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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 | |
|---|---|---|---|---|---|---|
301
CALL
Royal Gold
RGLD
$16.8B
| $9.29M | 0.05% |
201,500
+197,900
| +5,497% | +$9.33M |
|
302
CALL
Corning
GLW
$119B
| $9.25M | 0.05% |
518,800
-244,800
| -32% | -$4.03M |
|
303
PUT
Pultegroup
PHM
$24.1B
| $9.21M | 0.04% |
452,300
+148,100
| +49% | +$2.63M |
|
|
SCTY
304
PUT
DELISTED
SolarCity Corporation
SCTY
| $9.2M | 0.04% |
+162,000
| New | +$8.34M |
|
305
CALL
Salesforce
CRM
$151B
| $9.09M | 0.04% |
164,700
+3,000
| +2% | +$160K |
|
306
PUT
The Mosaic Company
MOS
$7.03B
| $9.08M | 0.04% |
192,000
-45,500
| -19% | -$2.11M |
|
|
RTN
307
PUT
DELISTED
Raytheon Company
RTN
| $9.07M | 0.04% |
100,000
+94,100
| +1,595% | +$7.85M |
|
308
PUT
Ross Stores
ROST
$80.5B
| $9.07M | 0.04% |
242,000
+236,200
| +4,072% | +$8.87M |
|
|
BHI
309
PUT
DELISTED
Baker Hughes
BHI
| $9.06M | 0.04% |
163,900
+47,400
| +41% | +$2.6M |
|
310
PUT
3D Systems Corp
DDD
$431M
| $9.04M | 0.04% |
97,200
+34,500
| +55% | +$2.42M |
|
311
CALL
Applied Materials
AMAT
$403B
| $9.01M | 0.04% |
509,700
-313,800
| -38% | -$5.47M |
|
312
CALL
CSX Corp
CSX
$93.4B
| $9.01M | 0.04% |
939,600
+937,800
| +52,100% | +$8.4M |
|
313
PUT
Humana
HUM
$43.7B
| $8.97M | 0.04% |
86,900
+26,100
| +43% | +$2.56M |
|
314
General Motors
GM
$80.4B
| $8.93M | 0.04% |
218,547
+214,904
| +5,899% | +$8.12M |
|
|
DFS
315
DELISTED
Discover Financial Services
DFS
| $8.91M | 0.04% |
159,195
+65,109
| +69% | +$3.41M |
|
316
CALL
Truist Financial
TFC
$63.3B
| $8.83M | 0.04% |
236,700
+96,100
| +68% | +$3.32M |
|
|
317
Wells Fargo
WFC
$261B
| $8.82M | 0.04% |
194,348
-772,408
| -80% | -$33.4M |
|
318
Verizon
VZ
$195B
| $8.8M | 0.04% |
179,184
-96,995
| -35% | -$4.77M |
|
319
CALL
DuPont de Nemours
DD
$18.5B
| $8.79M | 0.04% |
78,147
+60,061
| +332% | +$6.16M |
|
320
Johnson & Johnson
JNJ
$618B
| $8.77M | 0.04% |
+95,791
| New | +$8.83M |
|
321
PUT
Beazer Homes USA
BZH
$877M
| $8.74M | 0.04% |
+357,900
| New | +$7.09M |
|
322
PUT
Halliburton
HAL
$26.9B
| $8.7M | 0.04% |
171,400
+46,400
| +37% | +$2.4M |
|
323
PUT
Walmart Inc
WMT
$885B
| $8.68M | 0.04% |
330,900
-249,000
| -43% | -$6.43M |
|
|
ANDV
324
CALL
DELISTED
Andeavor
ANDV
| $8.61M | 0.04% |
147,200
+143,000
| +3,405% | +$7.44M |
|
325
PUT
Altria Group
MO
$114B
| $8.51M | 0.04% |
221,700
-19,800
| -8% | -$731K |
|
Similar funds
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.