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
+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 | |
|---|---|---|---|---|---|---|
|
DNKN
926
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $4.68M | 0.01% |
61,900
-11,400
| -16% | -$861K |
|
927
Twilio
TWLO
$28.9B
| $4.67M | 0.01% |
47,465
+47,375
| +52,639% | +$4.84M |
|
928
CALL
Microchip Technology
MCHP
$42.5B
| $4.66M | 0.01% |
89,000
+20,800
| +30% | +$1M |
|
|
SPLK
929
DELISTED
Splunk Inc
SPLK
| $4.64M | 0.01% |
31,004
-16,032
| -34% | -$2.1M |
|
930
DuPont de Nemours
DD
$19.7B
| $4.63M | 0.01% |
57,389
+28,253
| +97% | +$2.35M |
|
931
Bath & Body Works
BBWI
$4.17B
| $4.61M | 0.01% |
314,689
+248,485
| +375% | +$3.59M |
|
932
CALL
Baxter International
BAX
$14.3B
| $4.58M | 0.01% |
54,800
+49,300
| +896% | +$4.08M |
|
933
CALL
Floor & Decor
FND
$6.45B
| $4.57M | 0.01% |
+90,000
| New | +$4.22M |
|
|
CIT
934
PUT
DELISTED
CIT Group Inc.
CIT
| $4.56M | 0.01% |
100,000
-900
| -0.9% | -$40.3K |
|
935
Marriott International
MAR
$93B
| $4.54M | 0.01% |
30,006
+29,446
| +5,258% | +$3.95M |
|
936
CALL
Ball Corp
BALL
$16.8B
| $4.53M | 0.01% |
70,000
| – | – |
|
|
CATM
937
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $4.51M | 0.01% |
101,000
| – | – |
|
938
PUT
Levi Strauss
LEVI
$9.47B
| $4.5M | 0.01% |
+233,500
| New | +$4.16M |
|
939
Valero Energy
VLO
$86.7B
| $4.5M | 0.01% |
48,049
-62,091
| -56% | -$5.87M |
|
|
WBA
940
DELISTED
Walgreens Boots Alliance
WBA
| $4.5M | 0.01% |
76,271
-95,368
| -56% | -$5.5M |
|
941
eBay
EBAY
$48.3B
| $4.49M | 0.01% |
124,236
-112,494
| -48% | -$4.08M |
|
942
PUT
Monster Beverage
MNST
$91.1B
| $4.48M | 0.01% |
141,000
+74,600
| +112% | +$2.19M |
|
|
HES
943
CALL
DELISTED
Hess
HES
| $4.48M | 0.01% |
67,100
+14,400
| +27% | +$942K |
|
944
BlackBerry
BB
$5.22B
| $4.47M | 0.01% |
696,205
+155,889
| +29% | +$856K |
|
|
945
PUT
Baxter International
BAX
$14.3B
| $4.46M | 0.01% |
53,400
+13,200
| +33% | +$1.09M |
|
946
Marvell Technology
MRVL
$192B
| $4.44M | 0.01% |
167,338
-21,981
| -12% | -$557K |
|
947
CALL
Suncor Energy
SU
$72.3B
| $4.41M | 0.01% |
134,500
+95,000
| +241% | +$2.97M |
|
948
PUT
Houlihan Lokey
HLI
$9.04B
| $4.4M | 0.01% |
+90,000
| New | +$4.25M |
|
949
Expedia Group
EXPE
$37.5B
| $4.4M | 0.01% |
40,664
+16,627
| +69% | +$1.95M |
|
950
CALL
GDS Holdings
GDS
$6.38B
| $4.38M | 0.01% |
84,900
-1,900
| -2% | -$85.1K |
|
Similar funds
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.