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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 | |
|---|---|---|---|---|---|---|
1626
Littelfuse
LFUS
$12B
| $149K | ﹤0.01% |
+1,602
| New | +$135K |
|
1627
PUT
Valmont Industries
VMI
$9.7B
| $149K | ﹤0.01% |
1,000
+800
| +400% | +$113K |
|
1628
iShares China Large-Cap ETF
FXI
$4.28B
| $148K | ﹤0.01% |
+3,852
| New | +$147K |
|
1629
L3Harris
LHX
$54B
| $148K | ﹤0.01% |
2,115
-882
| -29% | -$55.9K |
|
1630
PUT
Wabtec
WAB
$50.3B
| $148K | ﹤0.01% |
2,000
-400
| -17% | -$26.9K |
|
|
BWLD
1631
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $148K | ﹤0.01% |
1,000
-3,600
| -78% | -$495K |
|
1632
CALL
Nasdaq
NDAQ
$52.4B
| $147K | ﹤0.01% |
11,100
-508,800
| -98% | -$6.22M |
|
1633
NETGEAR
NTGR
$658M
| $147K | ﹤0.01% |
4,472
+2,728
| +156% | +$85K |
|
1634
PUT
Travel + Leisure Co
TNL
$4.8B
| $147K | ﹤0.01% |
4,430
+2,215
| +100% | +$67.8K |
|
1635
Mattel
MAT
$4.27B
| $146K | ﹤0.01% |
+3,059
| New | +$136K |
|
1636
Raymond James Financial
RJF
$34.7B
| $146K | ﹤0.01% |
4,199
+3,597
| +598% | +$111K |
|
1637
PUT
Williams-Sonoma
WSM
$29.4B
| $146K | ﹤0.01% |
5,000
-10,200
| -67% | -$285K |
|
|
GOLD
1638
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $146K | ﹤0.01% |
2,334
-304
| -12% | -$20.9K |
|
1639
Cigna
CI
$71.2B
| $145K | ﹤0.01% |
1,653
-956
| -37% | -$78.2K |
|
1640
Duke Energy
DUK
$95.9B
| $144K | ﹤0.01% |
+2,084
| New | +$146K |
|
1641
ING
ING
$103B
| $144K | ﹤0.01% |
10,287
-46,844
| -82% | -$597K |
|
1642
PUT
Sempra
SRE
$55.6B
| $144K | ﹤0.01% |
3,200
-11,000
| -77% | -$488K |
|
|
PDCE
1643
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $144K | ﹤0.01% |
+2,700
| New | +$165K |
|
|
CRR
1644
DELISTED
Carbo Ceramics Inc.
CRR
| $144K | ﹤0.01% |
1,240
+239
| +24% | +$27.2K |
|
1645
Alaska Air
ALK
$5.79B
| $143K | ﹤0.01% |
3,888
+1,654
| +74% | +$58.8K |
|
|
LFC
1646
PUT
DELISTED
China Life Insurance Company Ltd.
LFC
| $143K | ﹤0.01% |
9,000
+4,200
| +88% | +$60.8K |
|
|
MJN
1647
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $143K | ﹤0.01% |
1,700
-1,900
| -53% | -$155K |
|
1648
PUT
CNO Financial Group
CNO
$5.16B
| $142K | ﹤0.01% |
8,000
+7,900
| +7,900% | +$127K |
|
1649
Cemex
CX
$16.6B
| $142K | ﹤0.01% |
14,020
+12,301
| +716% | +$115K |
|
1650
Rockwell Automation
ROK
$50.4B
| $142K | ﹤0.01% |
1,205
+76
| +7% | +$8.45K |
|
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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.