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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 | |
|---|---|---|---|---|---|---|
|
LL
651
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $2.04M | 0.01% |
+19,800
| New | +$2.1M |
|
|
KMP
652
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $2.04M | 0.01% |
+25,227
| New | +$2.03M |
|
|
AVP
653
CALL
DELISTED
Avon Products, Inc.
AVP
| $2.03M | 0.01% |
117,700
-1,000
| -0.8% | -$18.7K |
|
654
CALL
Tesla
TSLA
$1.27T
| $2.02M | 0.01% |
202,500
-561,000
| -73% | -$5.73M |
|
|
KMP
655
PUT
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $2.02M | 0.01% |
25,100
+20,900
| +498% | +$1.69M |
|
|
RTN
656
CALL
DELISTED
Raytheon Company
RTN
| $2.02M | 0.01% |
22,300
+20,900
| +1,493% | +$1.74M |
|
657
CALL
Seagate
STX
$189B
| $2.02M | 0.01% |
36,000
-165,100
| -82% | -$8.17M |
|
658
PUT
Kohl's
KSS
$2.28B
| $2.02M | 0.01% |
35,600
| – | – |
|
|
STI
659
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $2.01M | 0.01% |
54,600
+40,600
| +290% | +$1.42M |
|
|
CBI
660
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.98M | 0.01% |
23,800
+17,500
| +278% | +$1.33M |
|
661
Lockheed Martin
LMT
$135B
| $1.98M | 0.01% |
+13,285
| New | +$1.8M |
|
|
SCHW
662
PUT
Charles Schwab
SCHW
$184B
| $1.97M | 0.01% |
75,600
+25,100
| +50% | +$599K |
|
663
Capri Holdings
CPRI
$1.88B
| $1.96M | 0.01% |
24,156
+23,865
| +8,201% | +$1.88M |
|
664
PUT
Groupon
GRPN
$1.05B
| $1.96M | 0.01% |
8,325
+2,615
| +46% | +$540K |
|
665
PUT
Infosys
INFY
$49.6B
| $1.96M | 0.01% |
276,800
+131,200
| +90% | +$883K |
|
666
Macy's
M
$6.83B
| $1.95M | 0.01% |
36,520
-8,405
| -19% | -$407K |
|
667
Ross Stores
ROST
$81.1B
| $1.95M | 0.01% |
+52,030
| New | +$1.95M |
|
668
CALL
AT&T
T
$162B
| $1.95M | 0.01% |
73,350
-116,909
| -61% | -$3.08M |
|
669
PUT
Monster Beverage
MNST
$91.5B
| $1.92M | 0.01% |
169,800
-1,200
| -0.7% | -$11.8K |
|
|
CTRA
670
CALL
DELISTED
Coterra Energy
CTRA
| $1.9M | 0.01% |
49,100
+6,300
| +15% | +$225K |
|
671
PUT
Genworth Financial
GNW
$3.76B
| $1.9M | 0.01% |
121,900
+97,900
| +408% | +$1.41M |
|
|
TRLA
672
PUT
DELISTED
TRULIA INC (DEL)
TRLA
| $1.88M | 0.01% |
+53,400
| New | +$2.02M |
|
673
NCR Voyix
VYX
$1.19B
| $1.86M | 0.01% |
89,161
+85,000
| +2,043% | +$1.89M |
|
|
ALU
674
CALL
DELISTED
Alcatel-Lucent
ALU
| $1.85M | 0.01% |
421,700
-15,828
| -4% | -$62.2K |
|
675
CALL
Fastenal
FAST
$55.2B
| $1.85M | 0.01% |
155,600
+73,200
| +89% | +$879K |
|
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.