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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
|
GRA
1526
PUT
DELISTED
W.R. Grace & Co.
GRA
| $178K | ﹤0.01% |
1,800
+1,000
| +125% | +$93.1K |
|
1527
PUT
Digital Realty Trust
DLR
$72.1B
| $177K | ﹤0.01% |
3,600
+2,700
| +300% | +$134K |
|
|
BBBY
1528
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $176K | ﹤0.01% |
2,200
-15,900
| -88% | -$1.23M |
|
1529
CALL
VF Corp
VFC
$5.98B
| $175K | ﹤0.01% |
2,974
-14,443
| -83% | -$753K |
|
1530
CALL
Invesco
IVZ
$14.1B
| $174K | ﹤0.01% |
4,800
+3,000
| +167% | +$102K |
|
|
TCP
1531
PUT
DELISTED
TC Pipelines LP
TCP
| $174K | ﹤0.01% |
3,600
-200
| -5% | -$9.61K |
|
|
CXO
1532
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $174K | ﹤0.01% |
1,600
-4,100
| -72% | -$443K |
|
|
ESL
1533
PUT
DELISTED
Esterline Technologies
ESL
| $174K | ﹤0.01% |
+1,700
| New | +$145K |
|
|
LINE
1534
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $174K | ﹤0.01% |
+5,651
| New | +$164K |
|
|
RHT
1535
CALL
DELISTED
Red Hat Inc
RHT
| $174K | ﹤0.01% |
3,100
+600
| +24% | +$27.8K |
|
|
WCC
1536
PUT
WESCO International
WCC
$18.2B
| $173K | ﹤0.01% |
1,900
-3,100
| -62% | -$259K |
|
1537
PUT
Nokia
NOK
$53.5B
| $172K | ﹤0.01% |
21,500
-9,200
| -30% | -$69.2K |
|
1538
PUT
Trane Technologies
TT
$106B
| $172K | ﹤0.01% |
2,800
+1,172
| +72% | +$64.6K |
|
|
CIT
1539
PUT
DELISTED
CIT Group Inc.
CIT
| $172K | ﹤0.01% |
3,300
-3,800
| -54% | -$189K |
|
1540
PUT
Lennox International
LII
$15.4B
| $171K | ﹤0.01% |
2,000
+500
| +33% | +$39.7K |
|
1541
CALL
Nabors Industries
NBR
$1.16B
| $171K | ﹤0.01% |
202
+12
| +6% | +$10.2K |
|
|
COL
1542
PUT
DELISTED
Rockwell Collins
COL
| $171K | ﹤0.01% |
2,300
+1,000
| +77% | +$71K |
|
1543
CNX Resources
CNX
$5.11B
| $170K | ﹤0.01% |
5,353
+1,593
| +42% | +$48.7K |
|
1544
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $170K | ﹤0.01% |
2,800
+1,600
| +133% | +$100K |
|
1545
CALL
MGIC Investment
MTG
$6.27B
| $170K | ﹤0.01% |
20,300
+16,700
| +464% | +$133K |
|
|
SKX
1546
CALL
DELISTED
Skechers
SKX
| $170K | ﹤0.01% |
15,300
-1,200
| -7% | -$12.5K |
|
|
TFM
1547
PUT
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $170K | ﹤0.01% |
+4,200
| New | +$195K |
|
1548
PUT
Cimpress
CMPR
$2.44B
| $169K | ﹤0.01% |
3,000
-200
| -6% | -$11.1K |
|
1549
Plexus
PLXS
$7.35B
| $169K | ﹤0.01% |
3,911
+3,576
| +1,067% | +$142K |
|
1550
CALL
Molson Coors Class B
TAP
$7.85B
| $169K | ﹤0.01% |
+3,000
| New | +$160K |
|
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.