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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 | |
|---|---|---|---|---|---|---|
1901
Deluxe
DLX
$1.19B
| $89K | ﹤0.01% |
+1,702
| New | +$81.3K |
|
1902
PUT
GATX Corp
GATX
$6.31B
| $89K | ﹤0.01% |
+1,700
| New | +$85.4K |
|
1903
PUT
Host Hotels & Resorts
HST
$16B
| $89K | ﹤0.01% |
4,600
| – | – |
|
|
JWN
1904
DELISTED
Nordstrom
JWN
| $89K | ﹤0.01% |
1,444
-127,665
| -99% | -$7.68M |
|
1905
Visteon
VC
$2.75B
| $89K | ﹤0.01% |
1,090
+164
| +18% | +$12.7K |
|
|
LTM
1906
CALL
DELISTED
LIFE TIME FITNESS INC
LTM
| $89K | ﹤0.01% |
+1,900
| New | +$90.9K |
|
1907
Albemarle
ALB
$14.8B
| $88K | ﹤0.01% |
+1,392
| New | +$92.4K |
|
1908
CALL
Cohen & Steers
CNS
$4.34B
| $88K | ﹤0.01% |
+2,200
| New | +$84.6K |
|
1909
PUT
CoreCivic
CXW
$3.19B
| $88K | ﹤0.01% |
2,734
+1,534
| +128% | +$53.4K |
|
|
WW
1910
CALL
DELISTED
WW International
WW
| $88K | ﹤0.01% |
2,700
-1,100
| -29% | -$38.4K |
|
|
EJ
1911
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $88K | ﹤0.01% |
6,320
+4,946
| +360% | +$49.9K |
|
|
HTS
1912
PUT
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $88K | ﹤0.01% |
5,400
-100
| -2% | -$1.75K |
|
1913
Dollar Tree
DLTR
$24.9B
| $87K | ﹤0.01% |
1,535
-8,335
| -84% | -$480K |
|
1914
Huron Consulting
HURN
$2.39B
| $87K | ﹤0.01% |
+1,381
| New | +$80.8K |
|
1915
KLA
KLAC
$252B
| $87K | ﹤0.01% |
13,420
+2,000
| +18% | +$12.6K |
|
1916
Annaly Capital Management
NLY
$17.1B
| $87K | ﹤0.01% |
+2,186
| New | +$94.9K |
|
1917
CALL
Vodafone
VOD
$37B
| $87K | ﹤0.01% |
2,158
-255,453
| -99% | -$9.61M |
|
|
CHS
1918
DELISTED
Chicos FAS, Inc.
CHS
| $87K | ﹤0.01% |
4,612
-2,760
| -37% | -$48.8K |
|
|
PDCE
1919
DELISTED
PDC Energy, Inc.
PDCE
| $87K | ﹤0.01% |
+1,634
| New | +$99.8K |
|
|
SAFM
1920
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $87K | ﹤0.01% |
+1,200
| New | +$79.9K |
|
|
EGN
1921
DELISTED
Energen
EGN
| $87K | ﹤0.01% |
+1,236
| New | +$92.9K |
|
|
TFM
1922
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $87K | ﹤0.01% |
+2,142
| New | +$99.6K |
|
1923
Brookfield
BN
$108B
| $86K | ﹤0.01% |
9,418
+6,633
| +238% | +$60.4K |
|
1924
CALL
Essex Property Trust
ESS
$18.3B
| $86K | ﹤0.01% |
600
+400
| +200% | +$61.5K |
|
1925
PUT
IMAX
IMAX
$2.73B
| $86K | ﹤0.01% |
2,900
+200
| +7% | +$5.75K |
|
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.