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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 | |
|---|---|---|---|---|---|---|
1176
AerCap
AER
$24.2B
| $365K | ﹤0.01% |
+9,524
| New | +$224K |
|
1177
Chubb
CB
$134B
| $365K | ﹤0.01% |
3,524
+1,490
| +73% | +$146K |
|
|
LLTC
1178
PUT
DELISTED
Linear Technology Corp
LLTC
| $365K | ﹤0.01% |
8,000
+6,400
| +400% | +$267K |
|
|
CNQR
1179
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
| $365K | ﹤0.01% |
3,536
+3,093
| +698% | +$313K |
|
1180
CALL
Automatic Data Processing
ADP
$107B
| $364K | ﹤0.01% |
5,126
+4,670
| +1,024% | +$314K |
|
|
XL
1181
CALL
DELISTED
XL Group Ltd.
XL
| $363K | ﹤0.01% |
11,400
-100
| -0.9% | -$3.12K |
|
|
CRR
1182
CALL
DELISTED
Carbo Ceramics Inc.
CRR
| $362K | ﹤0.01% |
3,100
+2,300
| +288% | +$262K |
|
1183
CALL
Nokia
NOK
$55.4B
| $360K | ﹤0.01% |
44,400
+16,700
| +60% | +$126K |
|
1184
General Dynamics
GD
$103B
| $358K | ﹤0.01% |
3,745
-31,032
| -89% | -$2.77M |
|
1185
Humana
HUM
$45B
| $358K | ﹤0.01% |
3,465
-1,862
| -35% | -$182K |
|
|
SNI
1186
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $358K | ﹤0.01% |
+4,141
| New | +$324K |
|
1187
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $357K | ﹤0.01% |
18,800
+13,600
| +262% | +$260K |
|
|
AGU
1188
DELISTED
Agrium
AGU
| $357K | ﹤0.01% |
3,906
+2,128
| +120% | +$188K |
|
|
ETP
1189
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $356K | ﹤0.01% |
6,200
+3,900
| +170% | +$207K |
|
1190
CALL
iShares US Transportation ETF
IYT
$2.31B
| $355K | ﹤0.01% |
10,800
+5,200
| +93% | +$163K |
|
1191
CALL
Energy Transfer Partners
ET
$70B
| $352K | ﹤0.01% |
17,200
+12,000
| +231% | +$216K |
|
|
WFM
1192
DELISTED
Whole Foods Market Inc
WFM
| $351K | ﹤0.01% |
+6,068
| New | +$360K |
|
|
ARO
1193
DELISTED
Aeropostale Inc
ARO
| $351K | ﹤0.01% |
38,649
+8,317
| +27% | +$76.2K |
|
1194
CALL
C.H. Robinson
CHRW
$17.2B
| $350K | ﹤0.01% |
6,000
-1,500
| -20% | -$88.2K |
|
|
NILE
1195
PUT
DELISTED
Blue Nile, Inc.
NILE
| $349K | ﹤0.01% |
7,400
+4,000
| +118% | +$173K |
|
|
NAV
1196
DELISTED
Navistar International
NAV
| $348K | ﹤0.01% |
9,109
+7,932
| +674% | +$303K |
|
1197
PUT
Columbia Sportswear
COLM
$3B
| $347K | ﹤0.01% |
8,800
+6,800
| +340% | +$229K |
|
1198
TJX Companies
TJX
$174B
| $347K | ﹤0.01% |
10,874
+9,218
| +557% | +$279K |
|
|
OPEN
1199
CALL
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
| $342K | ﹤0.01% |
4,300
+2,300
| +115% | +$176K |
|
|
TGNA
1200
PUT
DELISTED
TEGNA Inc
TGNA
| $341K | ﹤0.01% |
21,983
-1,720
| -7% | -$24.3K |
|
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.