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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 | |
|---|---|---|---|---|---|---|
1376
Tractor Supply
TSCO
$17.5B
| $236K | ﹤0.01% |
15,185
+11,890
| +361% | +$170K |
|
1377
PUT
Synopsys
SNPS
$76.7B
| $235K | ﹤0.01% |
5,800
+5,100
| +729% | +$191K |
|
|
BTU
1378
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $235K | ﹤0.01% |
793
-3,427
| -81% | -$966K |
|
|
SIAL
1379
PUT
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $235K | ﹤0.01% |
2,500
-3,000
| -55% | -$261K |
|
1380
PUT
Abbott
ABT
$183B
| $234K | ﹤0.01% |
6,100
+5,600
| +1,120% | +$206K |
|
1381
PUT
Aptiv
APTV
$9.95B
| $234K | ﹤0.01% |
3,900
+400
| +11% | +$23.1K |
|
1382
CALL
Ashland
ASH
$3.28B
| $234K | ﹤0.01% |
4,906
+4,702
| +2,305% | +$210K |
|
|
TRW
1383
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $234K | ﹤0.01% |
3,149
+2,156
| +217% | +$162K |
|
1384
Domino's
DPZ
$12.1B
| $233K | ﹤0.01% |
3,352
-2,978
| -47% | -$204K |
|
1385
PUT
International Flavors & Fragrances
IFF
$22.5B
| $233K | ﹤0.01% |
2,700
+1,300
| +93% | +$110K |
|
1386
PUT
Norfolk Southern
NSC
$76.8B
| $233K | ﹤0.01% |
2,500
-4,600
| -65% | -$395K |
|
|
CAMP
1387
PUT
DELISTED
CalAmp Corp.
CAMP
| $233K | ﹤0.01% |
361
+274
| +315% | +$153K |
|
|
EGN
1388
CALL
DELISTED
Energen
EGN
| $233K | ﹤0.01% |
3,300
+3,000
| +1,000% | +$226K |
|
|
OKS
1389
PUT
DELISTED
Oneok Partners LP
OKS
| $233K | ﹤0.01% |
4,400
+3,100
| +238% | +$163K |
|
|
DCH
1390
PUT
Dauch Corp
DCH
$1.42B
| $232K | ﹤0.01% |
11,400
+9,800
| +613% | +$187K |
|
1391
Celanese
CE
$4.73B
| $231K | ﹤0.01% |
4,177
-1,520
| -27% | -$84.3K |
|
1392
PUT
Tenet Healthcare
THC
$21.1B
| $231K | ﹤0.01% |
+5,500
| New | +$239K |
|
1393
Microchip Technology
MCHP
$42.2B
| $230K | ﹤0.01% |
+10,290
| New | +$216K |
|
1394
SPX Corp
SPXC
$10.8B
| $230K | ﹤0.01% |
9,161
+8,347
| +1,025% | +$192K |
|
1395
PUT
United States Natural Gas Fund
UNG
$455M
| $229K | ﹤0.01% |
694
+225
| +48% | +$69.2K |
|
1396
PUT
Ventas
VTR
$47.5B
| $229K | ﹤0.01% |
3,503
+2,978
| +567% | +$207K |
|
|
MWV
1397
PUT
DELISTED
MEADWESTVACO CORP
MWV
| $229K | ﹤0.01% |
+6,200
| New | +$224K |
|
|
WCC
1398
WESCO International
WCC
$18.2B
| $227K | ﹤0.01% |
2,491
+708
| +40% | +$59K |
|
1399
CALL
Genworth Financial
GNW
$3.71B
| $226K | ﹤0.01% |
14,500
+6,100
| +73% | +$88.1K |
|
|
PPL
1400
PPL Corp
PPL
$26.3B
| $226K | ﹤0.01% |
8,067
+6,110
| +312% | +$172K |
|
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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.