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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 | |
|---|---|---|---|---|---|---|
2151
PUT
iShares MSCI Canada ETF
EWC
$6.31B
| $58K | ﹤0.01% |
+2,000
| New | +$57.9K |
|
2152
CALL
FTI Consulting
FCN
$4.22B
| $58K | ﹤0.01% |
+1,400
| New | +$58.3K |
|
|
HIMX
2153
Himax Technologies
HIMX
$2.54B
| $58K | ﹤0.01% |
3,969
+2,402
| +153% | +$25.4K |
|
2154
iShares S&P 500 Value ETF
IVE
$49.6B
| $58K | ﹤0.01% |
679
+436
| +179% | +$35.9K |
|
2155
State Street
STT
$50.4B
| $58K | ﹤0.01% |
785
-264
| -25% | -$18.5K |
|
2156
CALL
Waste Management
WM
$92.3B
| $58K | ﹤0.01% |
1,300
-4,300
| -77% | -$188K |
|
|
WW
2157
PUT
DELISTED
WW International
WW
| $58K | ﹤0.01% |
1,800
-1,300
| -42% | -$45.4K |
|
|
ONIT
2158
CALL
Onity Group
ONIT
$324M
| $58K | ﹤0.01% |
67
-73
| -52% | -$60.1K |
|
|
ATW
2159
CALL
DELISTED
Atwood Oceanics
ATW
| $58K | ﹤0.01% |
+1,100
| New | +$59.3K |
|
|
PVTB
2160
PUT
DELISTED
PrivateBancorp Inc
PVTB
| $58K | ﹤0.01% |
2,000
+1,500
| +300% | +$38.6K |
|
|
KKD
2161
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $58K | ﹤0.01% |
+3,000
| New | +$67.7K |
|
2162
CALL
AerCap
AER
$24.1B
| $57K | ﹤0.01% |
+1,500
| New | +$35.3K |
|
2163
PUT
Core Laboratories
CLB
$513M
| $57K | ﹤0.01% |
300
-300
| -50% | -$55.8K |
|
2164
PUT
Lesaka Technologies
LSAK
$411M
| $57K | ﹤0.01% |
+6,500
| New | +$69K |
|
2165
Synopsys
SNPS
$78.5B
| $57K | ﹤0.01% |
1,413
+1,246
| +746% | +$46.6K |
|
2166
Texas Roadhouse
TXRH
$13.7B
| $57K | ﹤0.01% |
2,036
+1,405
| +223% | +$38.2K |
|
|
CONN
2167
DELISTED
Conn's Inc.
CONN
| $57K | ﹤0.01% |
724
+311
| +75% | +$19.9K |
|
|
VAL
2168
DELISTED
Valspar
VAL
| $57K | ﹤0.01% |
804
-209
| -21% | -$14.5K |
|
|
ZLC
2169
PUT
DELISTED
ZALE CORPORATION
ZLC
| $57K | ﹤0.01% |
3,600
+1,600
| +80% | +$24.3K |
|
|
CIT
2170
CALL
DELISTED
CIT Group Inc.
CIT
| $57K | ﹤0.01% |
1,100
-1,200
| -52% | -$59.6K |
|
2171
PUT
Cohen & Steers
CNS
$4.35B
| $56K | ﹤0.01% |
+1,400
| New | +$53.8K |
|
2172
Dana Inc
DAN
$3.04B
| $56K | ﹤0.01% |
+2,843
| New | +$57.7K |
|
2173
CALL
Littelfuse
LFUS
$11.7B
| $56K | ﹤0.01% |
600
| – | – |
|
2174
PUT
Realty Income
O
$59.5B
| $56K | ﹤0.01% |
1,548
-516
| -25% | -$19.8K |
|
2175
CALL
Silicon Motion
SIMO
$8.59B
| $56K | ﹤0.01% |
4,000
+2,500
| +167% | +$34.1K |
|
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.