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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 | |
|---|---|---|---|---|---|---|
|
RKT
526
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $3.4M | 0.02% |
64,814
+64,340
| +13,574% | +$3.24M |
|
|
CAM
527
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $3.39M | 0.02% |
57,000
+56,800
| +28,400% | +$3.27M |
|
|
JNPR
528
DELISTED
Juniper Networks
JNPR
| $3.39M | 0.02% |
+150,003
| New | +$3.04M |
|
529
CALL
American Airlines Group
AAL
$10.6B
| $3.38M | 0.02% |
+133,600
| New | +$3.44M |
|
530
CALL
Marathon Petroleum
MPC
$89.6B
| $3.37M | 0.02% |
73,600
+66,600
| +951% | +$2.56M |
|
|
SGI
531
CALL
Somnigroup International
SGI
$14B
| $3.36M | 0.02% |
248,800
-230,800
| -48% | -$2.65M |
|
532
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
| $3.34M | 0.02% |
77,800
-131,400
| -63% | -$5.54M |
|
|
LNKD
533
CALL
DELISTED
LinkedIn Corporation
LNKD
| $3.34M | 0.02% |
15,400
+8,600
| +126% | +$1.96M |
|
|
AET
534
PUT
DELISTED
Aetna Inc
AET
| $3.33M | 0.02% |
48,600
-20,000
| -29% | -$1.31M |
|
|
WFM
535
CALL
DELISTED
Whole Foods Market Inc
WFM
| $3.33M | 0.02% |
57,600
-1,800
| -3% | -$107K |
|
|
ROC
536
CALL
DELISTED
ROCKWOOD HLDGS INC
ROC
| $3.28M | 0.02% |
45,600
-5,400
| -11% | -$368K |
|
537
BHP
BHP
$212B
| $3.28M | 0.02% |
56,801
+16,459
| +41% | +$952K |
|
538
PUT
CVS Health
CVS
$134B
| $3.28M | 0.02% |
45,800
-26,200
| -36% | -$1.68M |
|
539
Halliburton
HAL
$26.6B
| $3.27M | 0.02% |
+64,539
| New | +$3.34M |
|
|
540
PUT
Marathon Petroleum
MPC
$89.6B
| $3.27M | 0.02% |
71,200
+64,400
| +947% | +$2.48M |
|
541
CenterPoint Energy
CNP
$27.6B
| $3.24M | 0.02% |
+139,667
| New | +$3.35M |
|
|
DISH
542
PUT
DELISTED
DISH Network Corp.
DISH
| $3.23M | 0.02% |
55,800
+55,200
| +9,200% | +$2.83M |
|
|
SHLD
543
PUT
DELISTED
Sears Holding Corporation
SHLD
| $3.22M | 0.02% |
87,047
-32,461
| -27% | -$1.37M |
|
544
FedEx
FDX
$73.2B
| $3.21M | 0.02% |
22,334
+17,590
| +371% | +$2.33M |
|
545
PUT
Televisa
TV
$1.48B
| $3.19M | 0.02% |
105,500
+105,000
| +21,000% | +$3.1M |
|
546
PUT
Phillips 66
PSX
$82.7B
| $3.17M | 0.02% |
+41,100
| New | +$2.74M |
|
547
CALL
Union Pacific
UNP
$173B
| $3.16M | 0.02% |
37,600
-106,200
| -74% | -$8.41M |
|
548
Costco
COST
$423B
| $3.16M | 0.02% |
26,519
+8,250
| +45% | +$986K |
|
549
Gartner
IT
$10.1B
| $3.14M | 0.02% |
+44,238
| New | +$2.79M |
|
550
PUT
TotalEnergies
TTE
$194B
| $3.1M | 0.02% |
50,700
+41,300
| +439% | +$2.46M |
|
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.