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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 | |
|---|---|---|---|---|---|---|
51
PUT
Walt Disney
DIS
$167B
| $82.5M | 0.4% |
1,079,400
-287,000
| -21% | -$19.9M |
|
52
PUT
HP
HPQ
$24.9B
| $82.4M | 0.4% |
6,482,468
+1,365,240
| +27% | +$15.7M |
|
53
PUT
iShares US Real Estate ETF
IYR
$4.66B
| $81.7M | 0.4% |
1,294,600
+685,400
| +113% | +$44.1M |
|
54
PUT
VanEck Gold Miners ETF
GDX
$22.8B
| $81.2M | 0.39% |
3,841,200
+600,200
| +19% | +$13.9M |
|
55
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $80.4M | 0.39% |
677,800
+410,000
| +153% | +$47.4M |
|
56
PUT
eBay
EBAY
$50.6B
| $80.2M | 0.39% |
3,474,425
+2,283,336
| +192% | +$50.5M |
|
57
CALL
Amazon
AMZN
$2.91T
| $77.4M | 0.38% |
3,880,000
-3,438,000
| -47% | -$61.8M |
|
58
PUT
SPDR Gold Trust
GLD
$132B
| $75M | 0.36% |
645,800
-180,100
| -22% | -$22.1M |
|
59
PUT
MGM Resorts International
MGM
$11.4B
| $72M | 0.35% |
3,060,600
+1,620,900
| +113% | +$33M |
|
60
PUT
CF Industries
CF
$19.2B
| $71.8M | 0.35% |
1,541,000
+1,074,500
| +230% | +$47M |
|
61
CALL
Dollar General
DG
$28B
| $71.6M | 0.35% |
1,186,300
+849,500
| +252% | +$49.9M |
|
62
PUT
Wynn Resorts
WYNN
$10.3B
| $70.3M | 0.34% |
362,200
+2,700
| +0.8% | +$460K |
|
|
TWTR
63
PUT
DELISTED
Twitter, Inc.
TWTR
| $69.7M | 0.34% |
+1,094,500
| New | +$54.4M |
|
|
64
CALL
Wells Fargo
WFC
$261B
| $69.1M | 0.34% |
1,522,100
-192,800
| -11% | -$8.33M |
|
65
PUT
Cisco
CSCO
$457B
| $68.7M | 0.33% |
3,064,700
+633,700
| +26% | +$14M |
|
66
Invesco QQQ Trust
QQQ
$454B
| $67.8M | 0.33% |
770,396
+303,773
| +65% | +$25.3M |
|
|
67
Goldman Sachs
GS
$302B
| $65.6M | 0.32% |
370,199
-173,498
| -32% | -$28.6M |
|
68
PUT
General Motors
GM
$80.6B
| $64.9M | 0.32% |
1,588,700
+1,202,000
| +311% | +$45.4M |
|
69
PUT
Qualcomm
QCOM
$156B
| $64.7M | 0.32% |
871,800
+806,500
| +1,235% | +$56.9M |
|
70
Delta Air Lines
DAL
$57.9B
| $64.7M | 0.31% |
2,354,585
+1,064,724
| +83% | +$28.6M |
|
71
PUT
Coca-Cola
KO
$376B
| $64.6M | 0.31% |
1,563,400
-407,300
| -21% | -$16.1M |
|
72
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
| $62.7M | 0.31% |
228,650
+228,300
| +65,229% | +$62.4M |
|
73
CALL
JPMorgan Chase
JPM
$940B
| $61.6M | 0.3% |
1,053,600
-1,627,300
| -61% | -$89.2M |
|
74
CALL
iShares China Large-Cap ETF
FXI
$4.36B
| $60.4M | 0.29% |
1,574,300
+378,700
| +32% | +$14.5M |
|
|
SHLD
75
CALL
DELISTED
Sears Holding Corporation
SHLD
| $60.4M | 0.29% |
1,631,246
+1,233,239
| +310% | +$52M |
|
Similar funds
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.