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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
251
CALL
HP
HPQ
$24.9B
| $12.5M | 0.06% |
983,193
+259,836
| +36% | +$2.98M |
|
252
PUT
Johnson & Johnson
JNJ
$618B
| $12.4M | 0.06% |
135,900
-60,300
| -31% | -$5.56M |
|
253
PUT
Blackstone
BX
$102B
| $12.4M | 0.06% |
401,588
-2,038
| -0.5% | -$55.6K |
|
254
CALL
PVH
PVH
$4B
| $12.4M | 0.06% |
91,200
+90,700
| +18,140% | +$11.5M |
|
|
XLNX
255
CALL
DELISTED
Xilinx Inc
XLNX
| $12.4M | 0.06% |
269,300
+248,800
| +1,214% | +$11.2M |
|
256
CALL
Cemex
CX
$17.1B
| $12.3M | 0.06% |
1,214,659
-212,451
| -15% | -$1.99M |
|
|
SCTY
257
CALL
DELISTED
SolarCity Corporation
SCTY
| $12.3M | 0.06% |
+215,900
| New | +$11.1M |
|
|
SD
258
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $12.3M | 0.06% |
2,018,500
+11,500
| +0.6% | +$68.7K |
|
259
PUT
Parker-Hannifin
PH
$123B
| $12.1M | 0.06% |
94,300
+85,900
| +1,023% | +$9.98M |
|
260
PUT
CME Group
CME
$96.3B
| $12.1M | 0.06% |
154,000
+96,400
| +167% | +$7.55M |
|
261
CALL
American Express
AXP
$227B
| $11.9M | 0.06% |
131,600
+28,200
| +27% | +$2.32M |
|
262
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
| $11.9M | 0.06% |
+150,000
| New | +$11.5M |
|
|
AOL
263
PUT
DELISTED
AOL INC COMMON STOCK
AOL
| $11.7M | 0.06% |
251,900
+700
| +0.3% | +$28.6K |
|
264
PUT
Capital One
COF
$128B
| $11.6M | 0.06% |
151,700
+92,900
| +158% | +$6.62M |
|
265
CALL
Baxter International
BAX
$13.5B
| $11.6M | 0.06% |
307,447
+263,999
| +608% | +$9.58M |
|
266
CALL
Gilead Sciences
GILD
$162B
| $11.4M | 0.06% |
151,600
-12,500
| -8% | -$870K |
|
267
PUT
LyondellBasell Industries
LYB
$20B
| $11.2M | 0.05% |
139,700
-128,600
| -48% | -$9.86M |
|
268
PUT
ConocoPhillips
COP
$147B
| $11.2M | 0.05% |
158,000
+61,700
| +64% | +$4.43M |
|
269
UnitedHealth
UNH
$376B
| $11.1M | 0.05% |
147,132
+140,774
| +2,214% | +$10.1M |
|
270
MGM Resorts International
MGM
$11.4B
| $10.6M | 0.05% |
+452,531
| New | +$9.22M |
|
271
PUT
Iron Mountain
IRM
$36.4B
| $10.6M | 0.05% |
379,025
+378,700
| +116,523% | +$9.7M |
|
|
DTV
272
PUT
DELISTED
DIRECTV COM STK (DE)
DTV
| $10.6M | 0.05% |
+152,900
| New | +$9.78M |
|
273
CALL
Canadian Natural Resources
CNQ
$99.4B
| $10.5M | 0.05% |
639,388
+634,423
| +12,778% | +$9.86M |
|
274
Lowe's Companies
LOW
$117B
| $10.4M | 0.05% |
209,377
+203,707
| +3,593% | +$9.9M |
|
275
Herc Holdings
HRI
$5.02B
| $10.3M | 0.05% |
119,548
+116,701
| +4,099% | +$8.34M |
|
Similar funds
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.