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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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$785B
| $1.07B | 5.19% |
5,771,700
-7,208,600
| -56% | -$1.28B |
|
2
PUT
Apple
AAPL
$4.42T
| $602M | 2.93% |
30,035,600
-4,650,800
| -13% | -$87.9M |
|
|
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$785B
| $467M | 2.27% |
2,525,900
+2,249,500
| +814% | +$398M |
|
4
PUT
Citigroup
C
$223B
| $420M | 2.05% |
8,068,200
-1,792,600
| -18% | -$90.7M |
|
|
5
CALL
Apple
AAPL
$4.42T
| $418M | 2.03% |
20,854,400
+4,009,600
| +24% | +$75.7M |
|
|
6
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
| $414M | 2.01% |
9,264,800
-1,246,900
| -12% | -$59.2M |
|
7
CALL
iShares Russell 2000 ETF
IWM
$79.5B
| $391M | 1.9% |
3,389,900
-3,333,200
| -50% | -$368M |
|
|
8
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
| $388M | 1.89% |
8,687,600
+1,192,800
| +16% | +$56.7M |
|
|
9
PUT
iShares Russell 2000 ETF
IWM
$79.5B
| $356M | 1.73% |
3,084,500
+1,002,700
| +48% | +$111M |
|
|
10
PUT
Goldman Sachs
GS
$301B
| $338M | 1.65% |
1,907,700
+146,300
| +8% | +$24.1M |
|
|
11
PUT
Wells Fargo
WFC
$261B
| $333M | 1.62% |
7,345,700
+1,254,800
| +21% | +$54.2M |
|
|
12
Procter & Gamble
PG
$335B
| $326M | 1.58% |
4,000,605
+1,456,936
| +57% | +$119M |
|
|
13
PUT
Procter & Gamble
PG
$335B
| $321M | 1.56% |
3,939,100
+1,142,200
| +41% | +$93.1M |
|
14
PUT
Alphabet (Google) Class C
GOOG
$4.31T
| $289M | 1.41% |
10,350,652
+1,818,792
| +21% | +$46M |
|
15
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.7B
| $277M | 1.35% |
6,637,300
-1,005,300
| -13% | -$42.1M |
|
|
16
CALL
Citigroup
C
$223B
| $233M | 1.13% |
4,476,100
-1,497,000
| -25% | -$75.8M |
|
|
YHOO
17
PUT
DELISTED
Yahoo Inc
YHOO
| $208M | 1.01% |
5,137,300
+1,786,500
| +53% | +$64.1M |
|
18
PUT
Microsoft
MSFT
$3.43T
| $201M | 0.98% |
5,367,700
-2,460,600
| -31% | -$89.4M |
|
19
PUT
Morgan Stanley
MS
$332B
| $196M | 0.96% |
6,259,300
-869,600
| -12% | -$25.9M |
|
20
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42B
| $188M | 0.92% |
1,847,600
+953,100
| +107% | +$99.8M |
|
21
PUT
Amazon
AMZN
$2.9T
| $182M | 0.88% |
9,120,000
+4,162,000
| +84% | +$74.8M |
|
22
PUT
iShares MSCI EAFE ETF
EFA
$77.8B
| $181M | 0.88% |
2,692,200
-18,500
| -0.7% | -$1.21M |
|
23
PUT
Meta Platforms (Facebook)
META
$1.39T
| $167M | 0.81% |
+3,047,200
| New | +$153M |
|
|
24
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.7B
| $160M | 0.78% |
3,831,600
+782,100
| +26% | +$32.8M |
|
25
PUT
Caterpillar
CAT
$375B
| $156M | 0.76% |
1,719,500
+1,067,000
| +164% | +$91.1M |
|
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.