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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 | |
|---|---|---|---|---|---|---|
1176
Gray Television
GTN
$440M
| $2.38M | ﹤0.01% |
+110,776
| New | +$2.06M |
|
|
SIVB
1177
DELISTED
SVB Financial Group
SIVB
| $2.37M | ﹤0.01% |
9,428
+7,959
| +542% | +$1.81M |
|
1178
Cleveland-Cliffs
CLF
$6.98B
| $2.36M | ﹤0.01% |
281,104
+121,082
| +76% | +$930K |
|
1179
CALL
Lincoln National
LNC
$8.93B
| $2.36M | ﹤0.01% |
+40,000
| New | +$2.35M |
|
1180
Mondelez International
MDLZ
$80.1B
| $2.36M | ﹤0.01% |
42,850
+19,710
| +85% | +$1.05M |
|
|
AVGOP
1181
DELISTED
Broadcom Inc. 8.00% Mandatory Convertible Preferred Stock, Series A
AVGOP
| $2.36M | ﹤0.01% |
+2,000
| New | +$2.25M |
|
|
HTT
1182
PUT
High Templar Tech Ltd
HTT
$385M
| $2.35M | ﹤0.01% |
+500,000
| New | +$2.94M |
|
1183
EQT Corp
EQT
$32.3B
| $2.35M | ﹤0.01% |
215,323
+214,125
| +17,874% | +$2.09M |
|
1184
Incyte
INCY
$24B
| $2.35M | ﹤0.01% |
26,875
+24,224
| +914% | +$2.07M |
|
1185
PUT
ZTO Express
ZTO
$18.3B
| $2.33M | ﹤0.01% |
+100,000
| New | +$2.16M |
|
1186
Elevance Health
ELV
$84.9B
| $2.33M | ﹤0.01% |
7,707
-1,976
| -20% | -$544K |
|
1187
D.R. Horton
DHI
$40.8B
| $2.31M | ﹤0.01% |
43,800
-99,916
| -70% | -$5.33M |
|
1188
CALL
Wheaton Precious Metals
WPM
$56.9B
| $2.3M | ﹤0.01% |
77,400
-157,600
| -67% | -$4.31M |
|
|
BZUN
1189
PUT
Baozun
BZUN
$169M
| $2.3M | ﹤0.01% |
69,400
| – | – |
|
1190
Etsy
ETSY
$7.81B
| $2.28M | ﹤0.01% |
51,424
+38,408
| +295% | +$1.83M |
|
1191
CALL
iShares MSCI Japan ETF
EWJ
$22.5B
| $2.27M | ﹤0.01% |
38,300
-1,104,000
| -97% | -$65.1M |
|
|
DBD
1192
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $2.27M | ﹤0.01% |
215,000
| – | – |
|
1193
Bausch Health
BHC
$2.21B
| $2.27M | ﹤0.01% |
75,694
+26,169
| +53% | +$680K |
|
1194
Avis
CAR
$4.89B
| $2.26M | ﹤0.01% |
70,213
+65,491
| +1,387% | +$1.96M |
|
|
NVTA
1195
PUT
DELISTED
Invitae Corporation
NVTA
| $2.26M | ﹤0.01% |
140,000
-56,000
| -29% | -$990K |
|
|
AMRN
1196
CALL
Amarin Corp
AMRN
$301M
| $2.25M | ﹤0.01% |
5,245
-2,695
| -34% | -$1.02M |
|
1197
PUT
Gogo Inc
GOGO
$492M
| $2.24M | ﹤0.01% |
350,000
+200,000
| +133% | +$1.16M |
|
1198
Estee Lauder
EL
$30.9B
| $2.24M | ﹤0.01% |
10,838
-11,771
| -52% | -$2.29M |
|
1199
CALL
Advanced Drainage Systems
WMS
$11.4B
| $2.24M | ﹤0.01% |
+57,600
| New | +$2.13M |
|
1200
PUT
Progressive
PGR
$125B
| $2.23M | ﹤0.01% |
+30,800
| New | +$2.22M |
|
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.