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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 | |
|---|---|---|---|---|---|---|
1651
CALL
Texas Instruments
TXN
$258B
| $142K | ﹤0.01% |
3,200
+1,800
| +129% | +$75.3K |
|
|
RVBD
1652
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $142K | ﹤0.01% |
+7,852
| New | +$127K |
|
|
DNY
1653
DELISTED
DONNELLEY R R & SONS CO
DNY
| $142K | ﹤0.01% |
6,992
+6,002
| +606% | +$122K |
|
1654
Affiliated Managers Group
AMG
$9.99B
| $141K | ﹤0.01% |
652
+5
| +0.8% | +$998 |
|
|
TFCF
1655
CALL
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $141K | ﹤0.01% |
+4,100
| New | +$137K |
|
|
ALR
1656
PUT
DELISTED
Alere Inc
ALR
| $141K | ﹤0.01% |
+3,900
| New | +$129K |
|
|
FNSR
1657
PUT
DELISTED
Finisar Corp
FNSR
| $141K | ﹤0.01% |
5,900
+3,200
| +119% | +$73K |
|
1658
PUT
FTI Consulting
FCN
$4.16B
| $140K | ﹤0.01% |
3,400
+1,800
| +113% | +$75K |
|
1659
Omnicom Group
OMC
$22.8B
| $140K | ﹤0.01% |
+1,876
| New | +$129K |
|
1660
PUT
Visteon
VC
$2.76B
| $140K | ﹤0.01% |
1,700
-1,400
| -45% | -$108K |
|
|
RDC
1661
DELISTED
Rowan Companies Plc
RDC
| $140K | ﹤0.01% |
+3,957
| New | +$141K |
|
|
TIF
1662
CALL
DELISTED
Tiffany & Co.
TIF
| $139K | ﹤0.01% |
1,500
-66,000
| -98% | -$5.48M |
|
|
LVLT
1663
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $139K | ﹤0.01% |
4,200
+2,600
| +163% | +$76.6K |
|
|
CJES
1664
CALL
DELISTED
C&J ENERGY SVCS LTD
CJES
| $139K | ﹤0.01% |
6,000
+4,500
| +300% | +$103K |
|
1665
CALL
Genesis Energy
GEL
$1.89B
| $138K | ﹤0.01% |
2,600
+1,300
| +100% | +$65.8K |
|
1666
PUT
Gentex
GNTX
$5.05B
| $138K | ﹤0.01% |
8,400
+4,400
| +110% | +$64.5K |
|
1667
CALL
Ubiquiti
UI
$34.6B
| $138K | ﹤0.01% |
3,000
+2,100
| +233% | +$83.6K |
|
|
BIG
1668
PUT
DELISTED
Big Lots, Inc.
BIG
| $138K | ﹤0.01% |
4,300
-116,500
| -96% | -$4.14M |
|
|
CJES
1669
PUT
DELISTED
C&J ENERGY SVCS LTD
CJES
| $138K | ﹤0.01% |
6,000
+2,500
| +71% | +$57.1K |
|
1670
PUT
SunCoke Energy
SXC
$838M
| $137K | ﹤0.01% |
6,000
+5,000
| +500% | +$103K |
|
1671
PUT
Canadian Pacific Kansas City
CP
$79.8B
| $136K | ﹤0.01% |
4,500
+4,000
| +800% | +$115K |
|
1672
CALL
Darden Restaurants
DRI
$23.8B
| $136K | ﹤0.01% |
2,797
+1,678
| +150% | +$77.6K |
|
1673
Lazard
LAZ
$4.29B
| $136K | ﹤0.01% |
+2,994
| New | +$121K |
|
1674
PUT
Westamerica Bancorp
WABC
$1.39B
| $136K | ﹤0.01% |
2,400
+900
| +60% | +$48K |
|
|
SE
1675
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $136K | ﹤0.01% |
3,800
+1,500
| +65% | +$51.6K |
|
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.