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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
CHK
176
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $21.1M | 0.1% |
4,102
+4,067
| +11,620% | +$20.7M |
|
177
PUT
Biogen
BIIB
$30B
| $21.1M | 0.1% |
75,300
+1,500
| +2% | +$388K |
|
|
POT
178
DELISTED
Potash Corp Of Saskatchewan
POT
| $21M | 0.1% |
637,298
+308,575
| +94% | +$9.84M |
|
179
PUT
Cummins
CMI
$87.5B
| $20.8M | 0.1% |
147,800
+139,800
| +1,748% | +$18.6M |
|
180
CALL
Bristol-Myers Squibb
BMY
$133B
| $20.8M | 0.1% |
391,000
+207,600
| +113% | +$10.6M |
|
181
PUT
Verizon
VZ
$195B
| $20.5M | 0.1% |
416,900
-178,000
| -30% | -$8.75M |
|
|
EMC
182
PUT
DELISTED
EMC CORPORATION
EMC
| $20.1M | 0.1% |
797,700
-505,000
| -39% | -$12.2M |
|
183
CALL
Oracle
ORCL
$374B
| $19.7M | 0.1% |
514,900
-20,100
| -4% | -$691K |
|
184
PUT
Dollar General
DG
$28B
| $19.4M | 0.09% |
321,700
-125,900
| -28% | -$7.39M |
|
|
TWTR
185
CALL
DELISTED
Twitter, Inc.
TWTR
| $19.3M | 0.09% |
+303,300
| New | +$15.1M |
|
186
American Express
AXP
$227B
| $19.3M | 0.09% |
212,554
+208,432
| +5,057% | +$17.1M |
|
|
PARA
187
DELISTED
Paramount Global Class B
PARA
| $19M | 0.09% |
298,635
+240,077
| +410% | +$14.1M |
|
188
PUT
3M
MMM
$90.9B
| $19M | 0.09% |
161,938
+155,719
| +2,504% | +$16.6M |
|
189
CALL
PNC Financial Services
PNC
$99.7B
| $18.6M | 0.09% |
239,300
+202,700
| +554% | +$15.2M |
|
190
CALL
RTX Corp
RTX
$290B
| $18.6M | 0.09% |
259,166
+244,229
| +1,635% | +$16.6M |
|
191
CALL
Deere & Co
DE
$160B
| $18.5M | 0.09% |
202,600
-211,900
| -51% | -$17.9M |
|
192
US Bancorp
USB
$98.2B
| $18.5M | 0.09% |
457,717
+383,747
| +519% | +$14.7M |
|
|
SINA
193
PUT
DELISTED
Sina Corp
SINA
| $18.4M | 0.09% |
218,500
+11,400
| +6% | +$932K |
|
194
HP
HPQ
$24.9B
| $18.3M | 0.09% |
1,437,930
+1,435,466
| +58,258% | +$16.5M |
|
|
CELG
195
CALL
DELISTED
Celgene Corp
CELG
| $18.1M | 0.09% |
214,200
+185,200
| +639% | +$14.7M |
|
|
LNKD
196
PUT
DELISTED
LinkedIn Corporation
LNKD
| $17.9M | 0.09% |
82,500
-114,800
| -58% | -$26.1M |
|
197
PUT
Micron Technology
MU
$930B
| $17.9M | 0.09% |
821,500
+604,900
| +279% | +$11.8M |
|
|
198
PUT
RTX Corp
RTX
$290B
| $17.6M | 0.09% |
246,295
+226,432
| +1,140% | +$15.4M |
|
199
CALL
Blackstone
BX
$102B
| $17.5M | 0.09% |
566,258
-292,963
| -34% | -$7.99M |
|
|
B
200
Barrick Mining
B
$61.5B
| $17.3M | 0.08% |
981,596
+695,785
| +243% | +$12.3M |
|
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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.