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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 | |
|---|---|---|---|---|---|---|
|
1326
Teekay
TK
$946M
| $264K | ﹤0.01% |
5,503
-510,110
| -99% | -$22.3M |
|
|
PRE
1327
PUT
DELISTED
PARTNERRE LTD
PRE
| $264K | ﹤0.01% |
2,500
+1,900
| +317% | +$187K |
|
|
ACAS
1328
CALL
DELISTED
American Capital Ltd
ACAS
| $263K | ﹤0.01% |
16,800
+8,600
| +105% | +$125K |
|
1329
CALL
Illinois Tool Works
ITW
$85.5B
| $261K | ﹤0.01% |
3,100
+1,100
| +55% | +$86.8K |
|
1330
CALL
Kroger
KR
$34.7B
| $261K | ﹤0.01% |
13,200
+9,200
| +230% | +$190K |
|
1331
Roper Technologies
ROP
$39B
| $261K | ﹤0.01% |
1,882
+1,248
| +197% | +$162K |
|
1332
PUT
Avnet
AVT
$7.97B
| $260K | ﹤0.01% |
+5,900
| New | +$243K |
|
1333
CALL
Lumen
LUMN
$6.26B
| $258K | ﹤0.01% |
8,100
-320,800
| -98% | -$10.3M |
|
1334
CALL
Mattel
MAT
$4.2B
| $258K | ﹤0.01% |
5,400
+2,600
| +93% | +$116K |
|
1335
PENN Entertainment
PENN
$2.63B
| $258K | ﹤0.01% |
+18,028
| New | +$248K |
|
|
RAI
1336
DELISTED
Reynolds American Inc
RAI
| $258K | ﹤0.01% |
10,328
-86
| -0.8% | -$2.17K |
|
1337
PUT
W.W. Grainger
GWW
$60.7B
| $257K | ﹤0.01% |
1,000
+500
| +100% | +$130K |
|
1338
CALL
Vail Resorts
MTN
$5.39B
| $256K | ﹤0.01% |
3,400
+2,600
| +325% | +$188K |
|
1339
Everest Group
EG
$14.3B
| $255K | ﹤0.01% |
1,635
+310
| +23% | +$47.3K |
|
|
WFT
1340
DELISTED
Weatherford International plc
WFT
| $255K | ﹤0.01% |
16,445
+11,815
| +255% | +$188K |
|
|
CIT
1341
DELISTED
CIT Group Inc.
CIT
| $255K | ﹤0.01% |
4,897
-26,945
| -85% | -$1.34M |
|
1342
PUT
T-Mobile US
TMUS
$186B
| $254K | ﹤0.01% |
+7,550
| New | +$207K |
|
|
DST
1343
PUT
DELISTED
DST Systems Inc.
DST
| $253K | ﹤0.01% |
5,600
+4,800
| +600% | +$204K |
|
1344
CALL
Agnico Eagle Mines
AEM
$83.8B
| $252K | ﹤0.01% |
9,500
+7,000
| +280% | +$188K |
|
1345
CALL
Cognizant
CTSH
$25.1B
| $252K | ﹤0.01% |
5,000
+1,800
| +56% | +$82K |
|
|
PIR
1346
DELISTED
Pier 1 Imports, Inc.
PIR
| $252K | ﹤0.01% |
+545
| New | +$231K |
|
1347
MBIA
MBI
$270M
| $251K | ﹤0.01% |
21,000
+2,639
| +14% | +$30.4K |
|
1348
CALL
Moody's
MCO
$83.8B
| $251K | ﹤0.01% |
3,200
+2,400
| +300% | +$176K |
|
|
HSH
1349
DELISTED
HILLSHIRE BRANDS CO
HSH
| $251K | ﹤0.01% |
+7,496
| New | +$243K |
|
1350
PUT
Andersons Inc
ANDE
$2.38B
| $250K | ﹤0.01% |
4,200
+2,700
| +180% | +$144K |
|
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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.