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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 | |
|---|---|---|---|---|---|---|
101
CALL
Bank of America
BAC
$436B
| $43.8M | 0.21% |
2,811,300
+236,400
| +9% | +$3.51M |
|
102
CALL
American International
AIG
$41.7B
| $43.5M | 0.21% |
851,600
-73,700
| -8% | -$3.67M |
|
|
MON
103
PUT
DELISTED
Monsanto Co
MON
| $42.7M | 0.21% |
366,400
+83,400
| +29% | +$9.11M |
|
104
CALL
Philip Morris
PM
$299B
| $42.5M | 0.21% |
487,600
+170,800
| +54% | +$14.9M |
|
|
AMTD
105
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $42.4M | 0.21% |
1,384,000
+403,000
| +41% | +$11.5M |
|
106
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.9B
| $42.4M | 0.21% |
811,300
-887,000
| -52% | -$43.6M |
|
|
POT
107
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $42.1M | 0.21% |
1,278,400
-55,200
| -4% | -$1.76M |
|
108
PUT
SLB Ltd
SLB
$73.4B
| $41.3M | 0.2% |
458,600
+258,700
| +129% | +$23.4M |
|
|
B
109
PUT
Barrick Mining
B
$61.7B
| $40.2M | 0.2% |
2,282,400
+1,976,600
| +646% | +$34.8M |
|
110
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.89B
| $39.9M | 0.19% |
949,100
+679,500
| +252% | +$26.6M |
|
111
PUT
Bristol-Myers Squibb
BMY
$133B
| $39.6M | 0.19% |
745,800
+297,000
| +66% | +$15.1M |
|
112
PUT
McDonald's
MCD
$192B
| $39.5M | 0.19% |
406,800
-279,600
| -41% | -$26.9M |
|
|
FITB
113
PUT
Fifth Third Bancorp
FITB
$51.3B
| $39.2M | 0.19% |
1,866,200
+1,579,400
| +551% | +$30.9M |
|
114
PUT
Comcast
CMCSA
$85.3B
| $39.1M | 0.19% |
1,503,200
-294,000
| -16% | -$7.08M |
|
115
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $38.9M | 0.19% |
2,025,857
+99,561
| +5% | +$1.83M |
|
|
GMCR
116
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $38.8M | 0.19% |
513,100
+374,700
| +271% | +$25.5M |
|
117
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| $38.2M | 0.19% |
1,809,000
-397,700
| -18% | -$9.19M |
|
118
CALL
Alphabet (Google) Class C
GOOG
$4.34T
| $37.9M | 0.18% |
+1,357,068
| New | +$34.3M |
|
119
CALL
SPDR Gold Trust
GLD
$132B
| $37.6M | 0.18% |
323,900
-80,900
| -20% | -$9.93M |
|
120
PUT
Pfizer
PFE
$143B
| $37M | 0.18% |
1,272,178
-49,854
| -4% | -$1.45M |
|
121
CALL
AutoZone
AZO
$49.3B
| $36.4M | 0.18% |
76,200
+2,700
| +4% | +$1.21M |
|
122
CALL
IBM
IBM
$208B
| $36.1M | 0.18% |
201,250
-224,367
| -53% | -$38.7M |
|
123
CALL
Caterpillar
CAT
$378B
| $35.9M | 0.17% |
395,600
+249,000
| +170% | +$21.3M |
|
124
PUT
BP
BP
$116B
| $35.5M | 0.17% |
893,315
+600,393
| +205% | +$22.4M |
|
125
CALL
Cisco
CSCO
$457B
| $34.8M | 0.17% |
1,551,900
+62,500
| +4% | +$1.38M |
|
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.