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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 | |
|---|---|---|---|---|---|---|
|
ARUN
2276
PUT
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $45K | ﹤0.01% |
2,500
+1,700
| +213% | +$30.6K |
|
|
DCH
2277
Dauch Corp
DCH
$1.51B
| $44K | ﹤0.01% |
2,129
+1,217
| +133% | +$23.2K |
|
2278
PUT
Crown Castle
CCI
$32.2B
| $44K | ﹤0.01% |
600
-200
| -25% | -$14.8K |
|
2279
Chipotle Mexican Grill
CMG
$41.5B
| $44K | ﹤0.01% |
+4,100
| New | +$41.7K |
|
2280
CALL
Eldorado Gold
EGO
$9.89B
| $44K | ﹤0.01% |
1,520
-420
| -22% | -$12.9K |
|
2281
PUT
Itaú Unibanco
ITUB
$87.5B
| $44K | ﹤0.01% |
9,082
-247
| -3% | -$1.28K |
|
2282
Lincoln Electric
LECO
$15.4B
| $44K | ﹤0.01% |
+618
| New | +$43.4K |
|
2283
Natural Gas Services Group
NGS
$477M
| $44K | ﹤0.01% |
+1,590
| New | +$44.5K |
|
2284
CALL
Plexus
PLXS
$7.23B
| $44K | ﹤0.01% |
+1,000
| New | +$39.6K |
|
2285
PUT
Sturm, Ruger & Co
RGR
$593M
| $44K | ﹤0.01% |
600
-5,600
| -90% | -$395K |
|
2286
CALL
Universal Corp
UVV
$1.27B
| $44K | ﹤0.01% |
800
-1,000
| -56% | -$51.9K |
|
|
LGF
2287
CALL
DELISTED
Lions Gate Entertainment
LGF
| $44K | ﹤0.01% |
+1,400
| New | +$46.2K |
|
|
ARG
2288
PUT
DELISTED
Airgas Inc
ARG
| $44K | ﹤0.01% |
400
-400
| -50% | -$43.6K |
|
|
CNVR
2289
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $44K | ﹤0.01% |
1,880
+129
| +7% | +$2.7K |
|
|
CAVM
2290
PUT
DELISTED
Cavium, Inc.
CAVM
| $44K | ﹤0.01% |
1,300
-500
| -28% | -$18.7K |
|
|
ARMH
2291
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $44K | ﹤0.01% |
+800
| New | +$39K |
|
2292
PUT
Affiliated Managers Group
AMG
$9.76B
| $43K | ﹤0.01% |
200
+100
| +100% | +$20K |
|
2293
CALL
BlackBerry
BB
$5.26B
| $43K | ﹤0.01% |
+5,800
| New | +$40.9K |
|
2294
PUT
AB InBev
BUD
$165B
| $43K | ﹤0.01% |
400
-3,400
| -89% | -$347K |
|
2295
PUT
CBRE Group
CBRE
$42.9B
| $43K | ﹤0.01% |
1,600
-500
| -24% | -$11.9K |
|
2296
PUT
Campbell Soup
CPB
$6.87B
| $43K | ﹤0.01% |
1,000
-800
| -44% | -$33.1K |
|
2297
CALL
Herc Holdings
HRI
$5.61B
| $43K | ﹤0.01% |
500
-1,367
| -73% | -$97.6K |
|
2298
Jacobs Solutions
J
$17B
| $43K | ﹤0.01% |
+817
| New | +$40.5K |
|
2299
CALL
Lam Research
LRCX
$390B
| $43K | ﹤0.01% |
8,000
-108,000
| -93% | -$568K |
|
2300
PUT
Nucor
NUE
$62.1B
| $43K | ﹤0.01% |
800
-32,100
| -98% | -$1.66M |
|
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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.