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Parallax Volatility Advisers

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
Cap. Flow
-$140M
Cap. Flow %
-0.68%
Top 10 Hldgs %
23.65%
Holding
3,825
New
798
Increased
1,420
Reduced
941
Closed
509

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$119M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$88.3M
3
CEF icon
Sprott Physical Gold and Silver Trust
CEF
+$50.1M
4
ANDV
Andeavor
ANDV
+$42.4M
5
ADM icon
Archer Daniels Midland
ADM
+$31.1M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$33.4M
2
GS icon
Goldman Sachs
GS
+$28.6M
3
XOM icon
ExxonMobil
XOM
+$25.5M
4
TK icon
Teekay
TK
+$22.3M
5
PRU icon
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
JBLU icon
1351
JetBlue
JBLU
$2.4B
$248K ﹤0.01%
29,013
+28,717
+9,702% +$228K
TGP
1352
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
$248K ﹤0.01%
5,800
+3,800
+190% +$156K
OPEN
1353
PUT
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
$248K ﹤0.01%
3,100
+1,200
+63% +$92K
TMUS icon
1354
CALL
T-Mobile US
TMUS
$186B
$247K ﹤0.01%
+7,300
New +$200K
CLR
1355
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$247K ﹤0.01%
4,400
-8,800
-67% -$492K
MHFI
1356
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$247K ﹤0.01%
3,160
+188
+6% +$13.5K
CI icon
1357
PUT
Cigna
CI
$71.5B
$245K ﹤0.01%
2,800
-1,100
-28% -$90K
FXB icon
1358
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.7M
$245K ﹤0.01%
+1,500
New +$239K
HAIN icon
1359
PUT
Hain Celestial
HAIN
$50.3M
$245K ﹤0.01%
5,400
+3,200
+145% +$132K
OVV icon
1360
CALL
Ovintiv
OVV
$16B
$245K ﹤0.01%
2,720
+2,660
+4,433% +$242K
WNR
1361
PUT
DELISTED
Western Refining Inc
WNR
$245K ﹤0.01%
5,800
-1,100
-16% -$39.5K
ARRS
1362
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$244K ﹤0.01%
+10,018
New +$191K
CCEP icon
1363
Coca-Cola Europacific Partners
CCEP
$48B
$243K ﹤0.01%
5,504
+5,125
+1,352% +$214K
TROW icon
1364
CALL
T. Rowe Price
TROW
$24.5B
$243K ﹤0.01%
+2,900
New +$227K
CHKP icon
1365
CALL
Check Point Software Technologies
CHKP
$12.8B
$242K ﹤0.01%
3,800
-10,900
-74% -$655K
FWLT
1366
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$241K ﹤0.01%
+7,307
New +$214K
EPB
1367
PUT
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$240K ﹤0.01%
6,700
-10,900
-62% -$428K
BGG
1368
PUT
DELISTED
Briggs & Stratton Corp.
BGG
$239K ﹤0.01%
11,000
+10,400
+1,733% +$206K
EXP icon
1369
PUT
Eagle Materials
EXP
$6.7B
$238K ﹤0.01%
3,100
+1,800
+138% +$135K
IMO icon
1370
PUT
Imperial Oil
IMO
$60.6B
$238K ﹤0.01%
5,400
+4,900
+980% +$213K
OLED icon
1371
PUT
Universal Display
OLED
$3.95B
$238K ﹤0.01%
6,900
+1,500
+28% +$50K
BFH icon
1372
CALL
Bread Financial
BFH
$4.54B
$237K ﹤0.01%
1,128
+1,003
+802% +$191K
AGNC icon
1373
CALL
AGNC Investment
AGNC
$12.6B
$236K ﹤0.01%
12,100
-56,400
-82% -$1.2M
BFH icon
1374
PUT
Bread Financial
BFH
$4.54B
$236K ﹤0.01%
1,128
+1,003
+802% +$191K
TNL icon
1375
CALL
Travel + Leisure Co
TNL
$4.77B
$236K ﹤0.01%
7,088
-21,929
-76% -$671K
53 54
55
56 57

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HF
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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.