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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 | |
|---|---|---|---|---|---|---|
26
PUT
State Street SPDR S&P Retail ETF
XRT
$450M
| $152M | 0.74% |
3,452,400
-1,057,800
| -23% | -$45.1M |
|
27
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.4B
| $144M | 0.7% |
3,257,600
+860,800
| +36% | +$37.1M |
|
|
28
CALL
Procter & Gamble
PG
$335B
| $140M | 0.68% |
1,721,300
-1,275,900
| -43% | -$104M |
|
29
PUT
Bank of America
BAC
$436B
| $136M | 0.66% |
8,724,600
-1,496,100
| -15% | -$22.2M |
|
30
PUT
US Bancorp
USB
$98.1B
| $129M | 0.63% |
3,188,600
+654,400
| +26% | +$25.1M |
|
|
31
iShares MSCI Brazil ETF
EWZ
$9.28B
| $126M | 0.61% |
2,827,894
+1,859,117
| +192% | +$88.3M |
|
|
32
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.4B
| $121M | 0.59% |
2,745,000
+1,659,600
| +153% | +$71.5M |
|
33
CALL
Chipotle Mexican Grill
CMG
$47.6B
| $119M | 0.58% |
11,200,000
+1,210,000
| +12% | +$12.3M |
|
34
PUT
Home Depot
HD
$331B
| $119M | 0.58% |
1,441,800
+1,353,400
| +1,531% | +$105M |
|
|
VXX
35
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $113M | 0.55% |
+166,080
| New | +$132M |
|
|
36
PUT
Chipotle Mexican Grill
CMG
$47.6B
| $108M | 0.53% |
10,175,000
+2,625,000
| +35% | +$26.7M |
|
37
PUT
Boeing
BA
$170B
| $108M | 0.52% |
789,800
+313,900
| +66% | +$40.8M |
|
38
PUT
JPMorgan Chase
JPM
$939B
| $106M | 0.52% |
1,816,300
+85,100
| +5% | +$4.66M |
|
39
PUT
Gilead Sciences
GILD
$162B
| $105M | 0.51% |
1,397,400
+75,700
| +6% | +$5.27M |
|
40
PUT
Booking.com
BKNG
$151B
| $98.3M | 0.48% |
2,115,000
-432,500
| -17% | -$19.2M |
|
41
CALL
iShares MSCI EAFE ETF
EFA
$78.1B
| $98.2M | 0.48% |
1,464,300
-328,700
| -18% | -$21.5M |
|
42
CALL
Morgan Stanley
MS
$331B
| $96.4M | 0.47% |
3,075,600
-173,800
| -5% | -$5.17M |
|
43
PUT
Intel
INTC
$466B
| $95.8M | 0.47% |
3,692,900
+2,207,800
| +149% | +$53.4M |
|
44
PUT
GE Aerospace
GE
$374B
| $90.9M | 0.44% |
676,733
+206,158
| +44% | +$26M |
|
|
45
CALL
ExxonMobil
XOM
$640B
| $89.2M | 0.43% |
881,200
-1,947,600
| -69% | -$180M |
|
46
PUT
Invesco QQQ Trust
QQQ
$453B
| $89.1M | 0.43% |
1,012,600
-1,810,800
| -64% | -$151M |
|
|
47
CALL
Home Depot
HD
$331B
| $87.9M | 0.43% |
1,068,100
+388,800
| +57% | +$30.3M |
|
48
PUT
American Express
AXP
$228B
| $86.2M | 0.42% |
950,100
+689,800
| +265% | +$56.7M |
|
49
PUT
iShares China Large-Cap ETF
FXI
$4.35B
| $85.1M | 0.41% |
2,217,200
-107,300
| -5% | -$4.1M |
|
|
50
CALL
Goldman Sachs
GS
$302B
| $84.3M | 0.41% |
475,600
-233,400
| -33% | -$38.5M |
|
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.