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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 | |
|---|---|---|---|---|---|---|
626
Amazon
AMZN
$3.06T
| $2.34M | 0.01% |
+117,200
| New | +$2.11M |
|
627
PUT
Carnival Corporation Ltd
CCL
$39.4B
| $2.33M | 0.01% |
57,900
-42,900
| -43% | -$1.51M |
|
628
PUT
Vale
VALE
$62B
| $2.32M | 0.01% |
152,200
+146,100
| +2,395% | +$2.27M |
|
|
HOT
629
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $2.28M | 0.01% |
28,700
+400
| +1% | +$29.3K |
|
|
WPX
630
DELISTED
WPX Energy, Inc.
WPX
| $2.27M | 0.01% |
111,571
+111,183
| +28,655% | +$2.22M |
|
631
CALL
Polaris
PII
$4.02B
| $2.27M | 0.01% |
15,600
+7,800
| +100% | +$1.04M |
|
632
CALL
Radian Group
RDN
$5.22B
| $2.27M | 0.01% |
160,600
+5,200
| +3% | +$72.8K |
|
633
PUT
Boyd Gaming
BYD
$6.16B
| $2.26M | 0.01% |
201,100
-3,100
| -2% | -$36.6K |
|
634
BP
BP
$114B
| $2.26M | 0.01% |
+56,818
| New | +$2.12M |
|
635
PUT
Trip.com Group
TCOM
$29.8B
| $2.25M | 0.01% |
90,800
+66,000
| +266% | +$1.72M |
|
|
CTRA
636
PUT
DELISTED
Coterra Energy
CTRA
| $2.25M | 0.01% |
58,000
+4,000
| +7% | +$143K |
|
637
PUT
PPG Industries
PPG
$25.3B
| $2.24M | 0.01% |
23,600
+5,000
| +27% | +$450K |
|
|
WFT
638
PUT
DELISTED
Weatherford International plc
WFT
| $2.24M | 0.01% |
144,500
+2,000
| +1% | +$31.8K |
|
639
CALL
Honeywell
HON
$78.2B
| $2.19M | 0.01% |
26,709
+10,016
| +60% | +$783K |
|
640
CALL
Delta Air Lines
DAL
$60.2B
| $2.18M | 0.01% |
79,500
-2,521,600
| -97% | -$67.8M |
|
641
PUT
Plains All American Pipeline
PAA
$17.1B
| $2.13M | 0.01% |
41,100
+19,200
| +88% | +$981K |
|
642
Abbott
ABT
$185B
| $2.12M | 0.01% |
55,299
+54,233
| +5,088% | +$2M |
|
643
NetApp
NTAP
$35.9B
| $2.11M | 0.01% |
+51,206
| New | +$2.08M |
|
644
CALL
Toll Brothers
TOL
$14.1B
| $2.09M | 0.01% |
56,500
+19,900
| +54% | +$660K |
|
645
CALL
Costco
COST
$423B
| $2.07M | 0.01% |
17,400
-8,000
| -31% | -$956K |
|
646
PUT
EOG Resources
EOG
$77.6B
| $2.07M | 0.01% |
24,600
-57,800
| -70% | -$4.95M |
|
647
PUT
Kinross Gold
KGC
$27.8B
| $2.07M | 0.01% |
471,700
+393,700
| +505% | +$1.88M |
|
|
PNRA
648
CALL
DELISTED
Panera Bread Co
PNRA
| $2.07M | 0.01% |
11,700
-16,400
| -58% | -$2.75M |
|
|
HES
649
PUT
DELISTED
Hess
HES
| $2.05M | 0.01% |
24,700
+20,000
| +426% | +$1.62M |
|
650
CALL
United Rentals
URI
$69.5B
| $2.04M | 0.01% |
26,200
-2,700
| -9% | -$181K |
|
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.