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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 | |
|---|---|---|---|---|---|---|
|
COL
1701
DELISTED
Rockwell Collins
COL
| $130K | ﹤0.01% |
1,761
+1,372
| +353% | +$97.5K |
|
1702
Imperial Oil
IMO
$61.2B
| $129K | ﹤0.01% |
2,917
+2,805
| +2,504% | +$122K |
|
1703
CALL
Kirby Corp
KEX
$7.12B
| $129K | ﹤0.01% |
1,300
+1,000
| +333% | +$91.8K |
|
1704
CALL
Monster Beverage
MNST
$91.2B
| $129K | ﹤0.01% |
11,400
+7,800
| +217% | +$76.6K |
|
1705
PUT
SL Green Realty
SLG
$3.88B
| $129K | ﹤0.01% |
1,446
+1,239
| +599% | +$111K |
|
|
ROSE
1706
DELISTED
ROSETTA RESOURCES INC
ROSE
| $129K | ﹤0.01% |
2,688
+6
| +0.2% | +$323 |
|
|
BRLI
1707
CALL
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
| $128K | ﹤0.01% |
+5,000
| New | +$154K |
|
|
DLLR
1708
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
| $128K | ﹤0.01% |
11,190
-20,657
| -65% | -$235K |
|
1709
CALL
Digital Realty Trust
DLR
$71.4B
| $127K | ﹤0.01% |
2,600
+800
| +44% | +$39.8K |
|
1710
CALL
Entergy
ETR
$49.5B
| $127K | ﹤0.01% |
4,000
-7,400
| -65% | -$236K |
|
1711
PUT
Aon
AON
$76.2B
| $126K | ﹤0.01% |
+1,500
| New | +$119K |
|
|
MCF
1712
DELISTED
Contango Oil & Gas Co.
MCF
| $126K | ﹤0.01% |
2,659
+2,401
| +931% | +$106K |
|
|
CHL
1713
PUT
DELISTED
China Mobile Limited
CHL
| $126K | ﹤0.01% |
2,400
+1,100
| +85% | +$58.5K |
|
1714
PUT
Canadian Natural Resources
CNQ
$94.5B
| $125K | ﹤0.01% |
7,654
| – | – |
|
1715
CALL
Dillards
DDS
$9.69B
| $125K | ﹤0.01% |
1,300
-600
| -32% | -$52K |
|
1716
PUT
Nu Skin
NUS
$252M
| $125K | ﹤0.01% |
+900
| New | +$106K |
|
|
CRZO
1717
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $125K | ﹤0.01% |
2,800
+1,700
| +155% | +$72.3K |
|
1718
Crocs
CROX
$6.52B
| $124K | ﹤0.01% |
7,768
+6,949
| +848% | +$92.5K |
|
1719
CALL
iShares US Home Construction ETF
ITB
$2.29B
| $124K | ﹤0.01% |
5,000
+4,000
| +400% | +$90.5K |
|
1720
CALL
Morningstar
MORN
$7.41B
| $124K | ﹤0.01% |
+1,600
| New | +$127K |
|
1721
Hasbro
HAS
$12.9B
| $123K | ﹤0.01% |
2,229
+1,301
| +140% | +$66.5K |
|
1722
CALL
Ralph Lauren
RL
$23.8B
| $123K | ﹤0.01% |
700
-2,100
| -75% | -$358K |
|
1723
CALL
SAP
SAP
$229B
| $123K | ﹤0.01% |
1,400
-3,200
| -70% | -$255K |
|
|
CAMP
1724
CALL
DELISTED
CalAmp Corp.
CAMP
| $123K | ﹤0.01% |
191
+169
| +768% | +$94.3K |
|
|
ABB
1725
PUT
DELISTED
ABB Ltd
ABB
| $123K | ﹤0.01% |
4,600
+1,500
| +48% | +$37.4K |
|
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.