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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 | |
|---|---|---|---|---|---|---|
|
YHOO
226
DELISTED
Yahoo Inc
YHOO
| $14.5M | 0.07% |
358,790
-397,868
| -53% | -$14.3M |
|
|
DD
227
PUT
DELISTED
Du Pont De Nemours E I
DD
| $14.5M | 0.07% |
235,135
-425,623
| -64% | -$24.6M |
|
228
CALL
Dollar Tree
DLTR
$24.4B
| $14.4M | 0.07% |
255,300
+250,700
| +5,450% | +$14.4M |
|
229
PUT
Medtronic
MDT
$109B
| $14.4M | 0.07% |
250,300
+123,300
| +97% | +$6.99M |
|
230
CALL
NetApp
NTAP
$35B
| $14.2M | 0.07% |
344,000
-332,400
| -49% | -$13.5M |
|
231
PUT
Cadence Design Systems
CDNS
$93.6B
| $14.1M | 0.07% |
+1,003,000
| New | +$13.5M |
|
232
PUT
AutoZone
AZO
$49.2B
| $13.9M | 0.07% |
29,100
+29,000
| +29,000% | +$13M |
|
233
PUT
Tesla
TSLA
$1.23T
| $13.9M | 0.07% |
1,386,000
+94,500
| +7% | +$965K |
|
|
SGI
234
Somnigroup International
SGI
$13.7B
| $13.9M | 0.07% |
1,028,960
+653,196
| +174% | +$7.5M |
|
235
PUT
NOV
NOV
$6.93B
| $13.8M | 0.07% |
192,412
+166,794
| +651% | +$12.1M |
|
236
CALL
Merck
MRK
$322B
| $13.8M | 0.07% |
288,829
-1,003,879
| -78% | -$45.9M |
|
237
CALL
SLB Ltd
SLB
$73.6B
| $13.6M | 0.07% |
151,100
-53,700
| -26% | -$4.85M |
|
238
PUT
Amphenol
APH
$198B
| $13.5M | 0.07% |
1,212,000
+1,187,200
| +4,787% | +$12.3M |
|
239
Visa
V
$684B
| $13.3M | 0.06% |
+239,136
| New | +$12.1M |
|
240
PUT
Freeport-McMoran
FCX
$90B
| $13.2M | 0.06% |
349,000
-333,400
| -49% | -$11.8M |
|
241
CALL
US Bancorp
USB
$98.2B
| $13.1M | 0.06% |
324,800
-1,357,300
| -81% | -$52.1M |
|
242
PUT
Capri Holdings
CPRI
$1.83B
| $13M | 0.06% |
160,600
+14,700
| +10% | +$1.16M |
|
243
Pfizer
PFE
$143B
| $13M | 0.06% |
+448,348
| New | +$13M |
|
244
United Airlines
UAL
$39.4B
| $12.9M | 0.06% |
339,965
+93,319
| +38% | +$3.27M |
|
245
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $12.8M | 0.06% |
13,355
+12,055
| +927% | +$11.7M |
|
246
PUT
PVH
PVH
$4B
| $12.7M | 0.06% |
93,600
+86,300
| +1,182% | +$11M |
|
247
PUT
Stratasys
SSYS
$679M
| $12.6M | 0.06% |
+93,400
| New | +$10.8M |
|
|
248
PUT
Prudential Financial
PRU
$42.4B
| $12.6M | 0.06% |
136,400
+122,500
| +881% | +$10.5M |
|
|
GG
249
PUT
DELISTED
Goldcorp Inc
GG
| $12.6M | 0.06% |
579,400
+517,100
| +830% | +$12.1M |
|
|
JWN
250
CALL
DELISTED
Nordstrom
JWN
| $12.5M | 0.06% |
202,600
-14,300
| -7% | -$861K |
|
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.