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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 | |
|---|---|---|---|---|---|---|
601
Wolfspeed
WOLF
$1.27B
| $2.55M | 0.01% |
40,828
+16,924
| +71% | +$1.04M |
|
602
PUT
Fossil Group
FOSL
$348M
| $2.53M | 0.01% |
+21,100
| New | +$2.6M |
|
603
PUT
Kimberly-Clark
KMB
$35.7B
| $2.53M | 0.01% |
25,241
-204,532
| -89% | -$20.4M |
|
604
PUT
Northrop Grumman
NOC
$77.9B
| $2.52M | 0.01% |
22,000
+19,900
| +948% | +$2.13M |
|
|
LO
605
CALL
DELISTED
LORILLARD INC COM STK
LO
| $2.51M | 0.01% |
49,600
-85,100
| -63% | -$4.24M |
|
606
PUT
MBIA
MBI
$266M
| $2.51M | 0.01% |
209,800
-24,200
| -10% | -$279K |
|
|
AOL
607
CALL
DELISTED
AOL INC COMMON STOCK
AOL
| $2.5M | 0.01% |
53,700
-26,100
| -33% | -$1.07M |
|
608
Lincoln National
LNC
$8.82B
| $2.48M | 0.01% |
48,005
+46,104
| +2,425% | +$2.21M |
|
|
DTV
609
CALL
DELISTED
DIRECTV COM STK (DE)
DTV
| $2.47M | 0.01% |
+35,800
| New | +$2.29M |
|
610
PUT
Hartford Financial Services
HIG
$39.2B
| $2.47M | 0.01% |
68,100
-89,400
| -57% | -$3.08M |
|
611
CALL
CVS Health
CVS
$134B
| $2.46M | 0.01% |
34,400
-1,700
| -5% | -$109K |
|
|
BID
612
PUT
DELISTED
Sotheby's
BID
| $2.46M | 0.01% |
46,200
+43,400
| +1,550% | +$2.23M |
|
|
WBA
613
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $2.45M | 0.01% |
42,700
+13,200
| +45% | +$768K |
|
|
TRW
614
CALL
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $2.45M | 0.01% |
+32,900
| New | +$2.47M |
|
|
X
615
CALL
DELISTED
US Steel
X
| $2.42M | 0.01% |
81,900
-3,100
| -4% | -$79.9K |
|
616
GSK
GSK
$103B
| $2.42M | 0.01% |
36,190
+21,245
| +142% | +$1.38M |
|
|
RSX
617
PUT
DELISTED
VanEck Russia ETF
RSX
| $2.4M | 0.01% |
83,200
-214,700
| -72% | -$6.17M |
|
|
BBBY
618
DELISTED
Bed Bath & Beyond Inc
BBBY
| $2.38M | 0.01% |
29,651
+10,081
| +52% | +$780K |
|
619
PUT
American Airlines Group
AAL
$10.6B
| $2.38M | 0.01% |
+94,200
| New | +$2.43M |
|
|
TIF
620
DELISTED
Tiffany & Co.
TIF
| $2.38M | 0.01% |
25,619
-71,151
| -74% | -$5.91M |
|
621
CALL
PepsiCo
PEP
$191B
| $2.37M | 0.01% |
28,600
-97,800
| -77% | -$8.12M |
|
622
CALL
Helmerich & Payne
HP
$3.41B
| $2.37M | 0.01% |
+28,200
| New | +$2.19M |
|
623
CALL
State Street
STT
$50.5B
| $2.37M | 0.01% |
32,300
-136,600
| -81% | -$9.57M |
|
624
CALL
Eaton
ETN
$170B
| $2.36M | 0.01% |
+31,000
| New | +$2.21M |
|
625
Iron Mountain
IRM
$36.9B
| $2.35M | 0.01% |
+83,696
| New | +$2.14M |
|
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.