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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 | |
|---|---|---|---|---|---|---|
901
Deere & Co
DE
$167B
| $845K | ﹤0.01% |
9,251
-1,910
| -17% | -$162K |
|
902
PVH
PVH
$4.05B
| $844K | ﹤0.01% |
6,204
-264
| -4% | -$33.6K |
|
|
GRA
903
DELISTED
W.R. Grace & Co.
GRA
| $839K | ﹤0.01% |
+8,487
| New | +$790K |
|
|
BEAM
904
DELISTED
BEAM INC COM STK (DE)
BEAM
| $838K | ﹤0.01% |
12,308
+9,232
| +300% | +$624K |
|
905
CALL
TotalEnergies
TTE
$190B
| $833K | ﹤0.01% |
13,600
+8,800
| +183% | +$524K |
|
906
CALL
Edwards Lifesciences
EW
$51.4B
| $822K | ﹤0.01% |
+75,000
| New | +$845K |
|
|
907
ExxonMobil
XOM
$641B
| $820K | ﹤0.01% |
8,100
-276,266
| -97% | -$25.5M |
|
908
PUT
Southern Company
SO
$107B
| $819K | ﹤0.01% |
19,900
-4,300
| -18% | -$177K |
|
909
PUT
General Dynamics
GD
$105B
| $814K | ﹤0.01% |
8,500
+6,700
| +372% | +$598K |
|
910
Honeywell
HON
$79B
| $812K | ﹤0.01% |
9,887
-18,682
| -65% | -$1.46M |
|
|
SWY
911
CALL
DELISTED
SAFEWAY INC
SWY
| $810K | ﹤0.01% |
27,702
+21,335
| +335% | +$640K |
|
912
PUT
United Natural Foods
UNFI
$2.93B
| $806K | ﹤0.01% |
+10,700
| New | +$755K |
|
913
CALL
Deutsche Bank
DB
$70.8B
| $801K | ﹤0.01% |
19,484
+17,841
| +1,086% | +$719K |
|
914
Monster Beverage
MNST
$92.2B
| $801K | ﹤0.01% |
70,932
+37,728
| +114% | +$371K |
|
915
Radian Group
RDN
$5.26B
| $799K | ﹤0.01% |
+56,593
| New | +$792K |
|
916
PUT
Global Payments
GPN
$24B
| $797K | ﹤0.01% |
24,600
+24,200
| +6,050% | +$733K |
|
917
McDonald's
MCD
$189B
| $796K | ﹤0.01% |
8,202
-87,853
| -91% | -$8.44M |
|
918
PUT
NVIDIA
NVDA
$5.16T
| $794K | ﹤0.01% |
1,984,000
+180,000
| +10% | +$69.7K |
|
919
CALL
Petrobras
PBR
$121B
| $792K | ﹤0.01% |
57,400
+25,600
| +81% | +$397K |
|
920
Fossil Group
FOSL
$352M
| $784K | ﹤0.01% |
+6,535
| New | +$807K |
|
|
WLT
921
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $777K | ﹤0.01% |
46,600
+33,400
| +253% | +$522K |
|
922
HSBC
HSBC
$365B
| $776K | ﹤0.01% |
16,342
-22,608
| -58% | -$1.07M |
|
923
PUT
Domino's
DPZ
$12.1B
| $774K | ﹤0.01% |
11,100
+3,200
| +41% | +$219K |
|
924
VF Corp
VFC
$6.04B
| $772K | ﹤0.01% |
13,146
-29,784
| -69% | -$1.55M |
|
925
CALL
Clorox
CLX
$12.6B
| $770K | ﹤0.01% |
8,300
+7,700
| +1,283% | +$694K |
|
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.