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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 | |
|---|---|---|---|---|---|---|
126
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
| $34.3M | 0.17% |
777,600
-371,000
| -32% | -$15.8M |
|
127
PUT
Philip Morris
PM
$297B
| $34.2M | 0.17% |
392,900
-175,000
| -31% | -$15.3M |
|
128
CALL
General Motors
GM
$80.4B
| $34.2M | 0.17% |
837,200
+373,900
| +81% | +$14.1M |
|
129
PUT
HF Sinclair
DINO
$16.5B
| $33.9M | 0.16% |
682,000
+674,400
| +8,874% | +$30.7M |
|
|
130
Archer Daniels Midland
ADM
$38.2B
| $33.9M | 0.16% |
780,044
+768,362
| +6,577% | +$31.1M |
|
|
VXX
131
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $33.7M | 0.16% |
+49,547
| New | +$39.5M |
|
132
Walt Disney
DIS
$167B
| $32.2M | 0.16% |
421,091
+346,468
| +464% | +$24M |
|
|
WBA
133
DELISTED
Walgreens Boots Alliance
WBA
| $32.2M | 0.16% |
559,958
+95,188
| +20% | +$5.54M |
|
134
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $31.9M | 0.16% |
758,300
-59,100
| -7% | -$2.32M |
|
135
PUT
Macy's
M
$6.53B
| $31.8M | 0.15% |
594,900
+351,400
| +144% | +$17M |
|
136
JPMorgan Chase
JPM
$935B
| $31.7M | 0.15% |
541,921
+530,276
| +4,554% | +$29.1M |
|
|
CELG
137
PUT
DELISTED
Celgene Corp
CELG
| $31.6M | 0.15% |
373,600
+128,000
| +52% | +$10.1M |
|
|
AMTD
138
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $31.3M | 0.15% |
1,022,500
| – | – |
|
139
Microsoft
MSFT
$3.45T
| $30.8M | 0.15% |
823,624
+813,142
| +7,758% | +$29.5M |
|
140
eBay
EBAY
$50.6B
| $30.7M | 0.15% |
1,330,881
+809,261
| +155% | +$17.9M |
|
141
CALL
Williams Companies
WMB
$87.5B
| $29.9M | 0.15% |
775,600
+745,200
| +2,451% | +$26.8M |
|
|
FDO
142
DELISTED
FAMILY DOLLAR STORES
FDO
| $29.8M | 0.14% |
458,331
+74,763
| +19% | +$5.12M |
|
143
CALL
United Parcel Service
UPS
$88.6B
| $29.6M | 0.14% |
281,300
-136,000
| -33% | -$13.4M |
|
|
DTV
144
DELISTED
DIRECTV COM STK (DE)
DTV
| $29.4M | 0.14% |
+426,006
| New | +$27.3M |
|
145
CALL
Booking.com
BKNG
$149B
| $28.8M | 0.14% |
620,000
| – | – |
|
146
CALL
Las Vegas Sands
LVS
$31.7B
| $28.7M | 0.14% |
364,500
-143,700
| -28% | -$10.3M |
|
147
CME Group
CME
$96.3B
| $28.7M | 0.14% |
365,310
+330,049
| +936% | +$25.8M |
|
148
VanEck Gold Miners ETF
GDX
$22.7B
| $28.3M | 0.14% |
1,340,083
+404,932
| +43% | +$9.35M |
|
149
PUT
Corning
GLW
$119B
| $27.4M | 0.13% |
1,539,400
+1,267,400
| +466% | +$20.9M |
|
150
PUT
UnitedHealth
UNH
$376B
| $27.4M | 0.13% |
364,000
+349,100
| +2,343% | +$25.1M |
|
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.