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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 | |
|---|---|---|---|---|---|---|
426
HF Sinclair
DINO
$16.3B
| $5.17M | 0.03% |
104,143
+101,805
| +4,354% | +$4.64M |
|
427
Owens Corning
OC
$11.2B
| $5.14M | 0.03% |
126,258
+121,542
| +2,577% | +$4.61M |
|
428
CALL
Lennar Class A
LEN
$19.8B
| $5.1M | 0.02% |
135,522
-26,264
| -16% | -$886K |
|
429
Stanley Black & Decker
SWK
$14.3B
| $5.09M | 0.02% |
+63,142
| New | +$5.17M |
|
|
MRO
430
CALL
DELISTED
Marathon Oil Corporation
MRO
| $5.08M | 0.02% |
143,800
-362,100
| -72% | -$12.9M |
|
431
PUT
Vodafone
VOD
$36.3B
| $4.98M | 0.02% |
124,195
-2,452
| -2% | -$92.3K |
|
432
PepsiCo
PEP
$190B
| $4.96M | 0.02% |
59,859
-41,318
| -41% | -$3.43M |
|
433
PUT
Electronic Arts
EA
$53B
| $4.95M | 0.02% |
215,700
+211,600
| +5,161% | +$5.08M |
|
|
PAY
434
PUT
DELISTED
Verifone Systems Inc
PAY
| $4.95M | 0.02% |
184,400
+182,100
| +7,917% | +$4.35M |
|
|
BHI
435
CALL
DELISTED
Baker Hughes
BHI
| $4.91M | 0.02% |
88,800
-2,800
| -3% | -$153K |
|
436
PUT
Transocean
RIG
$5.89B
| $4.9M | 0.02% |
99,000
+81,400
| +463% | +$3.98M |
|
437
CALL
Newell Brands
NWL
$2.38B
| $4.89M | 0.02% |
151,000
+115,500
| +325% | +$3.44M |
|
438
American Airlines Group
AAL
$10.1B
| $4.84M | 0.02% |
+191,664
| New | +$4.94M |
|
|
CHK
439
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $4.83M | 0.02% |
941
+697
| +286% | +$3.54M |
|
|
DD
440
CALL
DELISTED
Du Pont De Nemours E I
DD
| $4.78M | 0.02% |
77,501
-347,595
| -82% | -$20.1M |
|
441
CALL
Marvell Technology
MRVL
$168B
| $4.78M | 0.02% |
332,500
+331,400
| +30,127% | +$4.27M |
|
442
CALL
Zions Bancorporation
ZION
$10.2B
| $4.76M | 0.02% |
159,000
+149,400
| +1,556% | +$4.3M |
|
443
PUT
NetApp
NTAP
$35B
| $4.76M | 0.02% |
115,700
-66,900
| -37% | -$2.72M |
|
|
VMW
444
CALL
DELISTED
VMware, Inc
VMW
| $4.75M | 0.02% |
52,900
+11,300
| +27% | +$933K |
|
445
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $4.74M | 0.02% |
51,000
-2,000
| -4% | -$186K |
|
446
PUT
Polaris
PII
$3.82B
| $4.72M | 0.02% |
32,400
+800
| +3% | +$107K |
|
|
447
PUT
Archer Daniels Midland
ADM
$38.2B
| $4.71M | 0.02% |
108,500
+5,200
| +5% | +$210K |
|
448
CF Industries
CF
$19.2B
| $4.66M | 0.02% |
99,905
+86,730
| +658% | +$3.79M |
|
|
ATVI
449
CALL
DELISTED
Activision Blizzard
ATVI
| $4.65M | 0.02% |
260,700
+1,000
| +0.4% | +$17.2K |
|
|
450
Marvell Technology
MRVL
$168B
| $4.63M | 0.02% |
321,724
+105,706
| +49% | +$1.36M |
|
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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.