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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 | |
|---|---|---|---|---|---|---|
801
PUT
Lazard
LAZ
$4.29B
| $1.17M | 0.01% |
25,900
+24,800
| +2,255% | +$1M |
|
802
PUT
General Mills
GIS
$19.1B
| $1.17M | 0.01% |
23,400
-15,700
| -40% | -$782K |
|
|
WLT
803
CALL
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $1.17M | 0.01% |
70,000
+3,400
| +5% | +$53.1K |
|
804
Agilent Technologies
A
$38.9B
| $1.16M | 0.01% |
28,458
+23,867
| +520% | +$907K |
|
805
PUT
AutoNation
AN
$7.02B
| $1.16M | 0.01% |
23,400
+22,100
| +1,700% | +$1.09M |
|
|
X
806
DELISTED
US Steel
X
| $1.16M | 0.01% |
39,334
+34,038
| +643% | +$877K |
|
|
BNY
807
PUT
Bank of New York Mellon
BNY
$108B
| $1.16M | 0.01% |
33,100
+26,600
| +409% | +$866K |
|
808
Banco Bradesco
BBD
$38.8B
| $1.15M | 0.01% |
234,301
+25,148
| +12% | +$134K |
|
809
CALL
Baidu
BIDU
$38.2B
| $1.14M | 0.01% |
6,400
-5,200
| -45% | -$840K |
|
|
GAP
810
The Gap Inc
GAP
$7.38B
| $1.14M | 0.01% |
+29,138
| New | +$1.14M |
|
811
State Street SPDR S&P Homebuilders ETF
XHB
$1.52B
| $1.14M | 0.01% |
34,106
-43,249
| -56% | -$1.34M |
|
812
CALL
Dominion Energy
D
$60.2B
| $1.13M | 0.01% |
17,400
+13,800
| +383% | +$888K |
|
813
CALL
Infosys
INFY
$49.6B
| $1.13M | 0.01% |
159,200
+24,800
| +18% | +$167K |
|
814
PUT
Devon Energy
DVN
$50.7B
| $1.12M | 0.01% |
18,200
+17,100
| +1,555% | +$1.05M |
|
815
PUT
Yum! Brands
YUM
$40.8B
| $1.12M | 0.01% |
20,587
-40,756
| -66% | -$2.1M |
|
816
PUT
JetBlue
JBLU
$2.48B
| $1.12M | 0.01% |
+131,000
| New | +$1.04M |
|
817
Kinder Morgan
KMI
$69.6B
| $1.12M | 0.01% |
30,987
+23,264
| +301% | +$815K |
|
818
CALL
Mondelez International
MDLZ
$78.4B
| $1.11M | 0.01% |
+31,500
| New | +$1.05M |
|
819
Vale
VALE
$63.4B
| $1.11M | 0.01% |
+72,735
| New | +$1.13M |
|
820
WisdomTree Japan Hedged Equity Fund
DXJ
$7.15B
| $1.11M | 0.01% |
21,765
+12,659
| +139% | +$615K |
|
821
PUT
iShares Core S&P 500 ETF
IVV
$895B
| $1.09M | 0.01% |
+5,900
| New | +$1.05M |
|
|
SEE
822
CALL
DELISTED
Sealed Air
SEE
| $1.09M | 0.01% |
32,100
+31,900
| +15,950% | +$972K |
|
|
BKS
823
CALL
DELISTED
Barnes & Noble
BKS
| $1.08M | 0.01% |
110,330
-9,308
| -8% | -$89.7K |
|
824
PUT
Children's Place
PLCE
$58.3M
| $1.08M | 0.01% |
18,900
+17,700
| +1,475% | +$959K |
|
825
PUT
Elevance Health
ELV
$82.1B
| $1.07M | 0.01% |
11,600
-2,900
| -20% | -$258K |
|
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.