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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 | |
|---|---|---|---|---|---|---|
1426
iShares US Financials ETF
IYF
$4.63B
| $214K | ﹤0.01% |
5,342
+180
| +3% | +$6.93K |
|
1427
CALL
Raymond James Financial
RJF
$34.7B
| $214K | ﹤0.01% |
+6,150
| New | +$191K |
|
1428
Red Robin
RRGB
$151M
| $214K | ﹤0.01% |
2,906
+1,031
| +55% | +$78K |
|
|
NSR
1429
DELISTED
Neustar Inc
NSR
| $214K | ﹤0.01% |
+4,287
| New | +$206K |
|
|
CONN
1430
PUT
DELISTED
Conn's Inc.
CONN
| $213K | ﹤0.01% |
2,700
+1,900
| +238% | +$122K |
|
1431
PUT
iShares MSCI Taiwan ETF
EWT
$10.6B
| $212K | ﹤0.01% |
7,350
+6,600
| +880% | +$188K |
|
1432
PUT
Strategy Inc
MSTR
$35.9B
| $212K | ﹤0.01% |
17,000
+13,000
| +325% | +$153K |
|
|
1433
PUT
Red Robin
RRGB
$151M
| $212K | ﹤0.01% |
2,900
-500
| -15% | -$37.8K |
|
1434
CALL
Emerson Electric
EMR
$91B
| $211K | ﹤0.01% |
3,000
+1,600
| +114% | +$107K |
|
|
K
1435
DELISTED
Kellanova
K
| $211K | ﹤0.01% |
3,672
+1,586
| +76% | +$91.3K |
|
1436
CALL
Unum
UNM
$14.1B
| $211K | ﹤0.01% |
6,000
+5,500
| +1,100% | +$180K |
|
|
TWC
1437
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $211K | ﹤0.01% |
1,556
-117,316
| -99% | -$14.6M |
|
1438
CALL
AutoNation
AN
$7.13B
| $210K | ﹤0.01% |
4,200
+4,000
| +2,000% | +$198K |
|
1439
PUT
Ciena
CIEN
$57.9B
| $210K | ﹤0.01% |
8,800
+1,400
| +19% | +$33.3K |
|
1440
CALL
Canadian Solar
CSIQ
$1.05B
| $210K | ﹤0.01% |
7,000
-2,000
| -22% | -$52.9K |
|
1441
CALL
Tyson Foods
TSN
$20.5B
| $210K | ﹤0.01% |
6,300
+4,100
| +186% | +$125K |
|
1442
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $210K | ﹤0.01% |
+11,800
| New | +$200K |
|
|
LO
1443
DELISTED
LORILLARD INC COM STK
LO
| $210K | ﹤0.01% |
4,137
+2,872
| +227% | +$143K |
|
1444
International Flavors & Fragrances
IFF
$22.5B
| $209K | ﹤0.01% |
2,429
+559
| +30% | +$47.4K |
|
1445
CALL
Valmont Industries
VMI
$9.58B
| $209K | ﹤0.01% |
+1,400
| New | +$198K |
|
|
FRC
1446
DELISTED
First Republic Bank
FRC
| $209K | ﹤0.01% |
+4,000
| New | +$200K |
|
|
OVTI
1447
CALL
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $209K | ﹤0.01% |
12,200
+10,500
| +618% | +$159K |
|
1448
PUT
Invesco
IVZ
$14.1B
| $208K | ﹤0.01% |
5,700
+4,800
| +533% | +$163K |
|
1449
PUT
Silicon Laboratories
SLAB
$7.2B
| $208K | ﹤0.01% |
4,800
+4,300
| +860% | +$176K |
|
1450
CALL
SBA Communications
SBAC
$18.9B
| $207K | ﹤0.01% |
2,300
+1,600
| +229% | +$137K |
|
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.