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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 | |
|---|---|---|---|---|---|---|
|
CLR
1251
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $305K | ﹤0.01% |
5,400
-221,800
| -98% | -$12.4M |
|
|
ANN
1252
PUT
DELISTED
ANN INC
ANN
| $304K | ﹤0.01% |
8,300
+4,200
| +102% | +$149K |
|
1253
PUT
Conagra Brands
CAG
$7.15B
| $303K | ﹤0.01% |
11,565
+8,352
| +260% | +$209K |
|
1254
PUT
Dillards
DDS
$9.72B
| $301K | ﹤0.01% |
3,100
-1,800
| -37% | -$156K |
|
1255
PUT
Dick's Sporting Goods
DKS
$17.9B
| $301K | ﹤0.01% |
5,200
-33,900
| -87% | -$1.85M |
|
1256
iShares MSCI South Korea ETF
EWY
$24.7B
| $301K | ﹤0.01% |
4,659
-8,533
| -65% | -$541K |
|
1257
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $300K | ﹤0.01% |
2,200
-151,200
| -99% | -$20.4M |
|
|
DMND
1258
PUT
DELISTED
DIAMOND FOODS, INC.
DMND
| $298K | ﹤0.01% |
11,500
+5,000
| +77% | +$120K |
|
|
CYT
1259
PUT
DELISTED
CYTEC INDS INC
CYT
| $298K | ﹤0.01% |
6,400
+4,200
| +191% | +$182K |
|
1260
Cheniere Energy
LNG
$53.7B
| $297K | ﹤0.01% |
+6,879
| New | +$274K |
|
|
JNPR
1261
PUT
DELISTED
Juniper Networks
JNPR
| $296K | ﹤0.01% |
13,100
+13,000
| +13,000% | +$264K |
|
1262
CALL
Royal Bank of Canada
RY
$294B
| $296K | ﹤0.01% |
4,400
-27,600
| -86% | -$1.83M |
|
|
JOSB
1263
PUT
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
| $296K | ﹤0.01% |
5,400
+4,900
| +980% | +$251K |
|
|
CSC
1264
DELISTED
Computer Sciences
CSC
| $295K | ﹤0.01% |
12,527
-923
| -7% | -$20.5K |
|
1265
CALL
Cirrus Logic
CRUS
$6.55B
| $293K | ﹤0.01% |
14,500
+8,400
| +138% | +$181K |
|
1266
CALL
Eagle Materials
EXP
$6.69B
| $293K | ﹤0.01% |
3,800
+1,800
| +90% | +$135K |
|
1267
CALL
Meritage Homes
MTH
$4.89B
| $292K | ﹤0.01% |
12,200
+10,800
| +771% | +$234K |
|
1268
PUT
Ubiquiti
UI
$34.7B
| $292K | ﹤0.01% |
6,300
+2,200
| +54% | +$87.5K |
|
|
SI
1269
CALL
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $292K | ﹤0.01% |
2,100
| – | – |
|
1270
PUT
Buckle
BKE
$2.35B
| $291K | ﹤0.01% |
5,633
+4,711
| +511% | +$233K |
|
1271
CALL
Jabil
JBL
$36.1B
| $291K | ﹤0.01% |
16,700
+13,600
| +439% | +$276K |
|
1272
PUT
Automatic Data Processing
ADP
$107B
| $290K | ﹤0.01% |
4,100
+1,025
| +33% | +$68.9K |
|
1273
Fidelity National Financial
FNF
$13.7B
| $290K | ﹤0.01% |
15,638
+12,645
| +422% | +$205K |
|
|
CB
1274
CALL
DELISTED
CHUBB CORPORATION
CB
| $290K | ﹤0.01% |
3,000
+1,400
| +88% | +$131K |
|
|
WLL
1275
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $289K | ﹤0.01% |
16
+3
| +23% | +$56.8K |
|
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.