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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 | |
|---|---|---|---|---|---|---|
826
Xerox
XRX
$421M
| $1.06M | 0.01% |
33,108
-77,572
| -70% | -$2.23M |
|
|
827
PUT
Teekay
TK
$976M
| $1.06M | 0.01% |
22,000
-22,700
| -51% | -$994K |
|
828
PUT
Eastman Chemical
EMN
$8.41B
| $1.06M | 0.01% |
13,100
+10,900
| +495% | +$846K |
|
|
CTRA
829
DELISTED
Coterra Energy
CTRA
| $1.05M | 0.01% |
27,226
-3,283
| -11% | -$117K |
|
|
RAI
830
PUT
DELISTED
Reynolds American Inc
RAI
| $1.05M | 0.01% |
42,200
+19,800
| +88% | +$499K |
|
831
Union Pacific
UNP
$176B
| $1.05M | 0.01% |
12,510
-13,922
| -53% | -$1.1M |
|
832
PUT
SLM Corp
SLM
$5.2B
| $1.04M | 0.01% |
110,801
+6,436
| +6% | +$59.2K |
|
833
PUT
Seagate
STX
$198B
| $1.04M | 0.01% |
18,500
+5,800
| +46% | +$287K |
|
834
PUT
Yelp
YELP
$1.46B
| $1.03M | 0.01% |
14,900
+12,800
| +610% | +$848K |
|
|
PX
835
PUT
DELISTED
Praxair Inc
PX
| $1.03M | 0.01% |
7,900
+7,500
| +1,875% | +$935K |
|
836
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
| $1.03M | 0.01% |
+10,700
| New | +$984K |
|
837
PUT
Zillow
ZG
$8.39B
| $1.02M | 0.01% |
37,500
+35,400
| +1,686% | +$936K |
|
838
PUT
TechnipFMC
FTI
$27.5B
| $1.02M | 0.01% |
+26,208
| New | +$1.02M |
|
839
Paychex
PAYX
$41.9B
| $1.02M | ﹤0.01% |
22,320
-10,434
| -32% | -$445K |
|
840
PUT
Genesis Energy
GEL
$1.86B
| $1.01M | ﹤0.01% |
19,300
+17,600
| +1,035% | +$891K |
|
841
CALL
Western Digital
WDC
$191B
| $1.01M | ﹤0.01% |
16,008
+14,950
| +1,413% | +$835K |
|
|
CMA
842
CALL
DELISTED
Comerica
CMA
| $1.01M | ﹤0.01% |
21,300
+17,400
| +446% | +$764K |
|
|
RDC
843
PUT
DELISTED
Rowan Companies Plc
RDC
| $1.01M | ﹤0.01% |
+28,600
| New | +$1.02M |
|
|
EPB
844
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
| $1.01M | ﹤0.01% |
28,097
-3,967
| -12% | -$156K |
|
845
PUT
Consolidated Edison
ED
$40B
| $1.01M | ﹤0.01% |
18,200
+17,200
| +1,720% | +$968K |
|
|
VMW
846
PUT
DELISTED
VMware, Inc
VMW
| $1.01M | ﹤0.01% |
11,200
+8,600
| +331% | +$710K |
|
847
PUT
Vornado Realty Trust
VNO
$7.69B
| $1M | ﹤0.01% |
15,445
+12,165
| +371% | +$788K |
|
848
CALL
Altria Group
MO
$114B
| $1M | ﹤0.01% |
26,100
-132,900
| -84% | -$4.91M |
|
849
CALL
Intercontinental Exchange
ICE
$83.8B
| $999K | ﹤0.01% |
22,275
-58,225
| -72% | -$2.4M |
|
850
J.M. Smucker
SJM
$12.7B
| $995K | ﹤0.01% |
9,603
+6,758
| +238% | +$717K |
|
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.