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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 | |
|---|---|---|---|---|---|---|
1751
CALL
AB InBev
BUD
$166B
| $117K | ﹤0.01% |
1,100
-4,100
| -79% | -$419K |
|
1752
PUT
Copart
CPRT
$26.6B
| $117K | ﹤0.01% |
25,600
-18,400
| -42% | -$77.2K |
|
1753
CALL
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.4M
| $117K | ﹤0.01% |
1,300
-3,500
| -73% | -$325K |
|
1754
Tenet Healthcare
THC
$20.9B
| $117K | ﹤0.01% |
+2,774
| New | +$121K |
|
|
BIG
1755
DELISTED
Big Lots, Inc.
BIG
| $117K | ﹤0.01% |
3,626
+1,668
| +85% | +$59.3K |
|
|
ANN
1756
CALL
DELISTED
ANN INC
ANN
| $117K | ﹤0.01% |
3,200
-5,600
| -64% | -$198K |
|
1757
PUT
JB Hunt Transport Services
JBHT
$25.3B
| $116K | ﹤0.01% |
1,500
+200
| +15% | +$14.9K |
|
1758
PUT
Jabil
JBL
$36.6B
| $116K | ﹤0.01% |
6,700
+600
| +10% | +$12.2K |
|
1759
CALL
Microchip Technology
MCHP
$42.6B
| $116K | ﹤0.01% |
5,200
-65,000
| -93% | -$1.36M |
|
1760
Western Union
WU
$2.22B
| $116K | ﹤0.01% |
6,697
-71,670
| -91% | -$1.26M |
|
|
GES
1761
CALL
DELISTED
Guess Inc
GES
| $115K | ﹤0.01% |
3,700
-1,500
| -29% | -$47.6K |
|
|
TGNA
1762
DELISTED
TEGNA Inc
TGNA
| $115K | ﹤0.01% |
+7,411
| New | +$105K |
|
1763
Universal Health Services
UHS
$10.3B
| $115K | ﹤0.01% |
1,416
+791
| +127% | +$63.2K |
|
|
CYT
1764
DELISTED
CYTEC INDS INC
CYT
| $115K | ﹤0.01% |
+2,466
| New | +$107K |
|
1765
PUT
Albemarle
ALB
$14.9B
| $114K | ﹤0.01% |
+1,800
| New | +$119K |
|
1766
PUT
Energy Transfer Partners
ET
$70.8B
| $114K | ﹤0.01% |
5,600
-74,800
| -93% | -$1.35M |
|
1767
Pitney Bowes
PBI
$2.47B
| $114K | ﹤0.01% |
+4,906
| New | +$106K |
|
1768
Ryder
R
$10.1B
| $114K | ﹤0.01% |
1,541
+1,395
| +955% | +$92.4K |
|
|
SNP
1769
CALL
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $114K | ﹤0.01% |
1,400
| – | – |
|
|
LNCO
1770
PUT
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $114K | ﹤0.01% |
+3,696
| New | +$113K |
|
|
1771
AB InBev
BUD
$166B
| $113K | ﹤0.01% |
+1,059
| New | +$108K |
|
|
1772
JB Hunt Transport Services
JBHT
$25.3B
| $113K | ﹤0.01% |
1,468
-1,306
| -47% | -$97.4K |
|
1773
Unisys
UIS
$213M
| $113K | ﹤0.01% |
3,353
+3,238
| +2,816% | +$89.7K |
|
|
BEAV
1774
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $113K | ﹤0.01% |
1,795
+1,104
| +160% | +$65.9K |
|
|
CHL
1775
DELISTED
China Mobile Limited
CHL
| $113K | ﹤0.01% |
2,168
-2,490
| -53% | -$132K |
|
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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.