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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 | |
|---|---|---|---|---|---|---|
501
CALL
Lamar Advertising Co
LAMR
$16B
| $3.8M | 0.02% |
72,700
+72,200
| +14,440% | +$3.53M |
|
|
SD
502
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $3.78M | 0.02% |
622,051
-196,964
| -24% | -$1.18M |
|
503
PUT
Huntsman Corp
HUN
$1.76B
| $3.76M | 0.02% |
152,900
+151,400
| +10,093% | +$3.45M |
|
504
CALL
Biogen
BIIB
$29.8B
| $3.75M | 0.02% |
13,400
-11,000
| -45% | -$2.85M |
|
505
CALL
Simon Property Group
SPG
$74.3B
| $3.74M | 0.02% |
26,150
+24,981
| +2,137% | +$3.6M |
|
|
DD
506
DELISTED
Du Pont De Nemours E I
DD
| $3.73M | 0.02% |
60,403
+28,829
| +91% | +$1.67M |
|
507
CALL
Melco Resorts & Entertainment
MLCO
$2.17B
| $3.71M | 0.02% |
94,600
+9,600
| +11% | +$339K |
|
508
CALL
Macy's
M
$6.83B
| $3.71M | 0.02% |
69,400
-6,700
| -9% | -$325K |
|
509
Colgate-Palmolive
CL
$71.9B
| $3.67M | 0.02% |
56,254
+38,436
| +216% | +$2.46M |
|
510
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $3.66M | 0.02% |
+19,814
| New | +$3.51M |
|
511
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $3.64M | 0.02% |
108,826
+101,810
| +1,451% | +$3.24M |
|
512
PUT
Ulta Beauty
ULTA
$23B
| $3.63M | 0.02% |
37,600
-10,700
| -22% | -$1.25M |
|
513
PUT
First Solar
FSLR
$25B
| $3.6M | 0.02% |
65,900
+56,000
| +566% | +$3.06M |
|
514
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58B
| $3.59M | 0.02% |
186,934
-2,997,890
| -94% | -$55.1M |
|
515
CALL
Starbucks
SBUX
$118B
| $3.58M | 0.02% |
91,200
-74,000
| -45% | -$2.93M |
|
516
Coca-Cola
KO
$374B
| $3.57M | 0.02% |
86,510
-81,079
| -48% | -$3.2M |
|
|
CTXS
517
PUT
DELISTED
Citrix Systems Inc
CTXS
| $3.56M | 0.02% |
70,702
+5,777
| +9% | +$275K |
|
|
TIF
518
PUT
DELISTED
Tiffany & Co.
TIF
| $3.51M | 0.02% |
37,900
-233,700
| -86% | -$19.4M |
|
|
ESRX
519
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $3.51M | 0.02% |
+50,000
| New | +$3.27M |
|
520
CALL
Constellation Brands
STZ
$22.4B
| $3.5M | 0.02% |
49,800
+49,400
| +12,350% | +$3.3M |
|
521
PUT
TJX Companies
TJX
$174B
| $3.5M | 0.02% |
109,800
+108,600
| +9,050% | +$3.29M |
|
|
522
CALL
TJX Companies
TJX
$174B
| $3.47M | 0.02% |
108,800
+108,600
| +54,300% | +$3.29M |
|
523
CALL
Verizon
VZ
$198B
| $3.46M | 0.02% |
70,400
-146,500
| -68% | -$7.2M |
|
524
CALL
Pfizer
PFE
$143B
| $3.45M | 0.02% |
118,786
-812,107
| -87% | -$23.6M |
|
525
PUT
Truist Financial
TFC
$63.4B
| $3.41M | 0.02% |
91,400
-117,800
| -56% | -$4.07M |
|
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.