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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 | |
|---|---|---|---|---|---|---|
|
RDC
776
CALL
DELISTED
Rowan Companies Plc
RDC
| $1.32M | 0.01% |
+37,400
| New | +$1.34M |
|
777
Transocean
RIG
$5.7B
| $1.32M | 0.01% |
26,697
+14,933
| +127% | +$731K |
|
|
BNY
778
CALL
Bank of New York Mellon
BNY
$106B
| $1.32M | 0.01% |
37,700
+32,700
| +654% | +$1.06M |
|
779
CALL
Capri Holdings
CPRI
$1.88B
| $1.32M | 0.01% |
16,200
-176,900
| -92% | -$14M |
|
780
CALL
Royal Caribbean
RCL
$86.7B
| $1.31M | 0.01% |
27,600
+18,400
| +200% | +$781K |
|
781
Williams Companies
WMB
$86.1B
| $1.29M | 0.01% |
33,411
-56,976
| -63% | -$2.05M |
|
|
JOY
782
PUT
DELISTED
Joy Global Inc
JOY
| $1.28M | 0.01% |
21,900
-32,400
| -60% | -$1.78M |
|
783
Sherwin-Williams
SHW
$86B
| $1.28M | 0.01% |
20,913
+6,285
| +43% | +$385K |
|
784
Lumen
LUMN
$6.65B
| $1.27M | 0.01% |
+39,938
| New | +$1.28M |
|
785
Oil States International
OIS
$497M
| $1.27M | 0.01% |
21,842
+7,182
| +49% | +$431K |
|
786
CALL
Vale
VALE
$62B
| $1.27M | 0.01% |
83,000
+70,800
| +580% | +$1.1M |
|
787
PUT
Kinder Morgan
KMI
$69.9B
| $1.26M | 0.01% |
35,000
+30,000
| +600% | +$1.05M |
|
788
Netflix
NFLX
$305B
| $1.26M | 0.01% |
239,400
+36,610
| +18% | +$180K |
|
|
P
789
PUT
DELISTED
Pandora Media Inc
P
| $1.24M | 0.01% |
46,500
+1,100
| +2% | +$30.1K |
|
790
Hartford Financial Services
HIG
$39.2B
| $1.23M | 0.01% |
33,858
-151,171
| -82% | -$5.2M |
|
791
CALL
CenterPoint Energy
CNP
$27.6B
| $1.21M | 0.01% |
+52,000
| New | +$1.25M |
|
792
CALL
Plains All American Pipeline
PAA
$17.1B
| $1.2M | 0.01% |
23,100
+3,700
| +19% | +$189K |
|
793
Ashland
ASH
$3.29B
| $1.19M | 0.01% |
25,135
+22,846
| +998% | +$1.02M |
|
794
Yum! Brands
YUM
$40.6B
| $1.19M | 0.01% |
21,797
+4,754
| +28% | +$245K |
|
795
Alcoa
AA
$11.8B
| $1.18M | 0.01% |
46,305
+46,242
| +73,400% | +$1.03M |
|
796
Sony
SONY
$133B
| $1.18M | 0.01% |
342,060
+312,255
| +1,048% | +$1.15M |
|
|
CBI
797
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.18M | 0.01% |
14,212
+4,612
| +48% | +$349K |
|
798
CALL
CME Group
CME
$95.7B
| $1.18M | 0.01% |
15,000
+14,400
| +2,400% | +$1.13M |
|
799
PUT
Mohawk Industries
MHK
$9.01B
| $1.18M | 0.01% |
7,900
+6,300
| +394% | +$860K |
|
800
CALL
M&T Bank
MTB
$36.2B
| $1.18M | 0.01% |
10,100
+7,300
| +261% | +$830K |
|
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.