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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 | |
|---|---|---|---|---|---|---|
676
CALL
Blackrock
BLK
$169B
| $1.83M | 0.01% |
5,800
+4,900
| +544% | +$1.46M |
|
677
Royal Caribbean
RCL
$85.1B
| $1.83M | 0.01% |
38,633
-1,385
| -3% | -$58.8K |
|
|
CELG
678
DELISTED
Celgene Corp
CELG
| $1.82M | 0.01% |
21,564
-82,650
| -79% | -$6.54M |
|
|
ETP
679
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $1.79M | 0.01% |
47,400
+44,400
| +1,480% | +$1.53M |
|
|
NE
680
CALL
DELISTED
Noble Corporation
NE
| $1.78M | 0.01% |
54,454
-49,192
| -47% | -$1.63M |
|
681
CALL
NetEase
NTES
$85.3B
| $1.78M | 0.01% |
113,000
+52,500
| +87% | +$737K |
|
682
PUT
Enterprise Products Partners
EPD
$82.3B
| $1.78M | 0.01% |
53,600
+17,200
| +47% | +$536K |
|
683
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
| $1.78M | 0.01% |
82,600
-98,800
| -54% | -$2.14M |
|
684
CALL
Take-Two Interactive
TTWO
$45.4B
| $1.76M | 0.01% |
101,600
+1,300
| +1% | +$22.5K |
|
|
TRLA
685
CALL
DELISTED
TRULIA INC (DEL)
TRLA
| $1.76M | 0.01% |
+50,000
| New | +$1.9M |
|
|
KRFT
686
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $1.76M | 0.01% |
+32,691
| New | +$1.75M |
|
687
PUT
Weyerhaeuser
WY
$18B
| $1.75M | 0.01% |
55,300
+53,300
| +2,665% | +$1.59M |
|
688
Yelp
YELP
$1.45B
| $1.74M | 0.01% |
+25,224
| New | +$1.67M |
|
689
Carnival Corporation Ltd
CCL
$38.1B
| $1.73M | 0.01% |
42,983
-8,845
| -17% | -$312K |
|
690
PUT
Under Armour
UAA
$2.84B
| $1.72M | 0.01% |
79,359
-55,592
| -41% | -$1.13M |
|
691
CALL
Kimberly-Clark
KMB
$36.3B
| $1.71M | 0.01% |
17,105
+16,479
| +2,632% | +$1.64M |
|
692
PUT
Flowserve
FLS
$9.71B
| $1.7M | 0.01% |
21,600
+10,600
| +96% | +$734K |
|
693
PPG Industries
PPG
$24.6B
| $1.7M | 0.01% |
17,952
+1,584
| +10% | +$143K |
|
694
DuPont de Nemours
DD
$18.5B
| $1.69M | 0.01% |
15,050
-74,912
| -83% | -$7.68M |
|
695
CALL
Aflac
AFL
$64.9B
| $1.68M | 0.01% |
50,400
+16,600
| +49% | +$545K |
|
|
NE
696
DELISTED
Noble Corporation
NE
| $1.68M | 0.01% |
+51,148
| New | +$1.7M |
|
697
CALL
Oneok
OKE
$57.2B
| $1.67M | 0.01% |
30,725
+10,508
| +52% | +$527K |
|
698
Altria Group
MO
$114B
| $1.67M | 0.01% |
43,489
+37,848
| +671% | +$1.4M |
|
699
PUT
AGNC Investment
AGNC
$12.4B
| $1.66M | 0.01% |
85,800
+66,800
| +352% | +$1.42M |
|
700
PUT
Emerson Electric
EMR
$83.9B
| $1.66M | 0.01% |
23,600
+1,600
| +7% | +$107K |
|
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.