We are live on ! Find out more
Parallax Volatility Advisers

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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$20.6B
AUM Growth
+$1.56B
Cap. Flow
-$140M
Cap. Flow %
-0.68%
Top 10 Hldgs %
23.65%
Holding
3,825
New
798
Increased
1,420
Reduced
941
Closed
509

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$119M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$88.3M
3
CEF icon
Sprott Physical Gold and Silver Trust
CEF
+$50.1M
4
ANDV
Andeavor
ANDV
+$42.4M
5
ADM icon
Archer Daniels Midland
ADM
+$31.1M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$33.4M
2
GS icon
Goldman Sachs
GS
+$28.6M
3
XOM icon
ExxonMobil
XOM
+$25.5M
4
TK icon
Teekay
TK
+$22.3M
5
PRU icon
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
IWN icon
1926
iShares Russell 2000 Value ETF
IWN
$14.5B
$86K ﹤0.01%
865
-7,130
-89% -$681K
PEG icon
1927
CALL
Public Service Enterprise Group
PEG
$37.4B
$86K ﹤0.01%
+2,700
New +$89.3K
SF
1928
PUT
Stifel
SF
$12.6B
$86K ﹤0.01%
+4,050
New +$77.7K
ZUMZ icon
1929
PUT
Zumiez
ZUMZ
$332M
$86K ﹤0.01%
+3,300
New +$91.9K
EV
1930
CALL
DELISTED
Eaton Vance Corp.
EV
$86K ﹤0.01%
2,000
+1,700
+567% +$70.2K
BGC
1931
DELISTED
General Cable Corporation
BGC
$86K ﹤0.01%
2,913
+2,511
+625% +$76K
GOLD
1932
PUT
DELISTED
Randgold Resources Ltd
GOLD
$86K ﹤0.01%
1,421
-812
-36% -$55.8K
DHR icon
1933
CALL
Danaher
DHR
$141B
$85K ﹤0.01%
1,637
-1,041
-39% -$51.2K
FLO icon
1934
Flowers Foods
FLO
$1.53B
$85K ﹤0.01%
3,982
+530
+15% +$12K
IT icon
1935
PUT
Gartner
IT
$11.7B
$85K ﹤0.01%
+1,200
New +$75.8K
PHG icon
1936
Philips
PHG
$25.7B
$85K ﹤0.01%
+3,319
New +$79.9K
SMH icon
1937
PUT
VanEck Semiconductor ETF
SMH
$71.8B
$85K ﹤0.01%
4,000
+3,000
+300% +$61.5K
VOO icon
1938
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
$85K ﹤0.01%
+500
New +$81.1K
ETFC
1939
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$85K ﹤0.01%
4,300
-79,900
-95% -$1.42M
TYC
1940
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$85K ﹤0.01%
2,005
+1,528
+320% +$59.4K
CLNE icon
1941
CALL
Clean Energy Fuels
CLNE
$410M
$84K ﹤0.01%
6,600
+3,000
+83% +$36.6K
CNX icon
1942
PUT
CNX Resources
CNX
$5.2B
$84K ﹤0.01%
2,640
-1,080
-29% -$33K
LII icon
1943
Lennox International
LII
$15.1B
$84K ﹤0.01%
988
+567
+135% +$45K
OI icon
1944
O-I Glass
OI
$1.09B
$84K ﹤0.01%
2,351
+1,316
+127% +$42.4K
SWKS icon
1945
PUT
Skyworks Solutions
SWKS
$10.1B
$84K ﹤0.01%
2,900
-28,300
-91% -$741K
MDC
1946
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$84K ﹤0.01%
3,611
-9,722
-73% -$206K
KFN
1947
CALL
DELISTED
KKR FINANCIAL HOLDINGS LLC COM
KFN
$84K ﹤0.01%
6,900
+6,400
+1,280% +$65.6K
HEES
1948
PUT
DELISTED
H&E Equipment Services
HEES
$83K ﹤0.01%
+2,800
New +$76.7K
IWB icon
1949
PUT
iShares Russell 1000 ETF
IWB
$49.7B
$83K ﹤0.01%
+800
New +$79.1K
KMT icon
1950
PUT
Kennametal
KMT
$2.58B
$83K ﹤0.01%
1,600
– –
76 77
78
79 80

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.