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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 | |
|---|---|---|---|---|---|---|
2026
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.35B
| $72K | ﹤0.01% |
1,400
-10,200
| -88% | -$496K |
|
2027
CALL
The Greenbrier Companies
GBX
$1.48B
| $72K | ﹤0.01% |
2,200
+700
| +47% | +$20.6K |
|
2028
CALL
Huntington Bancshares
HBAN
$35.1B
| $72K | ﹤0.01% |
7,500
+3,000
| +67% | +$26.9K |
|
2029
Herbalife
HLF
$1.21B
| $72K | ﹤0.01% |
1,826
+46
| +3% | +$1.59K |
|
2030
Jabil
JBL
$36.1B
| $72K | ﹤0.01% |
4,108
+1,809
| +79% | +$36.7K |
|
2031
PUT
Xerox
XRX
$424M
| $72K | ﹤0.01% |
2,239
| – | – |
|
|
RAD
2032
CALL
DELISTED
Rite Aid Corporation
RAD
| $72K | ﹤0.01% |
700
+555
| +383% | +$59K |
|
|
TIVO
2033
PUT
DELISTED
TIVO INC
TIVO
| $72K | ﹤0.01% |
5,500
-10,400
| -65% | -$135K |
|
2034
CALL
Crown Holdings
CCK
$13.2B
| $71K | ﹤0.01% |
1,600
+1,000
| +167% | +$42.8K |
|
2035
CALL
Imperial Oil
IMO
$61.1B
| $71K | ﹤0.01% |
+1,600
| New | +$69.6K |
|
2036
PUT
Marvell Technology
MRVL
$189B
| $71K | ﹤0.01% |
5,000
+2,100
| +72% | +$27K |
|
2037
CALL
PACCAR
PCAR
$69.5B
| $71K | ﹤0.01% |
1,800
-21,150
| -92% | -$801K |
|
|
PL
2038
CALL
DELISTED
PROTECTIVE LIFE CORP
PL
| $71K | ﹤0.01% |
+1,400
| New | +$65.9K |
|
|
JOSB
2039
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
| $71K | ﹤0.01% |
1,300
+1,296
| +32,400% | +$66.4K |
|
2040
CALL
America Movil
AMX
$71.8B
| $70K | ﹤0.01% |
3,000
+1,600
| +114% | +$34.9K |
|
2041
PUT
Jack in the Box
JACK
$331M
| $70K | ﹤0.01% |
+1,400
| New | +$61.7K |
|
2042
CALL
Pentair
PNR
$11.2B
| $70K | ﹤0.01% |
+1,340
| New | +$62.3K |
|
|
ATW
2043
PUT
DELISTED
Atwood Oceanics
ATW
| $70K | ﹤0.01% |
+1,300
| New | +$70.1K |
|
|
MHFI
2044
CALL
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $70K | ﹤0.01% |
900
-400
| -31% | -$28.7K |
|
|
CVD
2045
PUT
DELISTED
COVANCE INC.
CVD
| $70K | ﹤0.01% |
+800
| New | +$69.2K |
|
|
DGI
2046
DELISTED
DigitalGlobe Inc.
DGI
| $70K | ﹤0.01% |
1,700
+1,380
| +431% | +$49.7K |
|
2047
CALL
Edison International
EIX
$25.9B
| $69K | ﹤0.01% |
+1,500
| New | +$70.9K |
|
2048
PUT
Insight Enterprises
NSIT
$4.51B
| $69K | ﹤0.01% |
3,000
+2,500
| +500% | +$54.8K |
|
|
RWT
2049
Redwood Trust
RWT
$573M
| $69K | ﹤0.01% |
3,566
+3,167
| +794% | +$58.4K |
|
2050
World Kinect Corp
WKC
$1.9B
| $69K | ﹤0.01% |
1,601
+1,521
| +1,901% | +$59.9K |
|
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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.