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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+9.11%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$20.6B
AUM Growth
+$1.56B
(+8.2%)
Cap. Flow
+$599M
Cap. Flow
% of AUM
2.92%
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 | Miscellaneous | 90.91% |
| 2 | Consumer Staples | 2.15% |
| 3 | Financials | 1.84% |
| 4 | Technology | 1.06% |
| 5 | Industrials | 0.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ENT
1151
DELISTED
Global Eagle Entertainment Inc.
ENT
| $387K | ﹤0.01% |
+1,040
| New | +$319K |
|
1152
ArcelorMittal
MT
$58.1B
| $386K | ﹤0.01% |
9,457
-268,022
| -97% | -$9.97M |
|
1153
PUT
The Greenbrier Companies
GBX
$1.32B
| $384K | ﹤0.01% |
11,700
+4,200
| +56% | +$123K |
|
1154
CALL
FirstEnergy
FE
$26.9B
| $383K | ﹤0.01% |
11,600
+10,400
| +867% | +$366K |
|
1155
PUT
Pricesmart
PSMT
$5.34B
| $382K | ﹤0.01% |
3,300
-200
| -6% | -$22.5K |
|
1156
CALL
Exelon
EXC
$45.3B
| $381K | ﹤0.01% |
19,488
-5,187
| -21% | -$104K |
|
|
ADT
1157
CALL
DELISTED
ADT Corp
ADT
| $380K | ﹤0.01% |
+9,400
| New | +$387K |
|
|
TRW
1158
PUT
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $380K | ﹤0.01% |
5,100
+3,900
| +325% | +$293K |
|
1159
CALL
AllianceBernstein
AB
$3.42B
| $378K | ﹤0.01% |
17,700
+11,100
| +168% | +$238K |
|
1160
CALL
Flowserve
FLS
$9.79B
| $378K | ﹤0.01% |
+4,800
| New | +$333K |
|
|
SOHU
1161
CALL
Sohu.com
SOHU
$358M
| $378K | ﹤0.01% |
5,200
+2,700
| +108% | +$193K |
|
|
LXK
1162
CALL
DELISTED
Lexmark Intl Inc
LXK
| $377K | ﹤0.01% |
10,600
+4,600
| +77% | +$162K |
|
1163
PUT
Designer Brands
DBI
$264M
| $376K | ﹤0.01% |
8,800
+1,800
| +26% | +$78.1K |
|
1164
PUT
Alaska Air
ALK
$4.55B
| $374K | ﹤0.01% |
+10,200
| New | +$362K |
|
|
EEP
1165
CALL
DELISTED
Enbridge Energy Partners
EEP
| $374K | ﹤0.01% |
12,500
+7,000
| +127% | +$209K |
|
|
BWLD
1166
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $372K | ﹤0.01% |
2,525
+44
| +2% | +$6.05K |
|
1167
CALL
Assured Guaranty
AGO
$3.21B
| $370K | ﹤0.01% |
+15,700
| New | +$341K |
|
1168
Canadian National Railway
CNI
$74.3B
| $370K | ﹤0.01% |
6,487
+4,259
| +191% | +$234K |
|
1169
Oneok
OKE
$61.5B
| $370K | ﹤0.01% |
6,797
-296,485
| -98% | -$14.9M |
|
1170
PUT
Hasbro
HAS
$12.7B
| $369K | ﹤0.01% |
6,700
+4,700
| +235% | +$240K |
|
|
TIVO
1171
CALL
DELISTED
TIVO INC
TIVO
| $369K | ﹤0.01% |
28,200
+10,600
| +60% | +$137K |
|
1172
Harley-Davidson
HOG
$2.83B
| $368K | ﹤0.01% |
5,311
+2,868
| +117% | +$190K |
|
1173
PUT
Murphy Oil
MUR
$5.39B
| $368K | ﹤0.01% |
5,700
+4,800
| +533% | +$301K |
|
1174
CALL
Target
TGT
$73.9B
| $368K | ﹤0.01% |
5,800
-55,400
| -91% | -$3.54M |
|
1175
PUT
Rockwell Automation
ROK
$47.7B
| $366K | ﹤0.01% |
3,100
+400
| +15% | +$44.5K |
|
Similar funds
TI
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 Miscellaneous at 91% of assets, down from 93% a quarter earlier, followed by Consumer Staples and Financials.
- 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.