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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 | |
|---|---|---|---|---|---|---|
326
Elevance Health
ELV
$81.5B
| $8.38M | 0.04% |
90,719
+56,511
| +165% | +$5.02M |
|
327
Equinix
EQIX
$101B
| $8.34M | 0.04% |
47,019
+29,399
| +167% | +$4.89M |
|
328
Aon
AON
$76.5B
| $8.21M | 0.04% |
+97,886
| New | +$7.75M |
|
329
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $8.19M | 0.04% |
245,900
-124,300
| -34% | -$3.85M |
|
|
ESV
330
PUT
DELISTED
Ensco Rowan plc
ESV
| $8.14M | 0.04% |
+35,600
| New | +$8.22M |
|
|
BKW
331
CALL
DELISTED
BURGER KING WORLDWIDE
BKW
| $8.13M | 0.04% |
+355,700
| New | +$7.33M |
|
332
CALL
BP
BP
$116B
| $8.09M | 0.04% |
203,432
+7,947
| +4% | +$296K |
|
333
PUT
Tyson Foods
TSN
$20.4B
| $8.07M | 0.04% |
241,200
+233,600
| +3,074% | +$7.12M |
|
334
CALL
LyondellBasell Industries
LYB
$20B
| $8.03M | 0.04% |
100,000
+32,000
| +47% | +$2.45M |
|
335
CALL
Nike
NKE
$61.9B
| $7.97M | 0.04% |
202,600
+157,800
| +352% | +$6.04M |
|
336
CALL
United Airlines
UAL
$39.4B
| $7.9M | 0.04% |
208,800
+195,300
| +1,447% | +$6.84M |
|
337
PUT
APA Corp
APA
$13.2B
| $7.9M | 0.04% |
91,900
-311,600
| -77% | -$27.7M |
|
|
RAI
338
CALL
DELISTED
Reynolds American Inc
RAI
| $7.88M | 0.04% |
315,200
+10,400
| +3% | +$262K |
|
339
PUT
Paychex
PAYX
$41.6B
| $7.85M | 0.04% |
172,400
+900
| +0.5% | +$38.4K |
|
340
CALL
Ford
F
$58.5B
| $7.84M | 0.04% |
508,300
-65,800
| -11% | -$1.1M |
|
|
IOC
341
CALL
DELISTED
Interoil Corporation
IOC
| $7.73M | 0.04% |
150,100
+123,200
| +458% | +$8.53M |
|
342
PUT
Helmerich & Payne
HP
$3.45B
| $7.57M | 0.04% |
90,000
+85,000
| +1,700% | +$6.62M |
|
343
Dollar General
DG
$28B
| $7.43M | 0.04% |
123,114
-331,488
| -73% | -$19.5M |
|
344
PUT
Honeywell
HON
$77B
| $7.39M | 0.04% |
90,033
+71,002
| +373% | +$5.55M |
|
345
iShares US Real Estate ETF
IYR
$4.66B
| $7.38M | 0.04% |
117,024
+96,281
| +464% | +$6.2M |
|
346
PUT
Viatris
VTRS
$20.4B
| $7.38M | 0.04% |
170,000
-16,600
| -9% | -$682K |
|
347
PUT
Alcoa
AA
$11.9B
| $7.34M | 0.04% |
287,349
-29,338
| -9% | -$650K |
|
|
HOT
348
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $7.32M | 0.04% |
92,100
+25,800
| +39% | +$1.89M |
|
|
349
PUT
United Airlines
UAL
$39.4B
| $7.31M | 0.04% |
193,200
+2,300
| +1% | +$80.6K |
|
350
CALL
Phillips 66
PSX
$84.9B
| $7.3M | 0.04% |
+94,700
| New | +$6.32M |
|
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.