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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
1576
PUT
iShares Core S&P Mid-Cap ETF
IJH
$125B
| $162K | ﹤0.01% |
6,000
| – | – |
|
1577
Northrop Grumman
NOC
$79.2B
| $162K | ﹤0.01% |
+1,416
| New | +$152K |
|
1578
CALL
Trinity Industries
TRN
$2.59B
| $162K | ﹤0.01% |
8,334
+5,556
| +200% | +$101K |
|
|
MDC
1579
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $162K | ﹤0.01% |
6,944
+2,916
| +72% | +$61.8K |
|
|
DNKN
1580
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $162K | ﹤0.01% |
+3,353
| New | +$159K |
|
|
QLIK
1581
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $162K | ﹤0.01% |
+6,069
| New | +$168K |
|
1582
PUT
Microchip Technology
MCHP
$42.2B
| $161K | ﹤0.01% |
7,200
-600
| -8% | -$12.6K |
|
1583
PUT
TransDigm Group
TDG
$69.4B
| $161K | ﹤0.01% |
+1,000
| New | +$149K |
|
1584
Trane Technologies
TT
$106B
| $161K | ﹤0.01% |
2,616
+2,124
| +432% | +$117K |
|
1585
Genuine Parts
GPC
$18.1B
| $159K | ﹤0.01% |
+1,917
| New | +$155K |
|
1586
CALL
NVIDIA
NVDA
$5.31T
| $159K | ﹤0.01% |
396,000
+120,000
| +43% | +$46.5K |
|
1587
PUT
Old Dominion Freight Line
ODFL
$44.8B
| $159K | ﹤0.01% |
9,000
+6,600
| +275% | +$108K |
|
1588
Textron
TXT
$15.2B
| $159K | ﹤0.01% |
4,334
+3,391
| +360% | +$104K |
|
1589
CALL
Weyerhaeuser
WY
$18.6B
| $159K | ﹤0.01% |
5,000
+4,400
| +733% | +$132K |
|
|
INVN
1590
DELISTED
Invensense Inc
INVN
| $159K | ﹤0.01% |
+7,667
| New | +$137K |
|
1591
CALL
Diageo
DEO
$49.2B
| $158K | ﹤0.01% |
1,200
+500
| +71% | +$63.9K |
|
1592
PUT
Manulife Financial
MFC
$73.9B
| $158K | ﹤0.01% |
8,000
+5,500
| +220% | +$101K |
|
1593
PUT
Unum
UNM
$14.1B
| $158K | ﹤0.01% |
4,500
+2,000
| +80% | +$65.5K |
|
1594
PUT
Air Products & Chemicals
APD
$65.7B
| $157K | ﹤0.01% |
1,513
-3,460
| -70% | -$349K |
|
1595
CALL
Golar LNG
GLNG
$5.11B
| $157K | ﹤0.01% |
4,300
+2,200
| +105% | +$80.6K |
|
|
MWV
1596
DELISTED
MEADWESTVACO CORP
MWV
| $157K | ﹤0.01% |
4,258
+2,626
| +161% | +$94.8K |
|
|
RVBD
1597
CALL
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $157K | ﹤0.01% |
8,700
-20,600
| -70% | -$334K |
|
1598
PUT
Donaldson
DCI
$11.3B
| $156K | ﹤0.01% |
+3,600
| New | +$147K |
|
|
KSU
1599
DELISTED
Kansas City Southern
KSU
| $156K | ﹤0.01% |
1,260
+608
| +93% | +$72.8K |
|
|
PX
1600
CALL
DELISTED
Praxair Inc
PX
| $156K | ﹤0.01% |
+1,200
| New | +$150K |
|
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.