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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 | |
|---|---|---|---|---|---|---|
1451
CALL
J.M. Smucker
SJM
$12.7B
| $207K | ﹤0.01% |
+2,000
| New | +$212K |
|
1452
PUT
Lincoln National
LNC
$8.98B
| $206K | ﹤0.01% |
4,000
+2,500
| +167% | +$120K |
|
|
EV
1453
PUT
DELISTED
Eaton Vance Corp.
EV
| $206K | ﹤0.01% |
4,800
+3,800
| +380% | +$157K |
|
|
BPL
1454
CALL
DELISTED
Buckeye Partners, L.P.
BPL
| $206K | ﹤0.01% |
2,900
+1,700
| +142% | +$114K |
|
1455
CALL
Textron
TXT
$15.2B
| $205K | ﹤0.01% |
5,600
-4,300
| -43% | -$132K |
|
|
PRE
1456
DELISTED
PARTNERRE LTD
PRE
| $205K | ﹤0.01% |
1,949
+1,489
| +324% | +$146K |
|
1457
PUT
Deluxe
DLX
$1.22B
| $204K | ﹤0.01% |
+3,900
| New | +$186K |
|
1458
CALL
Lazard
LAZ
$4.26B
| $204K | ﹤0.01% |
4,500
+2,500
| +125% | +$101K |
|
1459
Ball Corp
BALL
$16.9B
| $203K | ﹤0.01% |
+7,872
| New | +$192K |
|
|
CTB
1460
DELISTED
Cooper Tire & Rubber Co.
CTB
| $203K | ﹤0.01% |
8,450
+3,030
| +56% | +$75K |
|
|
JCP
1461
DELISTED
J.C. Penney Company, Inc.
JCP
| $203K | ﹤0.01% |
22,167
+7,095
| +47% | +$59.2K |
|
|
HAR
1462
DELISTED
Harman International Industries
HAR
| $203K | ﹤0.01% |
2,484
+2,185
| +731% | +$169K |
|
1463
CALL
Colgate-Palmolive
CL
$74.4B
| $202K | ﹤0.01% |
3,100
-5,300
| -63% | -$339K |
|
1464
PUT
Pitney Bowes
PBI
$2.51B
| $202K | ﹤0.01% |
8,700
+7,900
| +988% | +$170K |
|
|
OUTR
1465
CALL
DELISTED
OUTERWALL INC
OUTR
| $202K | ﹤0.01% |
+3,000
| New | +$196K |
|
|
RKT
1466
PUT
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $202K | ﹤0.01% |
3,800
+800
| +27% | +$40.3K |
|
|
DNY
1467
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
| $202K | ﹤0.01% |
9,900
+6,000
| +154% | +$122K |
|
1468
PUT
Cirrus Logic
CRUS
$6.53B
| $201K | ﹤0.01% |
9,800
+600
| +7% | +$12.9K |
|
1469
PUT
HCA Healthcare
HCA
$88.7B
| $201K | ﹤0.01% |
4,200
-3,500
| -45% | -$162K |
|
1470
PUT
Hexcel
HXL
$7.89B
| $201K | ﹤0.01% |
4,500
+4,300
| +2,150% | +$182K |
|
|
ARII
1471
PUT
DELISTED
American Railcar Industries, Inc.
ARII
| $201K | ﹤0.01% |
4,400
+600
| +16% | +$25.7K |
|
1472
CALL
Boston Properties
BXP
$11.2B
| $200K | ﹤0.01% |
2,000
-300
| -13% | -$31K |
|
1473
Crown Holdings
CCK
$13.3B
| $200K | ﹤0.01% |
4,486
+381
| +9% | +$16.3K |
|
|
1474
PUT
Crown Holdings
CCK
$13.3B
| $200K | ﹤0.01% |
4,500
-1,800
| -29% | -$77K |
|
|
UPL
1475
PUT
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $200K | ﹤0.01% |
9,200
+6,000
| +188% | +$122K |
|
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.