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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 | |
|---|---|---|---|---|---|---|
201
Alphabet (Google) Class C
GOOG
$4.36T
| $17.1M | 0.08% |
612,367
+6,705
| +1% | +$170K |
|
202
CALL
iShares Silver Trust
SLV
$28B
| $16.9M | 0.08% |
905,600
-369,400
| -29% | -$7.41M |
|
203
PUT
KB Home
KBH
$3.37B
| $16.7M | 0.08% |
915,100
+837,500
| +1,079% | +$14.4M |
|
|
SNDK
204
PUT
DELISTED
SANDISK CORP
SNDK
| $16.7M | 0.08% |
236,300
+40,200
| +20% | +$2.71M |
|
205
PUT
Adobe
ADBE
$99.5B
| $16.6M | 0.08% |
277,000
+12,100
| +5% | +$669K |
|
206
PUT
Starbucks
SBUX
$120B
| $16.5M | 0.08% |
420,800
-188,000
| -31% | -$7.44M |
|
207
CALL
Mastercard
MA
$506B
| $16.5M | 0.08% |
197,000
-2,000
| -1% | -$149K |
|
208
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $16.4M | 0.08% |
260,200
-349,200
| -57% | -$22.5M |
|
|
IOC
209
PUT
DELISTED
Interoil Corporation
IOC
| $16.2M | 0.08% |
315,300
+115,700
| +58% | +$8.01M |
|
210
PUT
MetLife
MET
$61.9B
| $16.2M | 0.08% |
337,498
+3,591
| +1% | +$161K |
|
211
PUT
Expedia Group
EXPE
$35.4B
| $16.2M | 0.08% |
232,400
+180,100
| +344% | +$10.6M |
|
212
CALL
McDonald's
MCD
$192B
| $16.2M | 0.08% |
166,600
+10,900
| +7% | +$1.05M |
|
213
Morgan Stanley
MS
$331B
| $16.1M | 0.08% |
514,440
-517,003
| -50% | -$15.4M |
|
214
PUT
Union Pacific
UNP
$174B
| $16M | 0.08% |
191,000
+30,400
| +19% | +$2.41M |
|
|
POT
215
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $15.8M | 0.08% |
479,400
+101,700
| +27% | +$3.24M |
|
216
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $15.7M | 0.08% |
469,200
+444,600
| +1,807% | +$14.1M |
|
|
217
PUT
iShares Silver Trust
SLV
$28B
| $15.6M | 0.08% |
832,300
-913,900
| -52% | -$18.3M |
|
218
PUT
Eli Lilly
LLY
$1.02T
| $15.5M | 0.08% |
303,900
-3,000
| -1% | -$150K |
|
219
CALL
3D Systems Corp
DDD
$431M
| $15.1M | 0.07% |
162,500
+141,000
| +656% | +$9.89M |
|
220
CALL
Deckers Outdoor
DECK
$13.2B
| $15M | 0.07% |
1,068,600
-2,277,000
| -68% | -$28.1M |
|
|
HES
221
CALL
DELISTED
Hess
HES
| $14.9M | 0.07% |
179,800
+116,800
| +185% | +$9.49M |
|
|
KRFT
222
PUT
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $14.9M | 0.07% |
+276,324
| New | +$14.8M |
|
223
PUT
FedEx
FDX
$72.7B
| $14.8M | 0.07% |
103,000
-105,300
| -51% | -$13.9M |
|
|
224
CALL
FedEx
FDX
$72.7B
| $14.6M | 0.07% |
101,300
-83,100
| -45% | -$11M |
|
225
PUT
PepsiCo
PEP
$190B
| $14.5M | 0.07% |
175,200
-86,700
| -33% | -$7.2M |
|
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.