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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 | |
|---|---|---|---|---|---|---|
1501
CALL
Electronic Arts
EA
$52.9B
| $191K | ﹤0.01% |
8,300
+1,500
| +22% | +$36K |
|
|
PETM
1502
PUT
DELISTED
PETSMART INC
PETM
| $190K | ﹤0.01% |
2,600
-16,300
| -86% | -$1.19M |
|
|
DGI
1503
PUT
DELISTED
DigitalGlobe Inc.
DGI
| $189K | ﹤0.01% |
+4,600
| New | +$166K |
|
|
MMP
1504
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $188K | ﹤0.01% |
2,970
+2,523
| +564% | +$151K |
|
|
HBI
1505
DELISTED
Hanesbrands
HBI
| $187K | ﹤0.01% |
10,648
+8,384
| +370% | +$140K |
|
1506
CALL
Manhattan Associates
MANH
$11.2B
| $187K | ﹤0.01% |
6,400
+5,200
| +433% | +$143K |
|
1507
PUT
NCR Voyix
VYX
$1.31B
| $187K | ﹤0.01% |
8,965
-1,467
| -14% | -$32.6K |
|
1508
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $187K | ﹤0.01% |
5,600
+600
| +12% | +$19.1K |
|
|
JNY
1509
CALL
DELISTED
JONES GROUP INC COM STK (PA)
JNY
| $187K | ﹤0.01% |
12,500
+4,200
| +51% | +$60.9K |
|
1510
PUT
Helix Energy Solutions
HLX
$1.37B
| $186K | ﹤0.01% |
8,000
+7,700
| +2,567% | +$180K |
|
1511
CALL
JB Hunt Transport Services
JBHT
$25.6B
| $186K | ﹤0.01% |
+2,400
| New | +$179K |
|
|
SODA
1512
DELISTED
SodaStream International Ltd
SODA
| $186K | ﹤0.01% |
3,757
+2,023
| +117% | +$115K |
|
1513
Magna International
MGA
$19.2B
| $185K | ﹤0.01% |
4,508
+1,282
| +40% | +$53K |
|
1514
Silicon Laboratories
SLAB
$7.2B
| $185K | ﹤0.01% |
4,272
+3,867
| +955% | +$158K |
|
1515
CALL
Vulcan Materials
VMC
$37.2B
| $185K | ﹤0.01% |
3,100
+600
| +24% | +$33.1K |
|
|
ALR
1516
DELISTED
Alere Inc
ALR
| $185K | ﹤0.01% |
+5,123
| New | +$170K |
|
|
TXI
1517
PUT
DELISTED
TEXAS INDUSTRIES INC
TXI
| $185K | ﹤0.01% |
2,700
-3,800
| -58% | -$223K |
|
|
BID
1518
DELISTED
Sotheby's
BID
| $184K | ﹤0.01% |
3,462
+1,811
| +110% | +$93.3K |
|
1519
PUT
Oceaneering
OII
$4.78B
| $182K | ﹤0.01% |
2,300
+1,500
| +188% | +$122K |
|
1520
Genesis Energy
GEL
$1.82B
| $181K | ﹤0.01% |
3,452
+3,355
| +3,459% | +$170K |
|
|
BID
1521
CALL
DELISTED
Sotheby's
BID
| $181K | ﹤0.01% |
3,400
+1,300
| +62% | +$66.9K |
|
1522
Suncor Energy
SU
$74.2B
| $180K | ﹤0.01% |
+5,140
| New | +$181K |
|
1523
CALL
Andersons Inc
ANDE
$2.38B
| $179K | ﹤0.01% |
3,000
+2,550
| +567% | +$136K |
|
1524
ASML
ASML
$645B
| $178K | ﹤0.01% |
+1,902
| New | +$176K |
|
1525
PUT
Lear
LEA
$6.18B
| $178K | ﹤0.01% |
2,200
+1,800
| +450% | +$141K |
|
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.