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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 | |
|---|---|---|---|---|---|---|
1326
CALL
Ollie's Bargain Outlet
OLLI
$4.83B
| $1.58M | ﹤0.01% |
24,100
+19,900
| +474% | +$1.26M |
|
|
BCOV
1327
PUT
DELISTED
Brightcove, Inc.
BCOV
| $1.57M | ﹤0.01% |
181,000
-334,000
| -65% | -$3.14M |
|
|
BRSL
1328
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $1.56M | ﹤0.01% |
104,700
-5,300
| -5% | -$75.5K |
|
1329
Universal Display
OLED
$4.15B
| $1.55M | ﹤0.01% |
7,539
-9,140
| -55% | -$1.73M |
|
1330
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
| $1.55M | ﹤0.01% |
+6,000
| New | +$1.69M |
|
1331
PUT
Molson Coors Class B
TAP
$8.1B
| $1.54M | ﹤0.01% |
28,600
-25,700
| -47% | -$1.38M |
|
1332
Petrobras
PBR
$117B
| $1.54M | ﹤0.01% |
96,402
+44,634
| +86% | +$681K |
|
|
XEC
1333
DELISTED
CIMAREX ENERGY CO
XEC
| $1.53M | ﹤0.01% |
29,164
+29,125
| +74,679% | +$1.35M |
|
1334
NRG Energy
NRG
$25.8B
| $1.52M | ﹤0.01% |
38,301
+14,450
| +61% | +$571K |
|
1335
Alcoa
AA
$13.1B
| $1.52M | ﹤0.01% |
70,685
+27,899
| +65% | +$578K |
|
|
VMW
1336
PUT
DELISTED
VMware, Inc
VMW
| $1.52M | ﹤0.01% |
+10,000
| New | +$1.57M |
|
1337
Campbell Soup
CPB
$6.82B
| $1.51M | ﹤0.01% |
30,510
+24,356
| +396% | +$1.15M |
|
1338
Abbott
ABT
$185B
| $1.5M | ﹤0.01% |
17,231
-30,966
| -64% | -$2.59M |
|
|
GAP
1339
The Gap Inc
GAP
$7.41B
| $1.5M | ﹤0.01% |
84,553
+1,549
| +2% | +$26.4K |
|
|
RST
1340
DELISTED
ROSETTA STONE INC
RST
| $1.49M | ﹤0.01% |
+82,259
| New | +$1.4M |
|
1341
CALL
Caesars Entertainment
CZR
$6.14B
| $1.49M | ﹤0.01% |
+25,000
| New | +$1.24M |
|
1342
PUT
Hewlett Packard
HPE
$69.5B
| $1.49M | ﹤0.01% |
93,700
-20,600
| -18% | -$329K |
|
|
HBI
1343
CALL
DELISTED
Hanesbrands
HBI
| $1.49M | ﹤0.01% |
100,000
-1,000
| -1% | -$15.2K |
|
1344
Williams-Sonoma
WSM
$29.3B
| $1.48M | ﹤0.01% |
40,388
+39,658
| +5,433% | +$1.38M |
|
1345
CALL
TAL Education Group
TAL
$6.87B
| $1.48M | ﹤0.01% |
30,600
+7,800
| +34% | +$335K |
|
|
DNKN
1346
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.46M | ﹤0.01% |
19,371
+19,239
| +14,575% | +$1.45M |
|
1347
PUT
Cognizant
CTSH
$25.6B
| $1.46M | ﹤0.01% |
23,600
+15,900
| +206% | +$983K |
|
1348
PUT
KKR & Co
KKR
$92.5B
| $1.46M | ﹤0.01% |
50,000
| – | – |
|
1349
PUT
JetBlue
JBLU
$2.26B
| $1.45M | ﹤0.01% |
77,500
-4,500
| -5% | -$83.6K |
|
1350
PUT
IMAX
IMAX
$2.73B
| $1.45M | ﹤0.01% |
+70,800
| New | +$1.51M |
|
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.