We are live on
!
Find out more
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
(+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 | |
|---|---|---|---|---|---|---|
2001
Scotiabank
BNS
$108B
| $75K | ﹤0.01% |
1,294
-298
| -19% | -$16.7K |
|
2002
PUT
iShares Russell 1000 Value ETF
IWD
$83.2B
| $75K | ﹤0.01% |
+800
| New | +$72.5K |
|
2003
iShares US Telecommunications ETF
IYZ
$1.25B
| $75K | ﹤0.01% |
+2,524
| New | +$72.3K |
|
2004
PUT
LKQ Corp
LKQ
$6.19B
| $75K | ﹤0.01% |
2,300
+1,300
| +130% | +$42.4K |
|
|
ODP
2005
CALL
DELISTED
ODP
ODP
| $75K | ﹤0.01% |
1,411
+1,061
| +303% | +$56.2K |
|
2006
CALL
Olin
OLN
$2.14B
| $75K | ﹤0.01% |
+2,600
| New | +$64.6K |
|
|
EEP
2007
PUT
DELISTED
Enbridge Energy Partners
EEP
| $75K | ﹤0.01% |
2,500
-2,900
| -54% | -$86.6K |
|
|
BONT
2008
CALL
DELISTED
Bon-Ton Stores Inc/The
BONT
| $75K | ﹤0.01% |
4,600
+3,100
| +207% | +$43.2K |
|
|
TSL
2009
CALL
DELISTED
Trina Solar Limited
TSL
| $75K | ﹤0.01% |
5,500
+600
| +12% | +$8.99K |
|
|
UFS
2010
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
| $75K | ﹤0.01% |
1,600
+800
| +100% | +$34.8K |
|
2011
AZZ Inc
AZZ
$4.53B
| $74K | ﹤0.01% |
1,511
+996
| +193% | +$45.2K |
|
2012
Cheesecake Factory
CAKE
$5.34B
| $74K | ﹤0.01% |
+1,543
| New | +$72.2K |
|
|
IMOS
2013
CALL
ChipMOS TECHNOLOGIES
IMOS
$1.83B
| $74K | ﹤0.01% |
+3,539
| New | +$70.8K |
|
2014
PUT
Littelfuse
LFUS
$11.7B
| $74K | ﹤0.01% |
800
+500
| +167% | +$42K |
|
2015
CALL
Prologis
PLD
$130B
| $74K | ﹤0.01% |
2,000
-500
| -20% | -$19.2K |
|
2016
CALL
Ventas
VTR
$47.3B
| $74K | ﹤0.01% |
1,138
-6,481
| -85% | -$450K |
|
2017
PUT
Winnebago Industries
WGO
$885M
| $74K | ﹤0.01% |
2,700
+1,700
| +170% | +$49.4K |
|
|
BIG
2018
CALL
DELISTED
Big Lots, Inc.
BIG
| $74K | ﹤0.01% |
2,300
-114,100
| -98% | -$4.06M |
|
|
ATCO
2019
CALL
DELISTED
Atlas Corp.
ATCO
| $74K | ﹤0.01% |
3,200
+900
| +39% | +$20.1K |
|
2020
Flowserve
FLS
$10B
| $73K | ﹤0.01% |
928
-1,878
| -67% | -$130K |
|
2021
State Street SPDR S&P Capital Markets ETF
KCE
$466M
| $73K | ﹤0.01% |
+1,451
| New | +$67.2K |
|
2022
PUT
Keurig Dr Pepper
KDP
$41.3B
| $73K | ﹤0.01% |
1,500
-600
| -29% | -$28.3K |
|
2023
PUT
Toyota
TM
$222B
| $73K | ﹤0.01% |
600
-200
| -25% | -$25.1K |
|
|
AVTA
2024
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
| $73K | ﹤0.01% |
+2,500
| New | +$67.5K |
|
|
AVP
2025
DELISTED
Avon Products, Inc.
AVP
| $73K | ﹤0.01% |
4,245
+2,623
| +162% | +$49K |
|
Similar funds
HF
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.