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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 | |
|---|---|---|---|---|---|---|
701
CALL
Northern Trust
NTRS
$33.3B
| $1.65M | 0.01% |
26,700
+19,800
| +287% | +$1.13M |
|
702
PUT
HSBC
HSBC
$370B
| $1.63M | 0.01% |
34,237
-64,759
| -65% | -$3.07M |
|
703
PUT
Cleveland-Cliffs
CLF
$6.4B
| $1.62M | 0.01% |
61,900
-112,200
| -64% | -$2.77M |
|
|
PXD
704
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.62M | 0.01% |
8,800
+4,700
| +115% | +$905K |
|
705
PUT
Annaly Capital Management
NLY
$17.2B
| $1.61M | 0.01% |
40,475
+39,575
| +4,397% | +$1.72M |
|
706
PUT
Salesforce
CRM
$152B
| $1.61M | 0.01% |
29,200
+22,400
| +329% | +$1.2M |
|
|
WPZ
707
PUT
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
| $1.6M | 0.01% |
33,332
+25,477
| +324% | +$1.22M |
|
708
PUT
BHP
BHP
$212B
| $1.59M | 0.01% |
27,556
-2,010
| -7% | -$116K |
|
709
Intercontinental Exchange
ICE
$85.2B
| $1.58M | 0.01% |
+35,180
| New | +$1.45M |
|
|
AUY
710
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $1.58M | 0.01% |
183,400
-9,400
| -5% | -$86.8K |
|
711
Stratasys
SSYS
$706M
| $1.56M | 0.01% |
+11,588
| New | +$1.34M |
|
|
LINE
712
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $1.56M | 0.01% |
50,700
-133,600
| -72% | -$3.87M |
|
713
CALL
Johnson Controls International
JCI
$88.7B
| $1.55M | 0.01% |
28,936
+27,599
| +2,064% | +$1.36M |
|
714
CALL
Groupon
GRPN
$1.05B
| $1.55M | 0.01% |
6,585
-845
| -11% | -$174K |
|
715
PUT
lululemon athletica
LULU
$14B
| $1.54M | 0.01% |
26,100
-32,100
| -55% | -$2.2M |
|
716
PUT
Lowe's Companies
LOW
$119B
| $1.54M | 0.01% |
31,000
+18,300
| +144% | +$889K |
|
717
PUT
Deckers Outdoor
DECK
$13.6B
| $1.53M | 0.01% |
109,200
-2,347,200
| -96% | -$29M |
|
718
Caterpillar
CAT
$382B
| $1.53M | 0.01% |
16,869
-90,036
| -84% | -$7.69M |
|
719
Electronic Arts
EA
$53B
| $1.53M | 0.01% |
+66,740
| New | +$1.6M |
|
720
Barclays
BCS
$93.8B
| $1.52M | 0.01% |
90,635
-25,270
| -22% | -$400K |
|
721
Masco
MAS
$14.7B
| $1.52M | 0.01% |
+76,041
| New | +$1.41M |
|
722
CALL
National Fuel Gas
NFG
$7.87B
| $1.52M | 0.01% |
21,300
+20,900
| +5,225% | +$1.45M |
|
723
PUT
Mondelez International
MDLZ
$78.8B
| $1.51M | 0.01% |
+42,700
| New | +$1.42M |
|
|
RAX
724
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $1.51M | 0.01% |
38,500
-11,100
| -22% | -$483K |
|
725
Crown Castle
CCI
$33.5B
| $1.5M | 0.01% |
+20,471
| New | +$1.52M |
|
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.