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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 | |
|---|---|---|---|---|---|---|
2176
PUT
Texas Roadhouse
TXRH
$13.6B
| $56K | ﹤0.01% |
2,000
+1,800
| +900% | +$49K |
|
|
SYT
2177
CALL
DELISTED
Syngenta Ag
SYT
| $56K | ﹤0.01% |
+700
| New | +$55.3K |
|
|
CY
2178
DELISTED
Cypress Semiconductor
CY
| $56K | ﹤0.01% |
5,378
+4,453
| +481% | +$42.2K |
|
2179
CALL
Factset
FDS
$10.1B
| $55K | ﹤0.01% |
500
-3,200
| -86% | -$355K |
|
|
PPLI
2180
PUT
People Inc
PPLI
$3.19B
| $55K | ﹤0.01% |
4,476
-33,013
| -88% | -$340K |
|
2181
PRA Group
PRAA
$790M
| $55K | ﹤0.01% |
1,033
+590
| +133% | +$33.5K |
|
2182
PUT
Teledyne Technologies
TDY
$31.8B
| $55K | ﹤0.01% |
+600
| New | +$53.4K |
|
2183
PUT
Thor Industries
THO
$4.13B
| $55K | ﹤0.01% |
1,000
+100
| +11% | +$5.52K |
|
|
WCC
2184
CALL
WESCO International
WCC
$18.1B
| $55K | ﹤0.01% |
600
-400
| -40% | -$33.4K |
|
|
SIX
2185
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $55K | ﹤0.01% |
1,500
| – | – |
|
|
HMIN
2186
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
| $55K | ﹤0.01% |
+1,256
| New | +$48.5K |
|
2187
Applied Materials
AMAT
$427B
| $54K | ﹤0.01% |
+3,056
| New | +$53.3K |
|
2188
PUT
CMS Energy
CMS
$22.3B
| $54K | ﹤0.01% |
+2,000
| New | +$53.8K |
|
2189
PUT
Rayonier
RYN
$6.51B
| $54K | ﹤0.01% |
1,919
+1,181
| +160% | +$38.1K |
|
|
TEG
2190
CALL
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $54K | ﹤0.01% |
+1,000
| New | +$55.9K |
|
2191
PUT
AeroVironment
AVAV
$8.79B
| $53K | ﹤0.01% |
1,800
+1,700
| +1,700% | +$45.7K |
|
2192
Intuit
INTU
$90.7B
| $53K | ﹤0.01% |
693
-1,339
| -66% | -$96.2K |
|
2193
Onto Innovation
ONTO
$15.1B
| $53K | ﹤0.01% |
2,787
+2,781
| +46,350% | +$48.8K |
|
2194
RenaissanceRe
RNR
$13.4B
| $53K | ﹤0.01% |
+549
| New | +$51.1K |
|
2195
CALL
Sanmina
SANM
$10.8B
| $53K | ﹤0.01% |
+3,200
| New | +$51.5K |
|
|
FOE
2196
CALL
DELISTED
Ferro Corporation
FOE
| $53K | ﹤0.01% |
4,100
+3,500
| +583% | +$42.5K |
|
|
NSH
2197
DELISTED
NuStar GP Holdings LLC
NSH
| $53K | ﹤0.01% |
1,880
-30,705
| -94% | -$810K |
|
|
TIBX
2198
CALL
DELISTED
TIBCO SOFTWARE INC
TIBX
| $53K | ﹤0.01% |
2,400
+1,900
| +380% | +$46.5K |
|
2199
PUT
Associated Banc-Corp
ASB
$5.88B
| $52K | ﹤0.01% |
+3,000
| New | +$50K |
|
2200
BorgWarner
BWA
$13.9B
| $52K | ﹤0.01% |
1,061
+391
| +58% | +$18.1K |
|
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.