Ultratech Inc.
UTEK
| $105K | ﹤0.01% |
3,600
-1,800
| -33% | -$47.8K |
|
|
RGP
1810
CALL
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
| $105K | ﹤0.01% |
+4,000
| New | +$102K |
|
|
CY
1811
PUT
DELISTED
Cypress Semiconductor
CY
| $105K | ﹤0.01% |
10,000
+8,400
| +525% | +$79.6K |
|
1812
CALL
Franklin Templeton
BEN
$17.4B
| $104K | ﹤0.01% |
1,800
+200
| +13% | +$10.8K |
|
1813
PUT
Ecolab
ECL
$76.7B
| $104K | ﹤0.01% |
1,000
-700
| -41% | -$72.8K |
|
1814
IMAX
IMAX
$2.82B
| $104K | ﹤0.01% |
3,516
+2,623
| +294% | +$75.4K |
|
1815
PUT
Omnicom Group
OMC
$21.8B
| $104K | ﹤0.01% |
+1,400
| New | +$96.3K |
|
1816
CALL
Skyworks Solutions
SWKS
$11.4B
| $104K | ﹤0.01% |
3,600
-282,900
| -99% | -$7.41M |
|
|
SGY
1817
PUT
DELISTED
Stone Energy
SGY
| $104K | ﹤0.01% |
53
+28
| +112% | +$53.6K |
|
|
OSG
1818
Octave Specialty Group
OSG
$221M
| $103K | ﹤0.01% |
+4,214
| New | +$88.2K |
|
1819
iShares MSCI Taiwan ETF
EWT
$12.1B
| $103K | ﹤0.01% |
3,587
+3,535
| +6,798% | +$101K |
|
1820
CALL
W.W. Grainger
GWW
$60.1B
| $103K | ﹤0.01% |
400
-82,100
| -100% | -$21.3M |
|
1821
CALL
KLA
KLAC
$240B
| $103K | ﹤0.01% |
16,000
-13,000
| -45% | -$82K |
|
1822
PUT
Kroger
KR
$35B
| $103K | ﹤0.01% |
+5,200
| New | +$108K |
|
|
ITG
1823
PUT
DELISTED
Investment Technology Group Inc
ITG
| $103K | ﹤0.01% |
5,000
+3,000
| +150% | +$54.1K |
|
|
OKS
1824
DELISTED
Oneok Partners LP
OKS
| $103K | ﹤0.01% |
+1,959
| New | +$103K |
|
|
CADE
1825
CALL
DELISTED
Cadence Bank
CADE
| $102K | ﹤0.01% |
4,000
+3,500
| +700% | +$79.8K |
|
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.