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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 | |
|---|---|---|---|---|---|---|
|
BRCM
476
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $4.08M | 0.02% |
137,600
+26,400
| +24% | +$719K |
|
477
CALL
PPG Industries
PPG
$26.4B
| $4.08M | 0.02% |
43,000
+36,800
| +594% | +$3.32M |
|
|
478
Prudential Financial
PRU
$41.6B
| $4.08M | 0.02% |
44,192
-235,123
| -84% | -$20.1M |
|
|
TWC
479
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $4.07M | 0.02% |
30,000
-189,300
| -86% | -$23.5M |
|
480
Qualcomm
QCOM
$166B
| $4.04M | 0.02% |
54,446
-25,063
| -32% | -$1.77M |
|
481
PUT
Constellation Brands
STZ
$22.3B
| $4.03M | 0.02% |
57,300
+56,500
| +7,063% | +$3.78M |
|
482
PUT
Intuitive Surgical
ISRG
$131B
| $4.03M | 0.02% |
94,500
-46,800
| -33% | -$1.97M |
|
483
PUT
Valero Energy
VLO
$87B
| $4.03M | 0.02% |
80,000
+57,200
| +251% | +$2.41M |
|
484
Chevron
CVX
$372B
| $4.03M | 0.02% |
+32,251
| New | +$3.9M |
|
485
PUT
Allstate
ALL
$67.9B
| $4.01M | 0.02% |
73,600
+3,400
| +5% | +$181K |
|
486
CALL
Western Union
WU
$2.29B
| $4M | 0.02% |
232,000
+229,500
| +9,180% | +$4.02M |
|
487
PUT
Viavi Solutions
VIAV
$9.86B
| $3.99M | 0.02% |
540,058
+345,623
| +178% | +$2.62M |
|
|
GAP
488
PUT
The Gap Inc
GAP
$7.43B
| $3.99M | 0.02% |
102,100
+88,100
| +629% | +$3.45M |
|
489
CALL
Humana
HUM
$43.4B
| $3.98M | 0.02% |
38,600
+38,000
| +6,333% | +$3.72M |
|
490
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $3.95M | 0.02% |
38,800
-110,000
| -74% | -$11.5M |
|
|
491
Intuitive Surgical
ISRG
$131B
| $3.95M | 0.02% |
92,529
-41,544
| -31% | -$1.75M |
|
492
Lam Research
LRCX
$388B
| $3.95M | 0.02% |
724,700
+261,530
| +56% | +$1.38M |
|
|
ETFC
493
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $3.94M | 0.02% |
200,500
+79,800
| +66% | +$1.42M |
|
494
CALL
Transocean
RIG
$5.68B
| $3.87M | 0.02% |
78,400
+74,500
| +1,910% | +$3.65M |
|
495
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.9B
| $3.87M | 0.02% |
23,400
+21,400
| +1,070% | +$3.36M |
|
496
PUT
Wheaton Precious Metals
WPM
$56.9B
| $3.86M | 0.02% |
191,000
+184,600
| +2,884% | +$4.01M |
|
|
CAM
497
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $3.85M | 0.02% |
64,717
+64,530
| +34,508% | +$3.72M |
|
|
NRF
498
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
| $3.85M | 0.02% |
145,747
+144,728
| +14,203% | +$2.92M |
|
499
C.H. Robinson
CHRW
$18B
| $3.84M | 0.02% |
65,858
+30,433
| +86% | +$1.79M |
|
500
Biogen
BIIB
$30.8B
| $3.84M | 0.02% |
+13,738
| New | +$3.55M |
|
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.