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 | |
|---|---|---|---|---|---|---|
|
SIAL
1401
CALL
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $226K | ﹤0.01% |
2,400
+1,900
| +380% | +$165K |
|
1402
CALL
Eastman Chemical
EMN
$8.39B
| $225K | ﹤0.01% |
2,800
+2,000
| +250% | +$155K |
|
1403
PUT
FMC
FMC
$1.35B
| $225K | ﹤0.01% |
3,459
+2,882
| +499% | +$183K |
|
1404
CALL
SM Energy
SM
$6.96B
| $224K | ﹤0.01% |
2,700
-184,000
| -99% | -$15.7M |
|
|
BBEP
1405
CALL
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
| $224K | ﹤0.01% |
11,000
+9,900
| +900% | +$189K |
|
1406
CALL
Lockheed Martin
LMT
$133B
| $223K | ﹤0.01% |
1,500
+700
| +88% | +$95.1K |
|
|
GNC
1407
CALL
DELISTED
GNC Holdings, Inc.
GNC
| $222K | ﹤0.01% |
3,800
-1,900
| -33% | -$110K |
|
|
STI
1408
DELISTED
SunTrust Banks, Inc.
STI
| $222K | ﹤0.01% |
6,044
-24,485
| -80% | -$854K |
|
1409
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.63B
| $221K | ﹤0.01% |
9,600
-2,190,000
| -100% | -$48.1M |
|
1410
Corpay
CPAY
$25.8B
| $221K | ﹤0.01% |
1,888
-292
| -13% | -$33.6K |
|
1411
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$398M
| $220K | ﹤0.01% |
2,000
+1,000
| +100% | +$109K |
|
|
K
1412
CALL
DELISTED
Kellanova
K
| $220K | ﹤0.01% |
3,834
+1,704
| +80% | +$98.1K |
|
|
K
1413
PUT
DELISTED
Kellanova
K
| $220K | ﹤0.01% |
3,834
+1,384
| +56% | +$79.7K |
|
1414
PUT
Globe Life
GL
$14.3B
| $219K | ﹤0.01% |
4,200
-300
| -7% | -$15K |
|
1415
PUT
Kirby Corp
KEX
$7.01B
| $219K | ﹤0.01% |
2,200
+1,800
| +450% | +$165K |
|
1416
Trip.com Group
TCOM
$28.9B
| $219K | ﹤0.01% |
+8,808
| New | +$230K |
|
1417
PUT
Manitowoc
MTW
$512M
| $218K | ﹤0.01% |
10,267
+9,936
| +3,002% | +$182K |
|
|
VIAB
1418
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $218K | ﹤0.01% |
2,500
+1,100
| +79% | +$90.8K |
|
1419
Automatic Data Processing
ADP
$107B
| $217K | ﹤0.01% |
3,064
+594
| +24% | +$40K |
|
|
BEAV
1420
PUT
DELISTED
B/E Aerospace Inc
BEAV
| $217K | ﹤0.01% |
3,453
+3,039
| +734% | +$181K |
|
|
1421
Eastman Chemical
EMN
$8.39B
| $216K | ﹤0.01% |
2,677
-18,492
| -87% | -$1.44M |
|
1422
CALL
Hasbro
HAS
$12.9B
| $216K | ﹤0.01% |
3,900
+2,400
| +160% | +$123K |
|
1423
PUT
AerCap
AER
$24.4B
| $215K | ﹤0.01% |
+5,600
| New | +$132K |
|
1424
Ovintiv
OVV
$16B
| $215K | ﹤0.01% |
2,377
+1,660
| +232% | +$151K |
|
|
MW
1425
CALL
DELISTED
THE MENS WAREHOUSE INC
MW
| $215K | ﹤0.01% |
4,200
+1,400
| +50% | +$65.3K |
|
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.