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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 | |
|---|---|---|---|---|---|---|
|
STJ
1001
CALL
DELISTED
St Jude Medical
STJ
| $612K | ﹤0.01% |
+9,900
| New | +$573K |
|
1002
PUT
Johnson Controls International
JCI
$93.1B
| $605K | ﹤0.01% |
11,269
+10,314
| +1,080% | +$508K |
|
1003
PUT
Intuit
INTU
$88.5B
| $603K | ﹤0.01% |
7,900
-646,200
| -99% | -$46.4M |
|
1004
PUT
Vanguard Real Estate ETF
VNQ
$39.2B
| $601K | ﹤0.01% |
9,300
+6,900
| +288% | +$461K |
|
|
NAV
1005
CALL
DELISTED
Navistar International
NAV
| $601K | ﹤0.01% |
15,700
+14,300
| +1,021% | +$547K |
|
1006
CALL
Akamai
AKAM
$17.9B
| $596K | ﹤0.01% |
12,600
-52,200
| -81% | -$2.46M |
|
|
PPL
1007
PUT
PPL Corp
PPL
$26.5B
| $595K | ﹤0.01% |
21,258
+16,641
| +360% | +$469K |
|
|
UFS
1008
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $595K | ﹤0.01% |
12,600
+9,000
| +250% | +$391K |
|
1009
CALL
Marriott International
MAR
$90B
| $593K | ﹤0.01% |
12,000
+8,200
| +216% | +$373K |
|
1010
DaVita
DVA
$14.6B
| $591K | ﹤0.01% |
+9,326
| New | +$547K |
|
|
JNPR
1011
CALL
DELISTED
Juniper Networks
JNPR
| $589K | ﹤0.01% |
+26,100
| New | +$529K |
|
1012
Wheaton Precious Metals
WPM
$52.4B
| $585K | ﹤0.01% |
28,957
-7,737
| -21% | -$168K |
|
1013
PUT
Petrobras
PBR
$121B
| $580K | ﹤0.01% |
42,000
+27,200
| +184% | +$422K |
|
|
APL
1014
PUT
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
| $577K | ﹤0.01% |
16,400
+12,300
| +300% | +$448K |
|
1015
PUT
Sysco
SYY
$39.6B
| $576K | ﹤0.01% |
16,000
+800
| +5% | +$27K |
|
|
OSG
1016
PUT
Octave Specialty Group
OSG
$253M
| $575K | ﹤0.01% |
+23,400
| New | +$490K |
|
1017
Bristol-Myers Squibb
BMY
$135B
| $575K | ﹤0.01% |
10,825
-25,855
| -70% | -$1.32M |
|
1018
Groupon
GRPN
$1.04B
| $574K | ﹤0.01% |
+2,441
| New | +$504K |
|
1019
PUT
Mattel
MAT
$4.32B
| $571K | ﹤0.01% |
12,000
+11,600
| +2,900% | +$517K |
|
1020
PUT
iShares MSCI Japan ETF
EWJ
$22.4B
| $569K | ﹤0.01% |
11,725
-86,625
| -88% | -$4.13M |
|
1021
Genworth Financial
GNW
$3.76B
| $568K | ﹤0.01% |
36,569
+32,186
| +734% | +$465K |
|
|
NE
1022
PUT
DELISTED
Noble Corporation
NE
| $564K | ﹤0.01% |
17,274
-4,119
| -19% | -$137K |
|
1023
PUT
Oneok
OKE
$55.2B
| $560K | ﹤0.01% |
10,280
+6,853
| +200% | +$344K |
|
1024
PUT
Tractor Supply
TSCO
$17.4B
| $559K | ﹤0.01% |
36,000
+28,500
| +380% | +$407K |
|
1025
PUT
Abercrombie & Fitch
ANF
$4.9B
| $553K | ﹤0.01% |
16,800
-42,000
| -71% | -$1.45M |
|
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.