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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 | |
|---|---|---|---|---|---|---|
401
PUT
Mastercard
MA
$502B
| $5.76M | 0.03% |
69,000
+5,000
| +8% | +$371K |
|
402
PUT
Royal Caribbean
RCL
$85.1B
| $5.72M | 0.03% |
120,700
+88,100
| +270% | +$3.74M |
|
403
CALL
Medtronic
MDT
$109B
| $5.71M | 0.03% |
99,600
-75,300
| -43% | -$4.27M |
|
404
PUT
Range Resources
RRC
$9.38B
| $5.71M | 0.03% |
67,800
+64,600
| +2,019% | +$5.02M |
|
405
PUT
Wolfspeed
WOLF
$1.23B
| $5.69M | 0.03% |
90,900
+75,100
| +475% | +$4.64M |
|
406
Fastenal
FAST
$54.7B
| $5.68M | 0.03% |
+478,016
| New | +$5.74M |
|
407
Gilead Sciences
GILD
$162B
| $5.62M | 0.03% |
74,889
+73,498
| +5,284% | +$5.12M |
|
408
PUT
Simon Property Group
SPG
$74.4B
| $5.62M | 0.03% |
39,225
+14,670
| +60% | +$2.11M |
|
|
AET
409
CALL
DELISTED
Aetna Inc
AET
| $5.58M | 0.03% |
81,338
+22,738
| +39% | +$1.48M |
|
410
CALL
GSK
GSK
$104B
| $5.55M | 0.03% |
83,120
| – | – |
|
411
PUT
Sony
SONY
$137B
| $5.54M | 0.03% |
1,601,500
+1,596,000
| +29,018% | +$5.9M |
|
|
TWX
412
DELISTED
Time Warner Inc
TWX
| $5.54M | 0.03% |
+82,858
| New | +$5.36M |
|
413
AbbVie
ABBV
$443B
| $5.48M | 0.03% |
+103,701
| New | +$5.1M |
|
414
PUT
Deutsche Bank
DB
$69B
| $5.47M | 0.03% |
133,104
+24,062
| +22% | +$970K |
|
415
H&R Block
HRB
$5.58B
| $5.45M | 0.03% |
187,608
+73,733
| +65% | +$2.09M |
|
416
PUT
Estee Lauder
EL
$30.4B
| $5.42M | 0.03% |
72,000
-99,700
| -58% | -$7.22M |
|
417
PUT
ArcelorMittal
MT
$52.9B
| $5.37M | 0.03% |
131,550
+43,733
| +50% | +$1.63M |
|
418
PNC Financial Services
PNC
$99.7B
| $5.36M | 0.03% |
69,077
-208,530
| -75% | -$15.6M |
|
|
NSM
419
PUT
DELISTED
Nationstar Mortgage Holdings
NSM
| $5.35M | 0.03% |
144,700
-4,100
| -3% | -$184K |
|
420
PUT
Accenture
ACN
$102B
| $5.31M | 0.03% |
64,600
+62,400
| +2,836% | +$4.72M |
|
421
PUT
Autodesk
ADSK
$49.5B
| $5.3M | 0.03% |
105,400
+44,500
| +73% | +$1.95M |
|
|
GRMN
422
PUT
Garmin
GRMN
$56.7B
| $5.26M | 0.03% |
114,000
+108,200
| +1,866% | +$5.13M |
|
|
LL
423
DELISTED
LL Flooring Holdings, Inc.
LL
| $5.25M | 0.03% |
+51,062
| New | +$5.43M |
|
424
CALL
Enterprise Products Partners
EPD
$82.3B
| $5.2M | 0.03% |
156,800
+22,600
| +17% | +$704K |
|
425
CALL
Mohawk Industries
MHK
$7.5B
| $5.18M | 0.03% |
34,800
+34,700
| +34,700% | +$4.74M |
|
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.