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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 | |
|---|---|---|---|---|---|---|
|
NILE
1051
CALL
DELISTED
Blue Nile, Inc.
NILE
| $519K | ﹤0.01% |
11,000
+1,300
| +13% | +$56.3K |
|
|
FL
1052
CALL
DELISTED
Foot Locker
FL
| $513K | ﹤0.01% |
12,400
-47,800
| -79% | -$1.75M |
|
1053
PUT
Suncor Energy
SU
$76.1B
| $513K | ﹤0.01% |
14,600
+9,300
| +175% | +$327K |
|
1054
PUT
Jones Lang LaSalle
JLL
$16.9B
| $512K | ﹤0.01% |
5,000
+3,200
| +178% | +$300K |
|
1055
EQT Corp
EQT
$33B
| $510K | ﹤0.01% |
10,442
+6,891
| +194% | +$326K |
|
1056
PUT
iShares US Home Construction ETF
ITB
$2.31B
| $510K | ﹤0.01% |
+20,500
| New | +$464K |
|
1057
NRG Energy
NRG
$24.7B
| $507K | ﹤0.01% |
17,670
-305,777
| -95% | -$8.55M |
|
|
CRR
1058
PUT
DELISTED
Carbo Ceramics Inc.
CRR
| $501K | ﹤0.01% |
4,300
+1,300
| +43% | +$148K |
|
|
N
1059
DELISTED
Netsuite Inc
N
| $501K | ﹤0.01% |
4,867
+3,061
| +169% | +$307K |
|
1060
CALL
Synaptics
SYNA
$4.16B
| $499K | ﹤0.01% |
9,600
-2,900
| -23% | -$142K |
|
|
SPLS
1061
CALL
DELISTED
Staples Inc
SPLS
| $499K | ﹤0.01% |
31,400
-116,400
| -79% | -$1.81M |
|
|
RHT
1062
PUT
DELISTED
Red Hat Inc
RHT
| $496K | ﹤0.01% |
8,800
+4,100
| +87% | +$190K |
|
1063
Energy Transfer Partners
ET
$70B
| $493K | ﹤0.01% |
24,108
+11,332
| +89% | +$204K |
|
1064
CALL
Gen Digital
GEN
$16.9B
| $493K | ﹤0.01% |
20,900
+16,800
| +410% | +$393K |
|
1065
Helmerich & Payne
HP
$3.45B
| $490K | ﹤0.01% |
5,831
+3,604
| +162% | +$281K |
|
1066
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $490K | ﹤0.01% |
4,295
-189
| -4% | -$21.6K |
|
1067
CALL
3M
MMM
$93.6B
| $490K | ﹤0.01% |
4,186
-4,066
| -49% | -$433K |
|
1068
CALL
Beazer Homes USA
BZH
$910M
| $486K | ﹤0.01% |
+19,900
| New | +$394K |
|
1069
iShares Russell 3000 ETF
IWV
$20.3B
| $486K | ﹤0.01% |
4,389
+3,782
| +623% | +$401K |
|
|
USG
1070
PUT
DELISTED
Usg
USG
| $486K | ﹤0.01% |
17,100
+6,900
| +68% | +$187K |
|
1071
KBR
KBR
$4.77B
| $485K | ﹤0.01% |
15,206
+14,763
| +3,333% | +$491K |
|
|
1072
PUT
Gen Digital
GEN
$16.9B
| $484K | ﹤0.01% |
20,500
-90,500
| -82% | -$2.12M |
|
|
CIE
1073
CALL
DELISTED
Cobalt International Energy, Inc
CIE
| $484K | ﹤0.01% |
1,960
+1,907
| +3,598% | +$596K |
|
1074
Darden Restaurants
DRI
$23.4B
| $483K | ﹤0.01% |
9,932
+8,040
| +425% | +$372K |
|
|
SCTY
1075
DELISTED
SolarCity Corporation
SCTY
| $482K | ﹤0.01% |
+8,482
| New | +$436K |
|
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.