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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 | |
|---|---|---|---|---|---|---|
1226
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $320K | ﹤0.01% |
2,355
+777
| +49% | +$105K |
|
1227
PUT
Terex
TEX
$7.59B
| $320K | ﹤0.01% |
7,600
-43,100
| -85% | -$1.56M |
|
1228
CALL
Assurant
AIZ
$14.8B
| $319K | ﹤0.01% |
+4,800
| New | +$294K |
|
1229
PUT
World Kinect Corp
WKC
$1.99B
| $319K | ﹤0.01% |
7,400
+7,000
| +1,750% | +$276K |
|
1230
CALL
Global Payments
GPN
$23.6B
| $318K | ﹤0.01% |
+9,800
| New | +$297K |
|
|
JCP
1231
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $318K | ﹤0.01% |
34,600
-25,900
| -43% | -$216K |
|
1232
Designer Brands
DBI
$341M
| $317K | ﹤0.01% |
7,411
+4,761
| +180% | +$206K |
|
|
SODA
1233
PUT
DELISTED
SodaStream International Ltd
SODA
| $315K | ﹤0.01% |
6,300
-2,500
| -28% | -$142K |
|
|
JOY
1234
DELISTED
Joy Global Inc
JOY
| $315K | ﹤0.01% |
5,385
-19,123
| -78% | -$1.05M |
|
1235
CALL
Cigna
CI
$71.3B
| $314K | ﹤0.01% |
3,600
+2,300
| +177% | +$188K |
|
1236
Emerson Electric
EMR
$92.1B
| $314K | ﹤0.01% |
4,469
+1,166
| +35% | +$77.9K |
|
|
SOHU
1237
PUT
Sohu.com
SOHU
$362M
| $314K | ﹤0.01% |
4,300
+2,400
| +126% | +$171K |
|
|
FWLT
1238
CALL
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
| $314K | ﹤0.01% |
9,500
-1,900
| -17% | -$55.6K |
|
1239
Salesforce
CRM
$157B
| $313K | ﹤0.01% |
5,664
-8,578
| -60% | -$459K |
|
1240
PUT
Fluor
FLR
$7.08B
| $312K | ﹤0.01% |
3,900
+2,700
| +225% | +$206K |
|
1241
HCA Healthcare
HCA
$88.8B
| $311K | ﹤0.01% |
+6,525
| New | +$302K |
|
|
EGN
1242
PUT
DELISTED
Energen
EGN
| $311K | ﹤0.01% |
4,400
+3,000
| +214% | +$226K |
|
|
DRC
1243
PUT
DELISTED
DRESSER-RAND GROUP INC
DRC
| $311K | ﹤0.01% |
+5,200
| New | +$308K |
|
|
BPL
1244
DELISTED
Buckeye Partners, L.P.
BPL
| $310K | ﹤0.01% |
4,359
+882
| +25% | +$59.3K |
|
|
PPLI
1245
People Inc
PPLI
$3.4B
| $309K | ﹤0.01% |
25,196
-1,171,320
| -98% | -$12.1M |
|
1246
PUT
ICICI Bank
IBN
$109B
| $309K | ﹤0.01% |
45,650
-1,279,850
| -97% | -$8.18M |
|
1247
CALL
Abercrombie & Fitch
ANF
$4.87B
| $308K | ﹤0.01% |
9,500
-200,300
| -95% | -$6.91M |
|
|
HBI
1248
PUT
DELISTED
Hanesbrands
HBI
| $308K | ﹤0.01% |
17,600
-58,800
| -77% | -$978K |
|
1249
CALL
Ross Stores
ROST
$81.1B
| $306K | ﹤0.01% |
8,200
-9,600
| -54% | -$361K |
|
1250
PUT
MGIC Investment
MTG
$6.26B
| $305K | ﹤0.01% |
36,200
-13,600
| -27% | -$109K |
|
Similar funds
HF
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.