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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 | |
|---|---|---|---|---|---|---|
151
Micron Technology
MU
$929B
| $27.3M | 0.13% |
1,253,414
+1,034,072
| +471% | +$20.1M |
|
|
SNDK
152
CALL
DELISTED
SANDISK CORP
SNDK
| $26.8M | 0.13% |
380,300
-35,400
| -9% | -$2.39M |
|
153
CALL
MGM Resorts International
MGM
$11.4B
| $26.6M | 0.13% |
1,131,000
+442,200
| +64% | +$9.01M |
|
|
FDO
154
CALL
DELISTED
FAMILY DOLLAR STORES
FDO
| $26.3M | 0.13% |
404,700
-102,700
| -20% | -$7.03M |
|
155
CALL
Herbalife
HLF
$1.29B
| $25.7M | 0.12% |
652,400
+586,000
| +883% | +$20.3M |
|
156
Merck
MRK
$322B
| $25.6M | 0.12% |
+536,366
| New | +$24.5M |
|
157
PUT
Amgen
AMGN
$208B
| $25.5M | 0.12% |
223,800
-241,800
| -52% | -$27.5M |
|
158
PUT
United States Oil Fund
USO
$2.15B
| $25.4M | 0.12% |
90,050
+51,337
| +133% | +$14.4M |
|
159
PUT
DuPont de Nemours
DD
$18.5B
| $25M | 0.12% |
222,752
+100,694
| +82% | +$10.3M |
|
160
CALL
Wynn Resorts
WYNN
$10.3B
| $25M | 0.12% |
128,900
+28,300
| +28% | +$4.83M |
|
161
CALL
NOV
NOV
$6.93B
| $24.7M | 0.12% |
344,012
+3,882
| +1% | +$282K |
|
162
PUT
American International
AIG
$41.7B
| $24.6M | 0.12% |
482,000
+149,500
| +45% | +$7.45M |
|
163
PUT
Target
TGT
$65.6B
| $24.6M | 0.12% |
388,800
+114,200
| +42% | +$7.3M |
|
164
CALL
Chevron
CVX
$392B
| $24.4M | 0.12% |
195,600
-40,500
| -17% | -$4.9M |
|
|
TFCFA
165
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $24.3M | 0.12% |
+690,100
| New | +$23.3M |
|
166
CALL
VanEck Oil Services ETF
OIH
$2.06B
| $24M | 0.12% |
24,935
-1,955
| -7% | -$1.9M |
|
167
CALL
Accenture
ACN
$102B
| $23.6M | 0.11% |
287,300
+34,500
| +14% | +$2.61M |
|
168
CALL
Comcast
CMCSA
$85B
| $23.4M | 0.11% |
900,000
-1,450,000
| -62% | -$34.9M |
|
169
Baidu
BIDU
$37.7B
| $23M | 0.11% |
129,258
-72,217
| -36% | -$11.7M |
|
170
CALL
APA Corp
APA
$13.2B
| $22.8M | 0.11% |
265,000
+27,800
| +12% | +$2.47M |
|
171
CALL
Capital One
COF
$128B
| $22.8M | 0.11% |
297,100
+78,600
| +36% | +$5.6M |
|
|
172
American International
AIG
$41.7B
| $22.5M | 0.11% |
440,811
+226,418
| +106% | +$11.3M |
|
173
Citigroup
C
$222B
| $21.6M | 0.11% |
413,971
-140,488
| -25% | -$7.11M |
|
|
FITB
174
CALL
Fifth Third Bancorp
FITB
$51.2B
| $21.2M | 0.1% |
1,008,400
+298,000
| +42% | +$5.84M |
|
|
XLNX
175
PUT
DELISTED
Xilinx Inc
XLNX
| $21.2M | 0.1% |
460,800
+244,000
| +113% | +$11M |
|
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.