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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 | |
|---|---|---|---|---|---|---|
576
CALL
Visa
V
$683B
| $2.8M | 0.01% |
50,400
-26,400
| -34% | -$1.33M |
|
|
SWN
577
CALL
DELISTED
Southwestern Energy Company
SWN
| $2.8M | 0.01% |
71,200
+53,500
| +302% | +$2.01M |
|
|
LO
578
PUT
DELISTED
LORILLARD INC COM STK
LO
| $2.79M | 0.01% |
55,000
+50,300
| +1,070% | +$2.51M |
|
|
WBA
579
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $2.77M | 0.01% |
48,300
+24,700
| +105% | +$1.44M |
|
580
PUT
Radian Group
RDN
$5.22B
| $2.75M | 0.01% |
194,900
+188,900
| +3,148% | +$2.64M |
|
581
CALL
Alcoa
AA
$11.8B
| $2.75M | 0.01% |
107,574
+86,142
| +402% | +$1.91M |
|
|
JWN
582
PUT
DELISTED
Nordstrom
JWN
| $2.74M | 0.01% |
44,300
-170,600
| -79% | -$10.3M |
|
|
BTU
583
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $2.73M | 0.01% |
9,307
-7,473
| -45% | -$2.11M |
|
584
PUT
Herc Holdings
HRI
$5.48B
| $2.72M | 0.01% |
31,633
+18,333
| +138% | +$1.31M |
|
585
General Mills
GIS
$19.2B
| $2.7M | 0.01% |
54,019
+30,216
| +127% | +$1.5M |
|
586
PUT
Clorox
CLX
$11.9B
| $2.69M | 0.01% |
29,000
-2,900
| -9% | -$261K |
|
587
iShares Russell 2000 ETF
IWM
$81.5B
| $2.69M | 0.01% |
23,303
+9,063
| +64% | +$1M |
|
588
PUT
CSX Corp
CSX
$92.3B
| $2.68M | 0.01% |
279,600
+116,700
| +72% | +$1.05M |
|
589
Cummins
CMI
$89.5B
| $2.67M | 0.01% |
18,956
+16,764
| +765% | +$2.23M |
|
590
PUT
Baxter International
BAX
$14.5B
| $2.67M | 0.01% |
70,694
+47,129
| +200% | +$1.71M |
|
591
PUT
Tapestry
TPR
$31.4B
| $2.67M | 0.01% |
47,500
-61,400
| -56% | -$3.32M |
|
592
iShares Core S&P 500 ETF
IVV
$884B
| $2.65M | 0.01% |
+14,302
| New | +$2.55M |
|
|
P
593
CALL
DELISTED
Pandora Media Inc
P
| $2.64M | 0.01% |
99,100
+37,100
| +60% | +$1.02M |
|
594
TSMC
TSM
$2.11T
| $2.63M | 0.01% |
150,853
+150,240
| +24,509% | +$2.67M |
|
595
Cadence Design Systems
CDNS
$92.6B
| $2.63M | 0.01% |
+187,378
| New | +$2.51M |
|
|
FITB
596
Fifth Third Bancorp
FITB
$51.6B
| $2.61M | 0.01% |
124,183
+118,302
| +2,012% | +$2.32M |
|
|
BRCM
597
DELISTED
BROADCOM CORP CL-A
BRCM
| $2.61M | 0.01% |
88,018
+86,562
| +5,945% | +$2.36M |
|
598
Thermo Fisher Scientific
TMO
$213B
| $2.59M | 0.01% |
23,264
+22,202
| +2,091% | +$2.21M |
|
599
Ford
F
$57.5B
| $2.57M | 0.01% |
166,375
+157,185
| +1,710% | +$2.64M |
|
600
PUT
Delta Air Lines
DAL
$60.2B
| $2.56M | 0.01% |
93,200
-1,130,300
| -92% | -$30.4M |
|
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.