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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 | |
|---|---|---|---|---|---|---|
1551
PUT
Clean Energy Fuels
CLNE
$414M
| $168K | ﹤0.01% |
13,000
+8,900
| +217% | +$109K |
|
1552
Norfolk Southern
NSC
$76.8B
| $168K | ﹤0.01% |
1,813
-1,332
| -42% | -$114K |
|
1553
CALL
Carlyle Group
CG
$17.9B
| $167K | ﹤0.01% |
+4,700
| New | +$148K |
|
1554
Dillards
DDS
$9.63B
| $167K | ﹤0.01% |
+1,721
| New | +$149K |
|
1555
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $167K | ﹤0.01% |
1,800
+800
| +80% | +$77.9K |
|
1556
PUT
Thermo Fisher Scientific
TMO
$214B
| $167K | ﹤0.01% |
+1,500
| New | +$149K |
|
1557
CALL
Estee Lauder
EL
$31.5B
| $166K | ﹤0.01% |
2,200
-230,400
| -99% | -$16.7M |
|
1558
PUT
iShares MSCI Germany ETF
EWG
$1.61B
| $166K | ﹤0.01% |
+5,200
| New | +$154K |
|
|
ATCO
1559
PUT
DELISTED
Atlas Corp.
ATCO
| $166K | ﹤0.01% |
7,200
+4,800
| +200% | +$107K |
|
|
RWT
1560
PUT
Redwood Trust
RWT
$574M
| $165K | ﹤0.01% |
8,500
+1,500
| +21% | +$27.6K |
|
1561
PUT
Textron
TXT
$15.2B
| $165K | ﹤0.01% |
4,500
-5,900
| -57% | -$181K |
|
|
N
1562
PUT
DELISTED
Netsuite Inc
N
| $165K | ﹤0.01% |
1,600
+1,400
| +700% | +$140K |
|
|
PLL
1563
DELISTED
PALL CORP
PLL
| $165K | ﹤0.01% |
1,930
+502
| +35% | +$40.8K |
|
|
ROC
1564
PUT
DELISTED
ROCKWOOD HLDGS INC
ROC
| $165K | ﹤0.01% |
2,300
-4,800
| -68% | -$327K |
|
1565
Bread Financial
BFH
$4.54B
| $164K | ﹤0.01% |
779
-695
| -47% | -$133K |
|
1566
PUT
Entergy
ETR
$49.9B
| $164K | ﹤0.01% |
5,200
-200
| -4% | -$6.37K |
|
1567
CALL
Jones Lang LaSalle
JLL
$17.2B
| $164K | ﹤0.01% |
+1,600
| New | +$150K |
|
1568
PUT
iShares S&P 100 ETF
OEF
$20.4B
| $164K | ﹤0.01% |
+2,000
| New | +$158K |
|
1569
Toyota
TM
$220B
| $164K | ﹤0.01% |
+1,344
| New | +$169K |
|
1570
PUT
Applied Materials
AMAT
$424B
| $163K | ﹤0.01% |
9,200
-308,200
| -97% | -$5.37M |
|
1571
FTI Consulting
FCN
$4.23B
| $163K | ﹤0.01% |
3,964
+2,372
| +149% | +$98.8K |
|
1572
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $163K | ﹤0.01% |
+1,200
| New | +$156K |
|
1573
Open Text
OTEX
$6.22B
| $163K | ﹤0.01% |
7,092
+4,012
| +130% | +$82.9K |
|
|
CXO
1574
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $163K | ﹤0.01% |
1,500
-4,100
| -73% | -$443K |
|
1575
PUT
Cintas
CTAS
$80.6B
| $162K | ﹤0.01% |
10,800
-16,000
| -60% | -$217K |
|
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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.