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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 | |
|---|---|---|---|---|---|---|
351
PUT
Melco Resorts & Entertainment
MLCO
$2.17B
| $7.27M | 0.04% |
185,300
+128,800
| +228% | +$4.55M |
|
352
PUT
D.R. Horton
DHI
$40.9B
| $7.22M | 0.04% |
323,300
+315,400
| +3,992% | +$6.09M |
|
353
3M
MMM
$91.5B
| $7.18M | 0.03% |
61,226
+56,368
| +1,160% | +$6M |
|
|
354
CALL
Prudential Financial
PRU
$42.8B
| $7.15M | 0.03% |
77,500
+75,000
| +3,000% | +$6.4M |
|
355
CALL
Intuitive Surgical
ISRG
$133B
| $7.14M | 0.03% |
167,400
-36,000
| -18% | -$1.51M |
|
356
PUT
AbbVie
ABBV
$436B
| $7.13M | 0.03% |
+135,000
| New | +$6.64M |
|
357
Texas Instruments
TXN
$245B
| $7.12M | 0.03% |
162,199
-50,669
| -24% | -$2.12M |
|
|
GNC
358
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $7.09M | 0.03% |
121,300
-5,300
| -4% | -$306K |
|
359
CALL
Parker-Hannifin
PH
$125B
| $7.09M | 0.03% |
55,100
+53,300
| +2,961% | +$6.19M |
|
|
STI
360
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $7.09M | 0.03% |
192,500
+19,700
| +11% | +$687K |
|
361
PUT
Visa
V
$683B
| $7.04M | 0.03% |
126,400
-6,400
| -5% | -$323K |
|
362
CALL
UnitedHealth
UNH
$378B
| $7.01M | 0.03% |
93,100
-133,700
| -59% | -$9.6M |
|
|
PXD
363
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $7.01M | 0.03% |
38,100
+37,000
| +3,364% | +$7.13M |
|
|
WFM
364
PUT
DELISTED
Whole Foods Market Inc
WFM
| $6.92M | 0.03% |
119,600
+43,700
| +58% | +$2.59M |
|
365
PUT
Costco
COST
$422B
| $6.9M | 0.03% |
58,000
+50,800
| +706% | +$6.07M |
|
|
AMTD
366
DELISTED
TD Ameritrade Holding Corp
AMTD
| $6.83M | 0.03% |
222,850
-224,205
| -50% | -$6.38M |
|
367
PUT
Whirlpool
WHR
$2.55B
| $6.79M | 0.03% |
43,300
-181,300
| -81% | -$26.6M |
|
|
ANDV
368
PUT
DELISTED
Andeavor
ANDV
| $6.78M | 0.03% |
115,900
+110,300
| +1,970% | +$5.74M |
|
369
Boeing
BA
$184B
| $6.74M | 0.03% |
49,349
+15,065
| +44% | +$1.96M |
|
370
PUT
Ralph Lauren
RL
$22.5B
| $6.73M | 0.03% |
38,100
-10,900
| -22% | -$1.86M |
|
|
B
371
CALL
Barrick Mining
B
$62.5B
| $6.72M | 0.03% |
381,200
+264,300
| +226% | +$4.66M |
|
372
CALL
Pultegroup
PHM
$24.6B
| $6.71M | 0.03% |
329,400
+80,600
| +32% | +$1.43M |
|
373
PUT
Occidental Petroleum
OXY
$55B
| $6.66M | 0.03% |
73,064
+3,235
| +5% | +$295K |
|
|
NSM
374
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $6.63M | 0.03% |
179,500
-800
| -0.4% | -$35.9K |
|
375
CALL
eBay
EBAY
$47.8B
| $6.58M | 0.03% |
285,120
+263,023
| +1,190% | +$5.82M |
|
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.