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 | |
|---|---|---|---|---|---|---|
926
PUT
Moody's
MCO
$83.8B
| $770K | ﹤0.01% |
9,800
+7,800
| +390% | +$571K |
|
927
CALL
Whirlpool
WHR
$2.9B
| $770K | ﹤0.01% |
4,900
+2,000
| +69% | +$293K |
|
928
PUT
KeyCorp
KEY
$24.8B
| $768K | ﹤0.01% |
57,200
+50,000
| +694% | +$633K |
|
929
CALL
HSBC
HSBC
$365B
| $767K | ﹤0.01% |
16,132
-6,151
| -28% | -$291K |
|
930
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $767K | ﹤0.01% |
+14,681
| New | +$722K |
|
931
PUT
Darden Restaurants
DRI
$23.4B
| $760K | ﹤0.01% |
15,662
+13,648
| +678% | +$632K |
|
932
PUT
SAP
SAP
$225B
| $759K | ﹤0.01% |
8,700
+7,000
| +412% | +$557K |
|
|
APOL
933
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
| $758K | ﹤0.01% |
27,800
-21,300
| -43% | -$529K |
|
|
MRO
934
PUT
DELISTED
Marathon Oil Corporation
MRO
| $753K | ﹤0.01% |
21,300
+20,400
| +2,267% | +$728K |
|
935
PUT
Manhattan Associates
MANH
$11B
| $751K | ﹤0.01% |
25,600
+18,800
| +276% | +$517K |
|
|
CMA
936
PUT
DELISTED
Comerica
CMA
| $747K | ﹤0.01% |
15,700
+11,200
| +249% | +$492K |
|
937
Cimpress
CMPR
$2.51B
| $747K | ﹤0.01% |
13,133
+2,685
| +26% | +$149K |
|
938
CALL
Equinix
EQIX
$104B
| $743K | ﹤0.01% |
4,200
+3,800
| +950% | +$632K |
|
939
CALL
Leidos
LDOS
$16.5B
| $742K | ﹤0.01% |
15,975
-41,525
| -72% | -$1.92M |
|
940
CALL
ICICI Bank
IBN
$109B
| $740K | ﹤0.01% |
109,450
+78,100
| +249% | +$499K |
|
941
PUT
Illinois Tool Works
ITW
$85B
| $739K | ﹤0.01% |
8,800
-5,200
| -37% | -$410K |
|
|
TGP
942
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $731K | ﹤0.01% |
17,100
+12,000
| +235% | +$493K |
|
943
CALL
Terex
TEX
$7.6B
| $729K | ﹤0.01% |
17,300
+12,800
| +284% | +$464K |
|
944
Nike
NKE
$61.5B
| $727K | ﹤0.01% |
18,488
-75,892
| -80% | -$2.91M |
|
|
DNKN
945
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $727K | ﹤0.01% |
15,100
+4,800
| +47% | +$227K |
|
|
ETP
946
CALL
DELISTED
Energy Transfer Partners, L.P.
ETP
| $724K | ﹤0.01% |
19,200
+11,400
| +146% | +$393K |
|
947
Tyson Foods
TSN
$20.6B
| $723K | ﹤0.01% |
21,615
+13,863
| +179% | +$423K |
|
|
PCL
948
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $722K | ﹤0.01% |
15,513
+11,051
| +248% | +$506K |
|
949
PUT
Bunge Global
BG
$20.6B
| $721K | ﹤0.01% |
8,800
+1,200
| +16% | +$96.9K |
|
950
Gen Digital
GEN
$17B
| $720K | ﹤0.01% |
30,535
+28,903
| +1,771% | +$676K |
|
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.