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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
POOL icon
2076
Pool Corp
POOL
$7.31B
$66K ﹤0.01%
1,142
+268
+31% +$14.8K
INVX
2077
CALL
Innovex International
INVX
$2.15B
$66K ﹤0.01%
600
+200
+50% +$22.6K
PTR
2078
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$66K ﹤0.01%
+600
New +$68.6K
MXIM
2079
DELISTED
Maxim Integrated Products
MXIM
$66K ﹤0.01%
2,348
-1,146
-33% -$33.1K
TCP
2080
DELISTED
TC Pipelines LP
TCP
$66K ﹤0.01%
1,370
-532
-28% -$25.6K
SUNE
2081
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$66K ﹤0.01%
+5,000
New +$56.4K
MWV
2082
CALL
DELISTED
MEADWESTVACO CORP
MWV
$66K ﹤0.01%
+1,800
New +$65K
CAM
2083
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$66K ﹤0.01%
1,100
-138,400
-99% -$7.98M
AMG icon
2084
CALL
Affiliated Managers Group
AMG
$9.83B
$65K ﹤0.01%
300
+100
+50% +$20K
BC icon
2085
CALL
Brunswick
BC
$5.26B
$65K ﹤0.01%
1,400
+1,200
+600% +$53.3K
CAL icon
2086
CALL
Caleres
CAL
$486M
$65K ﹤0.01%
+2,300
New +$56.3K
DEO icon
2087
PUT
Diageo
DEO
$51.6B
$65K ﹤0.01%
500
-5,000
-91% -$639K
EPC icon
2088
CALL
Edgewell Personal Care
EPC
$1.3B
$65K ﹤0.01%
+809
New +$61.6K
GRMN
2089
CALL
Garmin
GRMN
$58.2B
$65K ﹤0.01%
1,400
+1,300
+1,300% +$61.7K
MEI icon
2090
PUT
Methode Electronics
MEI
$585M
$65K ﹤0.01%
1,900
+1,400
+280% +$40.6K
LM
2091
PUT
DELISTED
Legg Mason, Inc.
LM
$65K ﹤0.01%
1,500
+1,000
+200% +$38.8K
STR
2092
DELISTED
QUESTAR CORP
STR
$65K ﹤0.01%
+2,811
New +$64.5K
CVC
2093
PUT
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$65K ﹤0.01%
3,600
+1,000
+38% +$16.2K
CAVM
2094
CALL
DELISTED
Cavium, Inc.
CAVM
$65K ﹤0.01%
1,900
+200
+12% +$7.49K
ARMH
2095
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$65K ﹤0.01%
1,200
+200
+20% +$9.74K
CMP icon
2096
CALL
Compass Minerals
CMP
$1.08B
$64K ﹤0.01%
+800
New +$59.9K
CMP icon
2097
PUT
Compass Minerals
CMP
$1.08B
$64K ﹤0.01%
800
+300
+60% +$22.5K
GCO icon
2098
Genesco
GCO
$428M
$64K ﹤0.01%
875
+725
+483% +$50.6K
SNBR
2099
PUT
DELISTED
Sleep Number
SNBR
$64K ﹤0.01%
3,000
-200
-6% -$4.2K
TTC icon
2100
PUT
Toro Company
TTC
$9.35B
$64K ﹤0.01%
2,000
-3,600
-64% -$106K
82 83
84
85 86

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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.