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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 | |
|---|---|---|---|---|---|---|
|
DISH
276
DELISTED
DISH Network Corp.
DISH
| $10.2M | 0.05% |
176,919
+166,208
| +1,552% | +$8.51M |
|
277
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $10.2M | 0.05% |
150,000
+148,700
| +11,438% | +$9.77M |
|
278
CALL
Freeport-McMoran
FCX
$90B
| $10.2M | 0.05% |
269,200
+44,700
| +20% | +$1.58M |
|
279
Seagate
STX
$194B
| $10.1M | 0.05% |
180,089
+119,506
| +197% | +$5.91M |
|
|
RSX
280
CALL
DELISTED
VanEck Russia ETF
RSX
| $10.1M | 0.05% |
350,000
+214,700
| +159% | +$6.17M |
|
281
PUT
Nike
NKE
$61.9B
| $10.1M | 0.05% |
256,800
-272,000
| -51% | -$10.4M |
|
|
ROC
282
DELISTED
ROCKWOOD HLDGS INC
ROC
| $10M | 0.05% |
139,290
+111,350
| +399% | +$7.58M |
|
|
ESV
283
CALL
DELISTED
Ensco Rowan plc
ESV
| $9.99M | 0.05% |
+43,700
| New | +$10.1M |
|
284
CALL
Netflix
NFLX
$299B
| $9.98M | 0.05% |
1,897,000
-15,939,000
| -89% | -$78.2M |
|
285
CALL
Coca-Cola
KO
$377B
| $9.96M | 0.05% |
241,200
-620,800
| -72% | -$24.5M |
|
|
AGU
286
PUT
DELISTED
Agrium
AGU
| $9.91M | 0.05% |
108,300
+81,100
| +298% | +$7.16M |
|
287
CALL
CF Industries
CF
$19.2B
| $9.88M | 0.05% |
212,000
+73,500
| +53% | +$3.21M |
|
288
PUT
IBM
IBM
$211B
| $9.85M | 0.05% |
54,915
-821,842
| -94% | -$142M |
|
289
CALL
Tapestry
TPR
$30.8B
| $9.82M | 0.05% |
175,000
-371,800
| -68% | -$20.1M |
|
290
Cognizant
CTSH
$24.9B
| $9.77M | 0.05% |
193,422
+135,248
| +232% | +$6.16M |
|
291
PUT
Intercontinental Exchange
ICE
$85.6B
| $9.74M | 0.05% |
216,460
+28,460
| +15% | +$1.17M |
|
292
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $9.67M | 0.05% |
+35,283
| New | +$9.64M |
|
|
SCHW
293
CALL
Charles Schwab
SCHW
$183B
| $9.65M | 0.05% |
371,300
+121,200
| +48% | +$2.89M |
|
|
PNRA
294
PUT
DELISTED
Panera Bread Co
PNRA
| $9.65M | 0.05% |
54,600
-5,800
| -10% | -$973K |
|
295
CALL
ConocoPhillips
COP
$147B
| $9.57M | 0.05% |
135,500
+5,600
| +4% | +$402K |
|
296
Oracle
ORCL
$374B
| $9.54M | 0.05% |
249,370
-49,376
| -17% | -$1.7M |
|
297
PUT
Agilent Technologies
A
$39.1B
| $9.54M | 0.05% |
+233,186
| New | +$8.86M |
|
298
PUT
C.H. Robinson
CHRW
$17.4B
| $9.47M | 0.05% |
162,200
+46,500
| +40% | +$2.73M |
|
|
LM
299
DELISTED
Legg Mason, Inc.
LM
| $9.42M | 0.05% |
216,698
+103,411
| +91% | +$4.01M |
|
300
CALL
Devon Energy
DVN
$52.1B
| $9.39M | 0.05% |
151,800
+67,400
| +80% | +$4.13M |
|
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.