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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 | |
|---|---|---|---|---|---|---|
1776
Brink's
BCO
$4.65B
| $112K | ﹤0.01% |
3,269
+2,927
| +856% | +$92K |
|
|
DFS
1777
PUT
DELISTED
Discover Financial Services
DFS
| $112K | ﹤0.01% |
2,000
+1,500
| +300% | +$78.6K |
|
1778
CALL
Lincoln National
LNC
$8.93B
| $112K | ﹤0.01% |
2,200
+400
| +22% | +$19.2K |
|
|
TWX
1779
CALL
DELISTED
Time Warner Inc
TWX
| $112K | ﹤0.01% |
1,669
-223,723
| -99% | -$14.5M |
|
1780
CALL
Bath & Body Works
BBWI
$4.06B
| $111K | ﹤0.01% |
+2,227
| New | +$111K |
|
|
IRBT
1781
PUT
DELISTED
iRobot
IRBT
| $111K | ﹤0.01% |
3,200
-1,200
| -27% | -$40.9K |
|
1782
CALL
PRA Group
PRAA
$692M
| $111K | ﹤0.01% |
+2,100
| New | +$119K |
|
1783
CALL
Avnet
AVT
$7.94B
| $110K | ﹤0.01% |
+2,500
| New | +$103K |
|
1784
PUT
Cognizant
CTSH
$25.6B
| $110K | ﹤0.01% |
2,200
-1,200
| -35% | -$54.7K |
|
1785
CALL
Sherwin-Williams
SHW
$88.2B
| $110K | ﹤0.01% |
1,800
+900
| +100% | +$55.1K |
|
1786
CALL
Teradata
TDC
$2.54B
| $110K | ﹤0.01% |
2,400
+2,100
| +700% | +$95.2K |
|
|
TSL
1787
PUT
DELISTED
Trina Solar Limited
TSL
| $110K | ﹤0.01% |
8,100
-200
| -2% | -$3K |
|
|
URS
1788
PUT
DELISTED
URS CORP
URS
| $110K | ﹤0.01% |
2,100
-400
| -16% | -$21.1K |
|
1789
Deutsche Bank
DB
$70.7B
| $109K | ﹤0.01% |
2,660
-8,211
| -76% | -$331K |
|
1790
PUT
Factset
FDS
$9.77B
| $109K | ﹤0.01% |
1,000
-12,200
| -92% | -$1.35M |
|
1791
CALL
VanEck Agribusiness ETF
MOO
$974M
| $109K | ﹤0.01% |
+2,000
| New | +$106K |
|
|
FLG
1792
PUT
Flagstar Bank National Association
FLG
$5.9B
| $109K | ﹤0.01% |
2,167
+1,034
| +91% | +$50.1K |
|
1793
PUT
Goodyear
GT
$1.94B
| $108K | ﹤0.01% |
4,500
+2,100
| +88% | +$46.5K |
|
1794
CALL
Manitowoc
MTW
$510M
| $108K | ﹤0.01% |
5,078
+2,539
| +100% | +$46.6K |
|
1795
Waste Management
WM
$91.5B
| $108K | ﹤0.01% |
2,409
+1,923
| +396% | +$84K |
|
|
PCP
1796
PUT
DELISTED
PRECISION CASTPARTS CORP
PCP
| $108K | ﹤0.01% |
400
| – | – |
|
|
POLY
1797
PUT
DELISTED
Plantronics, Inc.
POLY
| $107K | ﹤0.01% |
+2,300
| New | +$104K |
|
1798
PUT
Archrock
AROC
$5.84B
| $106K | ﹤0.01% |
3,100
+2,000
| +182% | +$61.7K |
|
1799
CSX Corp
CSX
$93.9B
| $106K | ﹤0.01% |
11,013
-34,611
| -76% | -$310K |
|
1800
CALL
Healthpeak Properties
DOC
$14.5B
| $106K | ﹤0.01% |
3,184
-110
| -3% | -$3.92K |
|
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.