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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 | |
|---|---|---|---|---|---|---|
|
AET
851
DELISTED
Aetna Inc
AET
| $995K | ﹤0.01% |
14,513
+14,352
| +8,914% | +$937K |
|
852
PUT
O'Reilly Automotive
ORLY
$73.7B
| $991K | ﹤0.01% |
115,500
+106,500
| +1,183% | +$898K |
|
853
Western Digital
WDC
$190B
| $988K | ﹤0.01% |
15,572
+1,745
| +13% | +$97.5K |
|
854
Starbucks
SBUX
$119B
| $977K | ﹤0.01% |
+24,924
| New | +$986K |
|
|
TUP
855
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $974K | ﹤0.01% |
10,300
+6,600
| +178% | +$599K |
|
|
APOL
856
CALL
DELISTED
Apollo Education Group Inc Class A
APOL
| $974K | ﹤0.01% |
35,600
-387,200
| -92% | -$9.61M |
|
|
CTXS
857
DELISTED
Citrix Systems Inc
CTXS
| $971K | ﹤0.01% |
19,269
+3,772
| +24% | +$180K |
|
|
SINA
858
CALL
DELISTED
Sina Corp
SINA
| $969K | ﹤0.01% |
11,500
+6,700
| +140% | +$548K |
|
|
KMP
859
CALL
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
| $968K | ﹤0.01% |
12,000
+4,400
| +58% | +$355K |
|
860
iShares MSCI Japan ETF
EWJ
$22.3B
| $962K | ﹤0.01% |
+19,813
| New | +$944K |
|
|
SE
861
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $961K | ﹤0.01% |
27,000
-33,900
| -56% | -$1.17M |
|
862
T-Mobile US
TMUS
$188B
| $959K | ﹤0.01% |
+28,517
| New | +$782K |
|
|
MLNX
863
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $959K | ﹤0.01% |
24,000
+6,300
| +36% | +$240K |
|
|
RAX
864
DELISTED
Rackspace Hosting Inc
RAX
| $956K | ﹤0.01% |
24,429
+23,226
| +1,931% | +$1.01M |
|
865
CALL
D.R. Horton
DHI
$41.3B
| $955K | ﹤0.01% |
42,800
+28,200
| +193% | +$545K |
|
866
PUT
Assured Guaranty
AGO
$3.71B
| $954K | ﹤0.01% |
40,500
-318,500
| -89% | -$6.93M |
|
867
AGNC Investment
AGNC
$12.7B
| $949K | ﹤0.01% |
49,192
+43,166
| +716% | +$919K |
|
|
JCP
868
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $948K | ﹤0.01% |
103,600
+6,300
| +6% | +$52.5K |
|
|
FISV
869
PUT
Fiserv Inc
FISV
$29B
| $945K | ﹤0.01% |
+32,000
| New | +$863K |
|
870
CALL
Vornado Realty Trust
VNO
$7.71B
| $941K | ﹤0.01% |
14,489
+10,525
| +266% | +$682K |
|
871
CALL
Agilent Technologies
A
$39B
| $938K | ﹤0.01% |
22,927
+21,249
| +1,266% | +$808K |
|
|
AJRD
872
CALL
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $937K | ﹤0.01% |
+52,000
| New | +$886K |
|
|
RTN
873
DELISTED
Raytheon Company
RTN
| $936K | ﹤0.01% |
10,319
+7,758
| +303% | +$648K |
|
874
Kinross Gold
KGC
$28.1B
| $931K | ﹤0.01% |
212,488
+143,020
| +206% | +$682K |
|
875
Kohl's
KSS
$2.26B
| $924K | ﹤0.01% |
16,283
+14,984
| +1,154% | +$822K |
|
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.