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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 | |
|---|---|---|---|---|---|---|
1276
Aptiv
APTV
$9.97B
| $287K | ﹤0.01% |
4,766
+2,093
| +78% | +$121K |
|
1277
CALL
Canadian Pacific Kansas City
CP
$80.6B
| $287K | ﹤0.01% |
9,500
+4,500
| +90% | +$130K |
|
|
ESRX
1278
DELISTED
Express Scripts Holding Company
ESRX
| $287K | ﹤0.01% |
+4,080
| New | +$266K |
|
|
LVLT
1279
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $285K | ﹤0.01% |
8,600
+6,600
| +330% | +$194K |
|
|
PCP
1280
DELISTED
PRECISION CASTPARTS CORP
PCP
| $285K | ﹤0.01% |
1,060
-21
| -2% | -$5.28K |
|
1281
Amphenol
APH
$215B
| $284K | ﹤0.01% |
25,472
+14,888
| +141% | +$154K |
|
1282
Nabors Industries
NBR
$1.18B
| $284K | ﹤0.01% |
335
+333
| +16,650% | +$282K |
|
|
MLNX
1283
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $284K | ﹤0.01% |
7,100
+5,200
| +274% | +$198K |
|
1284
PUT
Labcorp
LH
$25.4B
| $283K | ﹤0.01% |
3,608
+3,375
| +1,448% | +$288K |
|
1285
PUT
Royal Bank of Canada
RY
$294B
| $283K | ﹤0.01% |
4,200
-13,700
| -77% | -$908K |
|
1286
CALL
Stanley Black & Decker
SWK
$15.6B
| $283K | ﹤0.01% |
3,500
-2,700
| -44% | -$221K |
|
1287
CALL
Toronto Dominion Bank
TD
$201B
| $283K | ﹤0.01% |
6,000
+3,400
| +131% | +$155K |
|
1288
CALL
Barclays
BCS
$96.3B
| $281K | ﹤0.01% |
16,750
+15,129
| +933% | +$240K |
|
1289
PUT
Popular Inc
BPOP
$11.3B
| $281K | ﹤0.01% |
+9,800
| New | +$265K |
|
1290
PUT
Everest Group
EG
$14.3B
| $281K | ﹤0.01% |
1,800
+1,200
| +200% | +$183K |
|
1291
Allstate
ALL
$67.9B
| $280K | ﹤0.01% |
5,139
-39,301
| -88% | -$2.1M |
|
1292
CALL
American Tower
AMT
$77.8B
| $280K | ﹤0.01% |
3,500
+1,600
| +84% | +$124K |
|
|
S
1293
DELISTED
Sprint Corporation
S
| $280K | ﹤0.01% |
+26,005
| New | +$196K |
|
|
ROSE
1294
PUT
DELISTED
ROSETTA RESOURCES INC
ROSE
| $279K | ﹤0.01% |
5,800
-700
| -11% | -$37.7K |
|
|
CNQR
1295
PUT
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
| $279K | ﹤0.01% |
2,700
+2,000
| +286% | +$202K |
|
1296
CALL
Ciena
CIEN
$58.7B
| $278K | ﹤0.01% |
11,600
+5,300
| +84% | +$126K |
|
1297
PUT
NETGEAR
NTGR
$651M
| $277K | ﹤0.01% |
8,400
+5,900
| +236% | +$184K |
|
1298
Sysco
SYY
$40.5B
| $277K | ﹤0.01% |
7,660
+2,889
| +61% | +$97.7K |
|
1299
PUT
T. Rowe Price
TROW
$24.6B
| $277K | ﹤0.01% |
3,300
+2,500
| +313% | +$196K |
|
|
OUTR
1300
PUT
DELISTED
OUTERWALL INC
OUTR
| $277K | ﹤0.01% |
+4,100
| New | +$267K |
|
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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.