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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 | |
|---|---|---|---|---|---|---|
|
SWN
1076
PUT
DELISTED
Southwestern Energy Company
SWN
| $481K | ﹤0.01% |
12,200
-8,500
| -41% | -$319K |
|
|
PX
1077
DELISTED
Praxair Inc
PX
| $477K | ﹤0.01% |
3,666
+2,732
| +293% | +$341K |
|
1078
Canadian Solar
CSIQ
$1.11B
| $474K | ﹤0.01% |
+15,897
| New | +$420K |
|
1079
NiSource
NI
$21.3B
| $473K | ﹤0.01% |
+36,645
| New | +$454K |
|
1080
CALL
TripAdvisor
TRIP
$1.67B
| $473K | ﹤0.01% |
5,700
+4,800
| +533% | +$393K |
|
1081
CALL
Stratasys
SSYS
$764M
| $470K | ﹤0.01% |
+3,500
| New | +$405K |
|
1082
PUT
Oil States International
OIS
$507M
| $469K | ﹤0.01% |
8,050
-10,150
| -56% | -$609K |
|
1083
Weyerhaeuser
WY
$18.6B
| $469K | ﹤0.01% |
14,850
+14,816
| +43,576% | +$443K |
|
|
SPWR
1084
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $468K | ﹤0.01% |
23,821
+10,994
| +86% | +$220K |
|
1085
PUT
Williams Companies
WMB
$87.5B
| $467K | ﹤0.01% |
12,100
+7,200
| +147% | +$259K |
|
|
MMP
1086
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $462K | ﹤0.01% |
7,300
+3,800
| +109% | +$227K |
|
|
GGP
1087
CALL
DELISTED
GGP Inc.
GGP
| $461K | ﹤0.01% |
+23,000
| New | +$474K |
|
|
1088
CALL
Archer Daniels Midland
ADM
$38.5B
| $460K | ﹤0.01% |
+10,600
| New | +$429K |
|
|
RYL
1089
CALL
DELISTED
RYLAND GROUP INC
RYL
| $459K | ﹤0.01% |
10,600
+6,300
| +147% | +$250K |
|
1090
iShares US Transportation ETF
IYT
$2.31B
| $458K | ﹤0.01% |
13,896
+8,148
| +142% | +$256K |
|
1091
Valero Energy
VLO
$88.9B
| $458K | ﹤0.01% |
9,088
+6,400
| +238% | +$270K |
|
1092
CALL
F5
FFIV
$23.4B
| $454K | ﹤0.01% |
5,000
+2,400
| +92% | +$204K |
|
1093
PUT
Public Storage
PSA
$61B
| $451K | ﹤0.01% |
3,000
-600
| -17% | -$95.9K |
|
1094
CALL
General Dynamics
GD
$104B
| $449K | ﹤0.01% |
4,700
+3,800
| +422% | +$339K |
|
1095
International Paper
IP
$22.4B
| $445K | ﹤0.01% |
9,727
+820
| +9% | +$35.1K |
|
1096
PUT
Western Digital
WDC
$189B
| $445K | ﹤0.01% |
7,012
+4,101
| +141% | +$229K |
|
|
CIE
1097
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $444K | ﹤0.01% |
+1,800
| New | +$563K |
|
1098
CALL
Popular Inc
BPOP
$11.2B
| $441K | ﹤0.01% |
+15,400
| New | +$416K |
|
1099
CALL
iShares Russell 1000 Growth ETF
IWF
$127B
| $439K | ﹤0.01% |
+20,400
| New | +$419K |
|
|
USG
1100
CALL
DELISTED
Usg
USG
| $439K | ﹤0.01% |
15,400
+8,300
| +117% | +$225K |
|
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.