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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
+130.56%
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 | |
|---|---|---|---|---|---|---|
2451
GATX Corp
GATX
$6.27B
| $33K | ﹤0.01% |
+624
| New | +$31.4K |
|
2452
CALL
Genuine Parts
GPC
$18.7B
| $33K | ﹤0.01% |
400
-6,200
| -94% | -$501K |
|
2453
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $33K | ﹤0.01% |
+1,000
| New | +$31.8K |
|
2454
CALL
CarMax
KMX
$8.26B
| $33K | ﹤0.01% |
700
-300
| -30% | -$14.7K |
|
2455
PUT
Lindsay Corp
LNN
$1.18B
| $33K | ﹤0.01% |
400
-300
| -43% | -$23.4K |
|
2456
Skyworks Solutions
SWKS
$10.6B
| $33K | ﹤0.01% |
+1,153
| New | +$30.2K |
|
2457
TransDigm Group
TDG
$67.7B
| $33K | ﹤0.01% |
206
+203
| +6,767% | +$30.3K |
|
2458
CALL
Timken Company
TKR
$9.03B
| $33K | ﹤0.01% |
838
-3,213
| -79% | -$125K |
|
|
2459
PUT
Timken Company
TKR
$9.03B
| $33K | ﹤0.01% |
838
-5,868
| -88% | -$229K |
|
|
DBD
2460
DELISTED
Diebold Nixdorf Incorporated
DBD
| $33K | ﹤0.01% |
991
-630
| -39% | -$19.6K |
|
|
SCG
2461
PUT
DELISTED
Scana
SCG
| $33K | ﹤0.01% |
+700
| New | +$32.7K |
|
|
HAR
2462
PUT
DELISTED
Harman International Industries
HAR
| $33K | ﹤0.01% |
+400
| New | +$30.9K |
|
|
ALTR
2463
PUT
DELISTED
Altera Corp
ALTR
| $33K | ﹤0.01% |
1,000
-1,500
| -60% | -$50.2K |
|
2464
Fortinet
FTNT
$117B
| $32K | ﹤0.01% |
+8,420
| New | +$32.8K |
|
2465
PUT
The GEO Group
GEO
$4.1B
| $32K | ﹤0.01% |
+1,500
| New | +$33.6K |
|
2466
PUT
Huntington Bancshares
HBAN
$35.5B
| $32K | ﹤0.01% |
3,200
+500
| +19% | +$4.49K |
|
2467
PUT
KLA
KLAC
$259B
| $32K | ﹤0.01% |
5,000
-1,000
| -17% | -$6.31K |
|
2468
Lesaka Technologies
LSAK
$420M
| $32K | ﹤0.01% |
+3,669
| New | +$38.9K |
|
2469
CALL
Oceaneering
OII
$4.77B
| $32K | ﹤0.01% |
+400
| New | +$32.5K |
|
2470
PUT
Oxford Industries
OXM
$552M
| $32K | ﹤0.01% |
400
-200
| -33% | -$14.6K |
|
2471
CALL
Quanta Services
PWR
$101B
| $32K | ﹤0.01% |
+1,000
| New | +$29.4K |
|
|
CS
2472
PUT
DELISTED
Credit Suisse Group
CS
| $32K | ﹤0.01% |
+1,000
| New | +$30.3K |
|
|
RFP
2473
PUT
DELISTED
Resolute Forest Products Inc.
RFP
| $32K | ﹤0.01% |
+2,000
| New | +$29.5K |
|
|
FOE
2474
PUT
DELISTED
Ferro Corporation
FOE
| $32K | ﹤0.01% |
+2,500
| New | +$30.4K |
|
|
CUB
2475
PUT
DELISTED
Cubic Corporation
CUB
| $32K | ﹤0.01% |
600
+100
| +20% | +$5.28K |
|
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.