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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 | |
|---|---|---|---|---|---|---|
|
ETP
1201
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $338K | ﹤0.01% |
5,900
+2,600
| +79% | +$138K |
|
1202
PUT
Cheesecake Factory
CAKE
$5.29B
| $337K | ﹤0.01% |
7,000
+5,600
| +400% | +$262K |
|
1203
Regions Financial
RF
$27.3B
| $337K | ﹤0.01% |
34,121
+12,983
| +61% | +$125K |
|
|
MXIM
1204
PUT
DELISTED
Maxim Integrated Products
MXIM
| $337K | ﹤0.01% |
12,100
-1,700
| -12% | -$49.2K |
|
1205
PUT
Canadian National Railway
CNI
$76.8B
| $336K | ﹤0.01% |
5,900
-5,700
| -49% | -$314K |
|
1206
FirstEnergy
FE
$27.6B
| $336K | ﹤0.01% |
10,184
+7,831
| +333% | +$276K |
|
1207
CALL
Intuit
INTU
$88.1B
| $336K | ﹤0.01% |
4,400
-649,200
| -99% | -$46.7M |
|
1208
Abercrombie & Fitch
ANF
$4.86B
| $335K | ﹤0.01% |
10,174
-11,849
| -54% | -$409K |
|
|
IRBT
1209
CALL
DELISTED
iRobot
IRBT
| $333K | ﹤0.01% |
9,600
+5,600
| +140% | +$191K |
|
1210
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $333K | ﹤0.01% |
+17,336
| New | +$319K |
|
1211
PUT
Meritage Homes
MTH
$4.87B
| $331K | ﹤0.01% |
13,800
+2,800
| +25% | +$60.7K |
|
1212
CALL
Universal Display
OLED
$3.91B
| $331K | ﹤0.01% |
9,700
+5,900
| +155% | +$197K |
|
1213
PUT
VF Corp
VFC
$6.03B
| $331K | ﹤0.01% |
5,629
-118,413
| -95% | -$6.17M |
|
|
1214
PUT
FirstEnergy
FE
$27.6B
| $330K | ﹤0.01% |
10,000
+6,700
| +203% | +$236K |
|
1215
Southern Company
SO
$106B
| $330K | ﹤0.01% |
8,027
-2,991
| -27% | -$123K |
|
1216
CALL
Vanguard Real Estate ETF
VNQ
$39B
| $330K | ﹤0.01% |
5,100
+4,600
| +920% | +$308K |
|
|
SUNE
1217
DELISTED
SUNEDISON, INC COM
SUNE
| $330K | ﹤0.01% |
+25,303
| New | +$285K |
|
1218
CALL
International Paper
IP
$22.5B
| $329K | ﹤0.01% |
7,174
+3,426
| +91% | +$147K |
|
1219
PUT
Corpay
CPAY
$25.5B
| $326K | ﹤0.01% |
2,800
+2,600
| +1,300% | +$299K |
|
1220
PUT
Adtran
ADTN
$655M
| $325K | ﹤0.01% |
12,000
+3,000
| +33% | +$75.5K |
|
1221
PUT
Scotiabank
BNS
$108B
| $325K | ﹤0.01% |
5,596
+538
| +11% | +$30.2K |
|
1222
CALL
Kinder Morgan
KMI
$69B
| $324K | ﹤0.01% |
9,000
+8,600
| +2,150% | +$301K |
|
1223
PUT
Packaging Corp of America
PKG
$22.9B
| $322K | ﹤0.01% |
5,100
-2,600
| -34% | -$158K |
|
1224
CALL
United States Natural Gas Fund
UNG
$455M
| $322K | ﹤0.01% |
975
+356
| +58% | +$109K |
|
1225
Danaher
DHR
$141B
| $320K | ﹤0.01% |
6,175
+3,780
| +158% | +$186K |
|
Similar funds
HF
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.