We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
726
PUT
Eaton
ETN
$170B
| $1.5M | 0.01% |
+19,700
| New | +$1.4M |
|
|
WPZ
727
CALL
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
| $1.5M | 0.01% |
31,209
+19,532
| +167% | +$937K |
|
728
SAP
SAP
$219B
| $1.5M | 0.01% |
+17,162
| New | +$1.36M |
|
729
Nucor
NUE
$59.5B
| $1.49M | 0.01% |
27,911
+22,953
| +463% | +$1.18M |
|
730
CALL
Carnival Corporation Ltd
CCL
$39.4B
| $1.48M | 0.01% |
36,900
-195,200
| -84% | -$6.89M |
|
731
CALL
Kohl's
KSS
$2.28B
| $1.48M | 0.01% |
26,100
+200
| +0.8% | +$11K |
|
732
PUT
Western Union
WU
$2.04B
| $1.48M | 0.01% |
85,700
+83,400
| +3,626% | +$1.46M |
|
|
TWC
733
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $1.48M | 0.01% |
10,900
-1,700
| -13% | -$211K |
|
|
734
CALL
Nucor
NUE
$59.5B
| $1.47M | 0.01% |
27,600
+24,100
| +689% | +$1.24M |
|
735
CALL
Consolidated Edison
ED
$39.8B
| $1.47M | 0.01% |
26,500
+25,900
| +4,317% | +$1.46M |
|
|
CHK
736
DELISTED
Chesapeake Energy Corporation
CHK
| $1.46M | 0.01% |
284
+241
| +560% | +$1.22M |
|
|
MMP
737
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.46M | 0.01% |
23,000
+18,100
| +369% | +$1.08M |
|
738
Viavi Solutions
VIAV
$9.31B
| $1.45M | 0.01% |
196,799
+131,015
| +199% | +$995K |
|
739
Akamai
AKAM
$17.1B
| $1.45M | 0.01% |
+30,798
| New | +$1.45M |
|
740
CALL
Walt Disney
DIS
$170B
| $1.45M | 0.01% |
19,000
-302,100
| -94% | -$20.9M |
|
|
PCL
741
PUT
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $1.45M | 0.01% |
31,200
+21,100
| +209% | +$966K |
|
742
Newmont
NEM
$100B
| $1.45M | 0.01% |
62,845
+57,290
| +1,031% | +$1.47M |
|
743
PUT
United Rentals
URI
$69.5B
| $1.44M | 0.01% |
18,500
+6,700
| +57% | +$449K |
|
744
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $1.44M | 0.01% |
8,700
+1,100
| +14% | +$173K |
|
745
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $1.44M | 0.01% |
15,479
-6,961
| -31% | -$646K |
|
|
GRMN
746
Garmin
GRMN
$58.8B
| $1.44M | 0.01% |
31,081
+27,710
| +822% | +$1.31M |
|
747
PUT
M&T Bank
MTB
$36.2B
| $1.43M | 0.01% |
12,300
+8,700
| +242% | +$989K |
|
748
PUT
TripAdvisor
TRIP
$1.69B
| $1.43M | 0.01% |
17,200
+13,400
| +353% | +$1.1M |
|
749
PUT
Fastenal
FAST
$55.2B
| $1.42M | 0.01% |
119,600
+33,600
| +39% | +$404K |
|
750
PUT
Banco Bradesco
BBD
$39.4B
| $1.42M | 0.01% |
288,881
+22,552
| +8% | +$120K |
|
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.