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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 | |
|---|---|---|---|---|---|---|
|
SGI
551
PUT
Somnigroup International
SGI
$14B
| $3.1M | 0.02% |
230,000
+189,600
| +469% | +$2.18M |
|
|
BTU
552
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $3.07M | 0.01% |
10,488
+10,362
| +8,224% | +$2.92M |
|
553
CALL
Valero Energy
VLO
$88.5B
| $3.06M | 0.01% |
60,800
+44,100
| +264% | +$1.86M |
|
554
CALL
EOG Resources
EOG
$77.6B
| $3.06M | 0.01% |
36,400
-15,200
| -29% | -$1.3M |
|
555
CALL
iShares MSCI Japan ETF
EWJ
$22B
| $3.05M | 0.01% |
62,875
-200,950
| -76% | -$9.58M |
|
|
INVN
556
CALL
DELISTED
Invensense Inc
INVN
| $3.04M | 0.01% |
146,300
-200
| -0.1% | -$3.58K |
|
557
PUT
Bath & Body Works
BBWI
$4.23B
| $3.04M | 0.01% |
+60,737
| New | +$3.04M |
|
558
PUT
Toronto Dominion Bank
TD
$200B
| $3.03M | 0.01% |
64,200
+11,800
| +23% | +$537K |
|
|
MTOR
559
DELISTED
MERITOR, Inc.
MTOR
| $3.01M | 0.01% |
288,922
+148,652
| +106% | +$1.16M |
|
560
CALL
HF Sinclair
DINO
$15.8B
| $2.98M | 0.01% |
59,900
+56,100
| +1,476% | +$2.56M |
|
561
PUT
Lockheed Martin
LMT
$135B
| $2.98M | 0.01% |
20,000
+7,100
| +55% | +$964K |
|
562
PUT
International Paper
IP
$21.9B
| $2.96M | 0.01% |
64,675
+56,216
| +665% | +$2.41M |
|
563
CALL
Viatris
VTRS
$20.5B
| $2.92M | 0.01% |
67,300
+38,400
| +133% | +$1.58M |
|
564
CALL
McKesson
MCK
$96.8B
| $2.9M | 0.01% |
18,000
+11,100
| +161% | +$1.7M |
|
565
CALL
Adobe
ADBE
$99.9B
| $2.9M | 0.01% |
48,400
+15,800
| +48% | +$873K |
|
566
PUT
AT&T
T
$162B
| $2.88M | 0.01% |
108,436
-243,086
| -69% | -$6.4M |
|
|
SINA
567
DELISTED
Sina Corp
SINA
| $2.88M | 0.01% |
34,139
+30,734
| +903% | +$2.51M |
|
568
PUT
Masco
MAS
$14.7B
| $2.87M | 0.01% |
143,502
+142,023
| +9,603% | +$2.64M |
|
569
CALL
Targa Resources
TRGP
$56.8B
| $2.86M | 0.01% |
+32,400
| New | +$2.56M |
|
570
CALL
Cummins
CMI
$89.5B
| $2.85M | 0.01% |
20,200
+15,300
| +312% | +$2.03M |
|
571
CALL
Invesco QQQ Trust
QQQ
$469B
| $2.83M | 0.01% |
32,100
-1,532,900
| -98% | -$128M |
|
572
Kimberly-Clark
KMB
$35.7B
| $2.82M | 0.01% |
28,119
-82,774
| -75% | -$8.26M |
|
573
CALL
The Mosaic Company
MOS
$6.93B
| $2.81M | 0.01% |
59,500
+40,100
| +207% | +$1.86M |
|
574
CALL
Children's Place
PLCE
$56.3M
| $2.81M | 0.01% |
49,400
+46,000
| +1,353% | +$2.49M |
|
|
SI
575
PUT
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $2.81M | 0.01% |
20,300
+15,200
| +298% | +$1.96M |
|
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.