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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 | |
|---|---|---|---|---|---|---|
2251
CALL
Paychex
PAYX
$42.5B
| $46K | ﹤0.01% |
1,000
-6,100
| -86% | -$260K |
|
2252
CALL
Pricesmart
PSMT
$5.47B
| $46K | ﹤0.01% |
400
| – | – |
|
2253
Ventas
VTR
$47.7B
| $46K | ﹤0.01% |
+700
| New | +$48.6K |
|
2254
CALL
Corpay
CPAY
$25.7B
| $46K | ﹤0.01% |
+400
| New | +$46K |
|
|
ARII
2255
CALL
DELISTED
American Railcar Industries, Inc.
ARII
| $46K | ﹤0.01% |
+1,000
| New | +$42.9K |
|
|
PNK
2256
DELISTED
Pinnacle Entertainment Inc.
PNK
| $46K | ﹤0.01% |
1,779
+1,063
| +148% | +$25.9K |
|
|
STR
2257
PUT
DELISTED
QUESTAR CORP
STR
| $46K | ﹤0.01% |
+2,000
| New | +$45.9K |
|
|
MCRS
2258
PUT
DELISTED
MICROS SYSTEMS INC
MCRS
| $46K | ﹤0.01% |
+800
| New | +$42.6K |
|
|
CKH
2259
PUT
DELISTED
Seacor Holdings Inc.
CKH
| $46K | ﹤0.01% |
517
+207
| +67% | +$18.8K |
|
2260
PUT
Analog Devices
ADI
$190B
| $45K | ﹤0.01% |
900
+100
| +13% | +$4.87K |
|
2261
Factset
FDS
$10B
| $45K | ﹤0.01% |
412
-4,388
| -91% | -$487K |
|
2262
Comfort Systems
FIX
$59.8B
| $45K | ﹤0.01% |
+2,329
| New | +$44K |
|
2263
CALL
GameStop
GME
$8.58B
| $45K | ﹤0.01% |
3,600
-10,000
| -74% | -$128K |
|
2264
W.W. Grainger
GWW
$60.3B
| $45K | ﹤0.01% |
+178
| New | +$46.3K |
|
2265
PUT
Hovnanian Enterprises
HOV
$818M
| $45K | ﹤0.01% |
268
+200
| +294% | +$26.1K |
|
2266
CALL
Hormel Foods
HRL
$13.8B
| $45K | ﹤0.01% |
+2,000
| New | +$43.8K |
|
|
2267
PUT
Hormel Foods
HRL
$13.8B
| $45K | ﹤0.01% |
2,000
| – | – |
|
2268
PUT
Northern Oil and Gas
NOG
$2.33B
| $45K | ﹤0.01% |
+300
| New | +$47.5K |
|
2269
CALL
Oshkosh
OSK
$9.58B
| $45K | ﹤0.01% |
900
+300
| +50% | +$15K |
|
2270
CALL
Viavi Solutions
VIAV
$9.65B
| $45K | ﹤0.01% |
6,153
-2,813
| -31% | -$21.4K |
|
2271
PUT
Ziff Davis
ZD
$2.03B
| $45K | ﹤0.01% |
1,035
-575
| -36% | -$24.8K |
|
|
AXE
2272
CALL
DELISTED
Anixter International Inc
AXE
| $45K | ﹤0.01% |
+500
| New | +$43.5K |
|
|
BMS
2273
PUT
DELISTED
Bemis
BMS
| $45K | ﹤0.01% |
+1,100
| New | +$43.2K |
|
|
INVN
2274
PUT
DELISTED
Invensense Inc
INVN
| $45K | ﹤0.01% |
2,200
-1,600
| -42% | -$28.6K |
|
|
SGI
2275
PUT
DELISTED
Silicon Graphics Intl.
SGI
| $45K | ﹤0.01% |
3,400
+1,900
| +127% | +$25.7K |
|
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.