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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 | |
|---|---|---|---|---|---|---|
2101
CALL
W&T Offshore
WTI
$504M
| $64K | ﹤0.01% |
4,000
+3,500
| +700% | +$62.5K |
|
|
OA
2102
DELISTED
Orbital ATK, Inc.
OA
| $64K | ﹤0.01% |
528
-292
| -36% | -$33K |
|
|
BONT
2103
PUT
DELISTED
Bon-Ton Stores Inc/The
BONT
| $64K | ﹤0.01% |
3,900
+1,900
| +95% | +$26.5K |
|
|
URS
2104
DELISTED
URS CORP
URS
| $64K | ﹤0.01% |
1,217
+163
| +15% | +$8.58K |
|
2105
CALL
Cimpress
CMPR
$2.34B
| $63K | ﹤0.01% |
1,100
-200
| -15% | -$11.1K |
|
2106
PUT
Medifast
MED
$136M
| $63K | ﹤0.01% |
2,400
+400
| +20% | +$10.2K |
|
2107
PUT
RPC Inc
RES
$1.31B
| $63K | ﹤0.01% |
3,500
| – | – |
|
2108
PUT
Sonoco
SON
$5.64B
| $63K | ﹤0.01% |
1,500
| – | – |
|
2109
CALL
Unisys
UIS
$210M
| $63K | ﹤0.01% |
1,900
+500
| +36% | +$13.9K |
|
|
AYR
2110
PUT
DELISTED
Aircastle Ltd
AYR
| $63K | ﹤0.01% |
3,300
+2,700
| +450% | +$50.1K |
|
|
NGLS
2111
CALL
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $63K | ﹤0.01% |
1,200
-2,600
| -68% | -$133K |
|
|
ARUN
2112
CALL
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $63K | ﹤0.01% |
3,500
+2,200
| +169% | +$39.6K |
|
|
SIVB
2113
CALL
DELISTED
SVB Financial Group
SIVB
| $63K | ﹤0.01% |
+600
| New | +$58.7K |
|
2114
PUT
Aecom
ACM
$9.63B
| $62K | ﹤0.01% |
2,100
+1,600
| +320% | +$48.4K |
|
2115
PUT
Flotek Industries
FTK
$1.32B
| $62K | ﹤0.01% |
517
+84
| +19% | +$10.6K |
|
2116
PUT
H.B. Fuller
FUL
$3.18B
| $62K | ﹤0.01% |
1,200
-300
| -20% | -$14.6K |
|
|
HSNI
2117
PUT
DELISTED
HSN, Inc.
HSNI
| $62K | ﹤0.01% |
+1,000
| New | +$56.5K |
|
|
CVSA
2118
CALL
Covista Inc
CVSA
$4.23B
| $61K | ﹤0.01% |
1,700
-5,600
| -77% | -$193K |
|
2119
Honda
HMC
$39.9B
| $61K | ﹤0.01% |
1,485
+1,185
| +395% | +$48K |
|
2120
PUT
Smith & Wesson
SWBI
$651M
| $61K | ﹤0.01% |
5,855
-61,927
| -91% | -$553K |
|
2121
PUT
Westlake Corp
WLK
$9.9B
| $61K | ﹤0.01% |
1,000
+800
| +400% | +$44.9K |
|
|
VIAB
2122
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $61K | ﹤0.01% |
700
+600
| +600% | +$49.5K |
|
|
ATML
2123
DELISTED
ATMEL CORP
ATML
| $61K | ﹤0.01% |
7,768
-26,882
| -78% | -$197K |
|
|
SFY
2124
CALL
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $61K | ﹤0.01% |
4,500
+4,000
| +800% | +$52.7K |
|
|
LEAP
2125
CALL
DELISTED
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
| $61K | ﹤0.01% |
3,500
+3,000
| +600% | +$49.3K |
|
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.