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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 | |
|---|---|---|---|---|---|---|
|
CMCSK
376
CALL
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $6.48M | 0.03% |
130,000
-70,000
| -35% | -$3.49M |
|
377
PUT
PNC Financial Services
PNC
$99.7B
| $6.46M | 0.03% |
83,300
+35,000
| +72% | +$2.62M |
|
378
Viatris
VTRS
$20.4B
| $6.42M | 0.03% |
147,922
+6,691
| +5% | +$275K |
|
379
PUT
TSMC
TSM
$2.1T
| $6.41M | 0.03% |
367,500
+366,000
| +24,400% | +$6.5M |
|
380
CALL
Amgen
AMGN
$208B
| $6.4M | 0.03% |
56,100
-109,900
| -66% | -$12.5M |
|
381
PUT
Texas Instruments
TXN
$252B
| $6.39M | 0.03% |
145,500
-177,500
| -55% | -$7.43M |
|
382
PUT
Blackrock
BLK
$169B
| $6.36M | 0.03% |
20,100
+1,100
| +6% | +$328K |
|
|
APC
383
CALL
DELISTED
Anadarko Petroleum
APC
| $6.34M | 0.03% |
79,900
+77,800
| +3,705% | +$6.97M |
|
384
PUT
PACCAR
PCAR
$69.8B
| $6.33M | 0.03% |
160,350
-10,650
| -6% | -$403K |
|
385
Target
TGT
$65.6B
| $6.15M | 0.03% |
97,262
+81,759
| +527% | +$5.23M |
|
386
PUT
Barclays
BCS
$92.7B
| $6.15M | 0.03% |
366,449
+7,673
| +2% | +$122K |
|
387
Conagra Brands
CAG
$6.94B
| $6.11M | 0.03% |
233,023
+227,143
| +3,863% | +$5.68M |
|
388
CALL
Wolfspeed
WOLF
$1.23B
| $6.1M | 0.03% |
97,400
+74,400
| +323% | +$4.59M |
|
389
CALL
MetLife
MET
$61.9B
| $6.08M | 0.03% |
126,562
-5,161
| -4% | -$231K |
|
|
OCR
390
CALL
DELISTED
OMNICARE INC
OCR
| $6.04M | 0.03% |
+100,000
| New | +$5.73M |
|
391
PUT
ING
ING
$99.8B
| $6.01M | 0.03% |
429,000
-296,000
| -41% | -$3.78M |
|
392
PUT
McKesson
MCK
$100B
| $5.92M | 0.03% |
36,700
+35,200
| +2,347% | +$5.41M |
|
393
PUT
NetEase
NTES
$85.3B
| $5.9M | 0.03% |
375,500
+30,000
| +9% | +$421K |
|
|
APC
394
PUT
DELISTED
Anadarko Petroleum
APC
| $5.88M | 0.03% |
74,200
+71,600
| +2,754% | +$6.42M |
|
395
PUT
Newmont
NEM
$98.7B
| $5.86M | 0.03% |
254,400
+42,900
| +20% | +$1.1M |
|
|
BRCM
396
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $5.85M | 0.03% |
197,100
+1,200
| +0.6% | +$32.7K |
|
397
Assured Guaranty
AGO
$3.66B
| $5.83M | 0.03% |
246,933
+239,823
| +3,373% | +$5.22M |
|
398
CALL
Amphenol
APH
$198B
| $5.82M | 0.03% |
522,400
+520,800
| +32,550% | +$5.38M |
|
|
ESRX
399
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $5.82M | 0.03% |
+82,800
| New | +$5.41M |
|
400
CALL
Boeing
BA
$171B
| $5.79M | 0.03% |
42,400
-366,300
| -90% | -$47.6M |
|
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.