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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 | |
|---|---|---|---|---|---|---|
1876
CALL
Helix Energy Solutions
HLX
$1.45B
| $93K | ﹤0.01% |
+4,000
| New | +$93.3K |
|
1877
Illinois Tool Works
ITW
$84.8B
| $93K | ﹤0.01% |
1,105
-2,050
| -65% | -$162K |
|
1878
Ubiquiti
UI
$34.3B
| $93K | ﹤0.01% |
2,026
+1,996
| +6,653% | +$79.4K |
|
|
NFX
1879
PUT
DELISTED
Newfield Exploration
NFX
| $93K | ﹤0.01% |
+3,800
| New | +$107K |
|
1880
BCE
BCE
$21.2B
| $92K | ﹤0.01% |
2,125
+1,696
| +395% | +$73.8K |
|
1881
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $92K | ﹤0.01% |
3,600
| – | – |
|
1882
PUT
Diodes
DIOD
$4.54B
| $92K | ﹤0.01% |
+3,900
| New | +$88K |
|
|
EVEP
1883
PUT
DELISTED
EV Energy Partners, L.P.
EVEP
| $92K | ﹤0.01% |
2,700
+600
| +29% | +$21.1K |
|
|
JAH
1884
CALL
DELISTED
JARDEN CORPORATION
JAH
| $92K | ﹤0.01% |
2,250
+300
| +15% | +$10.9K |
|
|
ALTR
1885
DELISTED
Altera Corp
ALTR
| $92K | ﹤0.01% |
2,830
+2,495
| +745% | +$83.5K |
|
|
MCRS
1886
CALL
DELISTED
MICROS SYSTEMS INC
MCRS
| $92K | ﹤0.01% |
+1,600
| New | +$85.3K |
|
1887
CALL
Labcorp
LH
$25.6B
| $91K | ﹤0.01% |
+1,164
| New | +$99.3K |
|
1888
CALL
Northrop Grumman
NOC
$80.7B
| $91K | ﹤0.01% |
800
+600
| +300% | +$64.2K |
|
1889
PUT
Royal Gold
RGLD
$18.5B
| $91K | ﹤0.01% |
2,000
-1,900
| -49% | -$89.6K |
|
|
BBG
1890
PUT
DELISTED
Bill Barrett Corp
BBG
| $91K | ﹤0.01% |
3,400
-3,900
| -53% | -$106K |
|
|
ACAS
1891
PUT
DELISTED
American Capital Ltd
ACAS
| $91K | ﹤0.01% |
5,800
-500
| -8% | -$7.24K |
|
|
DGIT
1892
CALL
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
| $91K | ﹤0.01% |
7,100
-16,100
| -69% | -$199K |
|
1893
PUT
Atmos Energy
ATO
$28.7B
| $90K | ﹤0.01% |
+2,000
| New | +$88.3K |
|
1894
CALL
La-Z-Boy
LZB
$1.63B
| $90K | ﹤0.01% |
+2,900
| New | +$75K |
|
1895
PUT
Olin
OLN
$2.14B
| $90K | ﹤0.01% |
+3,100
| New | +$77K |
|
1896
CALL
Upbound Group
UPBD
$1.14B
| $90K | ﹤0.01% |
2,700
+700
| +35% | +$24.2K |
|
1897
Ziff Davis
ZD
$1.88B
| $90K | ﹤0.01% |
2,060
+1,691
| +458% | +$72.8K |
|
|
RYL
1898
PUT
DELISTED
RYLAND GROUP INC
RYL
| $90K | ﹤0.01% |
2,100
-1,600
| -43% | -$63.5K |
|
|
INFA
1899
DELISTED
INFORMATICA CORP
INFA
| $90K | ﹤0.01% |
2,157
+1,731
| +406% | +$67.4K |
|
1900
CALL
BHP
BHP
$223B
| $89K | ﹤0.01% |
1,537
-1,420
| -48% | -$82.2K |
|
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.