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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 | |
|---|---|---|---|---|---|---|
|
SIAL
1476
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $200K | ﹤0.01% |
2,127
+545
| +34% | +$47.4K |
|
|
GES
1477
PUT
DELISTED
Guess Inc
GES
| $199K | ﹤0.01% |
6,400
+2,700
| +73% | +$85.7K |
|
1478
Marriott International
MAR
$94.2B
| $199K | ﹤0.01% |
4,042
-2,125
| -34% | -$96.8K |
|
1479
PUT
Nabors Industries
NBR
$1.16B
| $199K | ﹤0.01% |
234
+200
| +588% | +$169K |
|
|
ZNGA
1480
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $199K | ﹤0.01% |
52,300
+42,900
| +456% | +$166K |
|
1481
CALL
Alaska Air
ALK
$5.81B
| $198K | ﹤0.01% |
+5,400
| New | +$192K |
|
1482
PUT
Zions Bancorporation
ZION
$10.5B
| $198K | ﹤0.01% |
6,600
+1,500
| +29% | +$43.2K |
|
|
OVTI
1483
PUT
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $198K | ﹤0.01% |
11,500
+3,600
| +46% | +$54.6K |
|
|
WLL
1484
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $198K | ﹤0.01% |
11
-4
| -27% | -$75.7K |
|
1485
CALL
Urban Outfitters
URBN
$6.67B
| $197K | ﹤0.01% |
5,300
-900
| -15% | -$33.7K |
|
1486
PUT
Chubb
CB
$136B
| $196K | ﹤0.01% |
1,900
-8,600
| -82% | -$845K |
|
1487
PUT
PRA Group
PRAA
$656M
| $196K | ﹤0.01% |
+3,700
| New | +$210K |
|
|
DRC
1488
DELISTED
DRESSER-RAND GROUP INC
DRC
| $196K | ﹤0.01% |
3,281
+76
| +2% | +$4.51K |
|
|
PETM
1489
CALL
DELISTED
PETSMART INC
PETM
| $196K | ﹤0.01% |
2,700
-5,700
| -68% | -$417K |
|
|
SI
1490
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $196K | ﹤0.01% |
+1,413
| New | +$182K |
|
1491
Autodesk
ADSK
$50.7B
| $195K | ﹤0.01% |
3,882
-52,966
| -93% | -$2.32M |
|
1492
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $195K | ﹤0.01% |
+800
| New | +$188K |
|
1493
CALL
Nu Skin
NUS
$253M
| $195K | ﹤0.01% |
+1,400
| New | +$165K |
|
|
RAX
1494
PUT
DELISTED
Rackspace Hosting Inc
RAX
| $194K | ﹤0.01% |
4,900
+400
| +9% | +$17.4K |
|
|
GMCR
1495
DELISTED
KEURIG GREEN MTN INC
GMCR
| $194K | ﹤0.01% |
2,574
-35,397
| -93% | -$2.41M |
|
1496
CALL
Oil States International
OIS
$502M
| $193K | ﹤0.01% |
3,325
-75,775
| -96% | -$4.54M |
|
1497
ScottsMiracle-Gro
SMG
$3.85B
| $193K | ﹤0.01% |
3,101
+1,929
| +165% | +$113K |
|
1498
PUT
Ryder
R
$10.2B
| $192K | ﹤0.01% |
2,600
+1,000
| +63% | +$66.3K |
|
1499
PUT
AZZ Inc
AZZ
$4.57B
| $191K | ﹤0.01% |
3,900
+2,100
| +117% | +$95.3K |
|
1500
PUT
Ball Corp
BALL
$16.9B
| $191K | ﹤0.01% |
7,400
+4,200
| +131% | +$102K |
|
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.