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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
+12.46%
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
$86.7B
AUM Growth
-$2.25B
(-2.5%)
Cap. Flow
-$11.4B
Cap. Flow
% of AUM
-13.16%
Top 10 Holdings %
Top 10 Hldgs %
41.28%
Holding
2,805
New
540
Increased
934
Reduced
804
Closed
399
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$246M |
| 2 |
NVIDIA
NVDA
|
+$142M |
| 3 |
Microsoft
MSFT
|
+$96.9M |
| 4 |
Boeing
BA
|
+$93.9M |
| 5 |
Apple
AAPL
|
+$93.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$410M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$295M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$103M |
| 4 |
Netflix
NFLX
|
+$40.8M |
| 5 |
Meta Platforms (Facebook)
META
|
+$40.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.7% |
| 2 | Consumer Discretionary | 1.09% |
| 3 | Communication Services | 0.67% |
| 4 | Industrials | 0.49% |
| 5 | Financials | 0.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
751
CALL
Agnico Eagle Mines
AEM
$83.8B
| $7.42M | 0.01% |
120,500
-174,000
| -59% | -$10.1M |
|
752
Wayfair
W
$14.2B
| $7.42M | 0.01% |
82,049
+10,101
| +14% | +$942K |
|
753
CALL
Sherwin-Williams
SHW
$89.7B
| $7.41M | 0.01% |
38,100
-109,200
| -74% | -$20.8M |
|
754
CALL
Las Vegas Sands
LVS
$29.7B
| $7.4M | 0.01% |
107,200
-105,800
| -50% | -$6.6M |
|
|
CLDR
755
PUT
DELISTED
Cloudera, Inc.
CLDR
| $7.37M | 0.01% |
634,100
-110,100
| -15% | -$1.05M |
|
|
CEO
756
DELISTED
CNOOC Limited
CEO
| $7.32M | 0.01% |
+43,929
| New | +$6.73M |
|
757
CALL
Lennar Class A
LEN
$21.2B
| $7.2M | 0.01% |
133,360
-450,802
| -77% | -$25.7M |
|
758
PUT
Advance Auto Parts
AAP
$3.59B
| $7.19M | 0.01% |
+44,900
| New | +$7.19M |
|
|
REGI
759
DELISTED
Renewable Energy Group, Inc.
REGI
| $7.18M | 0.01% |
266,386
+260,925
| +4,778% | +$4.73M |
|
760
CALL
Marvell Technology
MRVL
$189B
| $7.17M | 0.01% |
269,900
+17,100
| +7% | +$433K |
|
761
Capital One
COF
$136B
| $7.16M | 0.01% |
69,575
+35,115
| +102% | +$3.38M |
|
762
CALL
Mondelez International
MDLZ
$79.9B
| $7.15M | 0.01% |
129,800
+22,300
| +21% | +$1.19M |
|
|
BERY
763
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $7.12M | 0.01% |
+163,350
| New | +$6.47M |
|
764
PUT
NetApp
NTAP
$36.6B
| $7.1M | 0.01% |
114,100
-57,000
| -33% | -$3.32M |
|
765
United Rentals
URI
$72.3B
| $7.06M | 0.01% |
42,341
+11,558
| +38% | +$1.68M |
|
766
PUT
Macy's
M
$6.71B
| $7.05M | 0.01% |
414,800
+114,300
| +38% | +$1.79M |
|
767
Philip Morris
PM
$294B
| $7.04M | 0.01% |
82,764
-5,202
| -6% | -$429K |
|
768
PUT
DuPont de Nemours
DD
$19.9B
| $6.98M | 0.01% |
86,602
+71,590
| +477% | +$5.94M |
|
769
Emerson Electric
EMR
$91B
| $6.97M | 0.01% |
91,400
+73,937
| +423% | +$5.33M |
|
770
PUT
Upwork
UPWK
$1.18B
| $6.96M | 0.01% |
+652,300
| New | +$8.22M |
|
771
PUT
International Flavors & Fragrances
IFF
$22.5B
| $6.95M | 0.01% |
53,900
-17,100
| -24% | -$2.18M |
|
772
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $6.95M | 0.01% |
+18,500
| New | +$6.69M |
|
773
CME Group
CME
$95.2B
| $6.87M | 0.01% |
34,208
+923
| +3% | +$189K |
|
774
CALL
Lear
LEA
$6.18B
| $6.86M | 0.01% |
+50,000
| New | +$6.2M |
|
775
PUT
Teva Pharmaceuticals
TEVA
$40.5B
| $6.79M | 0.01% |
693,000
-196,500
| -22% | -$1.75M |
|
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HF
Parallax Volatility Advisers's Q4 2019 Portfolio in Review
As of Q4 2019, Parallax Volatility Advisers held 2,805 positions worth $86.7B, down 2.5% from $88.9B the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Parallax Volatility Advisers withdrew a net $11.4B in Q4 2019, closing 399 positions and reducing 804 holdings. Its most notable exit was Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A, an estimated $16.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.81% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in Fidelity National Information Services worth $46.8M.
- Parallax Volatility Advisers's largest Q4 2019 buy was Fidelity National Information Services: 336,621 shares worth $46.8M.
- Parallax Volatility Advisers added most to iShares MSCI Emerging Markets ETF in Q4 2019, an estimated $246M increase.
- Parallax Volatility Advisers's biggest Q4 2019 reduction was Invesco QQQ Trust, cutting an estimated $410M.
- Parallax Volatility Advisers fully exited Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A in Q4 2019, selling an estimated $16.4M.
- Parallax Volatility Advisers's ten largest holdings make up 41% of its $86.7B portfolio in Q4 2019.
- Parallax Volatility Advisers opened 540 new positions and closed 399 in Q4 2019.
- Parallax Volatility Advisers's portfolio value fell 2.5% quarter-over-quarter to $86.7B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2019, filed 14 Feb 2020.