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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 | |
|---|---|---|---|---|---|---|
|
TWX
876
PUT
DELISTED
Time Warner Inc
TWX
| $921K | ﹤0.01% |
13,768
-3,963
| -22% | -$256K |
|
877
CALL
American Electric Power
AEP
$70B
| $920K | ﹤0.01% |
19,700
+16,700
| +557% | +$771K |
|
878
CALL
Public Storage
PSA
$60.9B
| $917K | ﹤0.01% |
6,100
-500
| -8% | -$79.9K |
|
|
SWY
879
DELISTED
SAFEWAY INC
SWY
| $917K | ﹤0.01% |
+31,445
| New | +$944K |
|
880
Whirlpool
WHR
$2.88B
| $915K | ﹤0.01% |
5,836
-132,703
| -96% | -$19.5M |
|
881
Teradata
TDC
$3.25B
| $913K | ﹤0.01% |
+20,078
| New | +$910K |
|
882
MetLife
MET
$61.8B
| $909K | ﹤0.01% |
18,914
-259,985
| -93% | -$11.7M |
|
|
BRSL
883
PUT
Brightstar Lottery PLC
BRSL
$2.11B
| $904K | ﹤0.01% |
49,800
+47,800
| +2,390% | +$862K |
|
884
The Mosaic Company
MOS
$7.2B
| $900K | ﹤0.01% |
19,041
+7,184
| +61% | +$333K |
|
885
Televisa
TV
$1.46B
| $899K | ﹤0.01% |
29,715
+29,220
| +5,903% | +$863K |
|
886
CALL
Allstate
ALL
$67.5B
| $894K | ﹤0.01% |
16,400
-600
| -4% | -$32K |
|
887
Simon Property Group
SPG
$73.3B
| $894K | ﹤0.01% |
6,243
-13,435
| -68% | -$1.94M |
|
888
PUT
Lennar Class A
LEN
$21B
| $887K | ﹤0.01% |
23,533
-2,206
| -9% | -$74.4K |
|
889
lululemon athletica
LULU
$13.9B
| $883K | ﹤0.01% |
14,957
-7,513
| -33% | -$516K |
|
890
PUT
Travelers Companies
TRV
$78.8B
| $877K | ﹤0.01% |
9,700
-11,100
| -53% | -$970K |
|
891
PUT
Hershey
HSY
$35.8B
| $875K | ﹤0.01% |
9,000
+8,100
| +900% | +$779K |
|
|
MWW
892
DELISTED
Monster Worldwide Inc
MWW
| $874K | ﹤0.01% |
122,594
+117,221
| +2,182% | +$613K |
|
893
CALL
Cleveland-Cliffs
CLF
$6.93B
| $872K | ﹤0.01% |
33,300
-4,300
| -11% | -$106K |
|
894
CALL
Hartford Financial Services
HIG
$39B
| $869K | ﹤0.01% |
24,000
+4,600
| +24% | +$158K |
|
|
FRC
895
PUT
DELISTED
First Republic Bank
FRC
| $864K | ﹤0.01% |
+16,500
| New | +$827K |
|
896
Ralph Lauren
RL
$22.5B
| $863K | ﹤0.01% |
4,887
-5,642
| -54% | -$961K |
|
897
Expedia Group
EXPE
$37.1B
| $859K | ﹤0.01% |
+12,338
| New | +$726K |
|
898
PUT
SPX Corp
SPXC
$10.9B
| $857K | ﹤0.01% |
34,151
+28,195
| +473% | +$648K |
|
899
APA Corp
APA
$12.7B
| $853K | ﹤0.01% |
9,923
+773
| +8% | +$68.8K |
|
900
PUT
Cheniere Energy
LNG
$54.3B
| $850K | ﹤0.01% |
19,700
+4,700
| +31% | +$187K |
|
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.