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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 | |
|---|---|---|---|---|---|---|
76
Berkshire Hathaway Class B
BRK.B
$1.1T
| $60M | 0.29% |
506,369
+95,645
| +23% | +$11.1M |
|
77
CALL
Walmart Inc
WMT
$886B
| $59.9M | 0.29% |
2,282,100
+1,839,900
| +416% | +$47.5M |
|
78
CALL
Qualcomm
QCOM
$156B
| $59.2M | 0.29% |
797,000
+738,800
| +1,269% | +$52.1M |
|
|
GMCR
79
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $59M | 0.29% |
780,600
+747,600
| +2,265% | +$50.9M |
|
80
PUT
Las Vegas Sands
LVS
$31.8B
| $58.8M | 0.29% |
745,300
+249,400
| +50% | +$18M |
|
81
PUT
Deere & Co
DE
$161B
| $58.3M | 0.28% |
638,400
+90,500
| +17% | +$7.66M |
|
82
CALL
Micron Technology
MU
$953B
| $58.2M | 0.28% |
2,675,800
-7,900
| -0.3% | -$154K |
|
83
PUT
Ford
F
$58.7B
| $57.3M | 0.28% |
3,715,000
+341,200
| +10% | +$5.72M |
|
84
CALL
Occidental Petroleum
OXY
$56.5B
| $57.2M | 0.28% |
628,143
+475,334
| +311% | +$43.4M |
|
|
85
PUT
ExxonMobil
XOM
$641B
| $57M | 0.28% |
563,400
-261,000
| -32% | -$24.1M |
|
86
CALL
Halliburton
HAL
$27B
| $55.9M | 0.27% |
1,102,100
+876,300
| +388% | +$45.3M |
|
87
PUT
Netflix
NFLX
$298B
| $55.3M | 0.27% |
10,521,000
-5,866,000
| -36% | -$28.8M |
|
88
CALL
United States Oil Fund
USO
$2.15B
| $54.3M | 0.26% |
192,300
-14,638
| -7% | -$4.11M |
|
89
CALL
Microsoft
MSFT
$3.42T
| $54.2M | 0.26% |
1,448,300
-5,117,400
| -78% | -$186M |
|
90
PUT
Oracle
ORCL
$371B
| $53.6M | 0.26% |
1,401,800
+1,042,600
| +290% | +$35.8M |
|
|
FDO
91
PUT
DELISTED
FAMILY DOLLAR STORES
FDO
| $53.4M | 0.26% |
822,300
+27,600
| +3% | +$1.89M |
|
92
CALL
Meta Platforms (Facebook)
META
$1.4T
| $52.1M | 0.25% |
+954,300
| New | +$47.9M |
|
93
CALL
GE Aerospace
GE
$375B
| $50.3M | 0.24% |
374,548
+156,475
| +72% | +$19.7M |
|
94
PUT
Chevron
CVX
$391B
| $49.8M | 0.24% |
398,400
+206,300
| +107% | +$24.9M |
|
95
CALL
Intel
INTC
$467B
| $49M | 0.24% |
1,888,000
+269,400
| +17% | +$6.52M |
|
|
ANDV
96
DELISTED
Andeavor
ANDV
| $47.6M | 0.23% |
+814,431
| New | +$42.4M |
|
97
PUT
United Parcel Service
UPS
$88.6B
| $47.5M | 0.23% |
452,000
-809,000
| -64% | -$79.7M |
|
|
98
Sprott Physical Gold and Silver Trust
CEF
$7.42B
| $47.3M | 0.23% |
+3,567,654
| New | +$50.1M |
|
99
PUT
Merck
MRK
$322B
| $47.2M | 0.23% |
987,426
+499,687
| +102% | +$22.8M |
|
100
PUT
Baidu
BIDU
$37.4B
| $46.3M | 0.23% |
260,400
+56,300
| +28% | +$9.1M |
|
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.