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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
2201
PUT
Natural Gas Services Group
NGS
$466M
| $52K | ﹤0.01% |
+1,900
| New | +$53.2K |
|
2202
CALL
NRG Energy
NRG
$25.6B
| $52K | ﹤0.01% |
1,800
-500
| -22% | -$14K |
|
2203
CALL
Ryder
R
$10.1B
| $52K | ﹤0.01% |
700
+400
| +133% | +$26.5K |
|
2204
Snap-on
SNA
$21.5B
| $52K | ﹤0.01% |
471
+427
| +970% | +$44.3K |
|
|
BKS
2205
PUT
DELISTED
Barnes & Noble
BKS
| $52K | ﹤0.01% |
5,341
-296,654
| -98% | -$2.86M |
|
|
COL
2206
CALL
DELISTED
Rockwell Collins
COL
| $52K | ﹤0.01% |
700
| – | – |
|
|
FBC
2207
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $52K | ﹤0.01% |
+2,625
| New | +$44.5K |
|
2208
Arrow Electronics
ARW
$10.3B
| $51K | ﹤0.01% |
944
+664
| +237% | +$33.7K |
|
2209
CALL
Canadian National Railway
CNI
$76.4B
| $51K | ﹤0.01% |
900
+300
| +50% | +$16.5K |
|
2210
The Greenbrier Companies
GBX
$1.45B
| $51K | ﹤0.01% |
1,556
-452
| -23% | -$13.3K |
|
2211
PACCAR
PCAR
$69.5B
| $51K | ﹤0.01% |
1,305
-6,191
| -83% | -$234K |
|
|
SNBR
2212
CALL
DELISTED
Sleep Number
SNBR
| $51K | ﹤0.01% |
2,400
+1,400
| +140% | +$29.4K |
|
|
ASEI
2213
PUT
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $51K | ﹤0.01% |
700
+100
| +17% | +$6.71K |
|
|
PLL
2214
PUT
DELISTED
PALL CORP
PLL
| $51K | ﹤0.01% |
600
-800
| -57% | -$65K |
|
|
PTRY
2215
PUT
DELISTED
PANTRY INC (THE)
PTRY
| $51K | ﹤0.01% |
+3,000
| New | +$41.9K |
|
|
FIO
2216
CALL
DELISTED
FUSION-IO INC COM
FIO
| $51K | ﹤0.01% |
5,700
+2,400
| +73% | +$25.9K |
|
|
ANSS
2217
DELISTED
Ansys
ANSS
| $50K | ﹤0.01% |
570
-38
| -6% | -$3.26K |
|
2218
PUT
Curtiss-Wright
CW
$25.8B
| $50K | ﹤0.01% |
+800
| New | +$41.5K |
|
2219
PUT
InterDigital
IDCC
$8.85B
| $50K | ﹤0.01% |
1,700
+800
| +89% | +$27.1K |
|
2220
CALL
Xerox
XRX
$427M
| $50K | ﹤0.01% |
1,556
+1,176
| +309% | +$33.9K |
|
|
STJ
2221
PUT
DELISTED
St Jude Medical
STJ
| $50K | ﹤0.01% |
+800
| New | +$46.3K |
|
|
SWI
2222
PUT
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $50K | ﹤0.01% |
1,300
-400
| -24% | -$14K |
|
|
INFA
2223
PUT
DELISTED
INFORMATICA CORP
INFA
| $50K | ﹤0.01% |
1,200
-200
| -14% | -$7.79K |
|
2224
PUT
Agnico Eagle Mines
AEM
$91.5B
| $49K | ﹤0.01% |
1,800
-4,700
| -72% | -$126K |
|
2225
PUT
America Movil
AMX
$71.8B
| $49K | ﹤0.01% |
2,100
+600
| +40% | +$13.1K |
|
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.