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 | |
|---|---|---|---|---|---|---|
|
MDP
1576
CALL
DELISTED
Meredith Corporation
MDP
| $792K | ﹤0.01% |
+24,400
| New | +$868K |
|
|
ETFC
1577
DELISTED
E*Trade Financial Corporation
ETFC
| $788K | ﹤0.01% |
17,369
+16,738
| +2,653% | +$715K |
|
|
UNIT
1578
CALL
Uniti Group
UNIT
$2.33B
| $787K | ﹤0.01% |
95,800
| – | – |
|
1579
PUT
RingCentral
RNG
$5.18B
| $778K | ﹤0.01% |
4,600
+1,800
| +64% | +$297K |
|
1580
CALL
Prologis
PLD
$132B
| $776K | ﹤0.01% |
+8,700
| New | +$771K |
|
1581
Mattel
MAT
$4.21B
| $774K | ﹤0.01% |
57,145
+42,133
| +281% | +$500K |
|
1582
FirstEnergy
FE
$27.4B
| $771K | ﹤0.01% |
15,855
+869
| +6% | +$41.5K |
|
|
CRON
1583
CALL
Cronos Group
CRON
$1.13B
| $767K | ﹤0.01% |
100,000
| – | – |
|
1584
PUT
American Electric Power
AEP
$68.2B
| $766K | ﹤0.01% |
+8,100
| New | +$748K |
|
|
HTT
1585
CALL
High Templar Tech Ltd
HTT
$385M
| $766K | ﹤0.01% |
+162,600
| New | +$957K |
|
1586
Sunrun
RUN
$2.26B
| $758K | ﹤0.01% |
54,908
+37,243
| +211% | +$555K |
|
1587
PUT
Martin Marietta Materials
MLM
$32.3B
| $756K | ﹤0.01% |
+2,700
| New | +$720K |
|
1588
NIO
NIO
$11.5B
| $756K | ﹤0.01% |
+188,091
| New | +$378K |
|
|
AIMT
1589
DELISTED
Aimmune Therapeutics
AIMT
| $755K | ﹤0.01% |
+22,551
| New | +$630K |
|
|
MNDT
1590
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $751K | ﹤0.01% |
45,400
+4,100
| +10% | +$65.8K |
|
|
PVG
1591
PUT
DELISTED
PRETIUM RESOURCES INC.
PVG
| $751K | ﹤0.01% |
67,500
| – | – |
|
1592
Agilysys
AGYS
$3.03B
| $749K | ﹤0.01% |
29,463
+13,858
| +89% | +$351K |
|
1593
PUT
Polaris
PII
$3.99B
| $743K | ﹤0.01% |
7,300
+3,600
| +97% | +$349K |
|
1594
Boston Beer
SAM
$1.88B
| $743K | ﹤0.01% |
1,967
-2,761
| -58% | -$1.04M |
|
1595
PUT
T. Rowe Price
TROW
$24.2B
| $743K | ﹤0.01% |
6,100
+5,000
| +455% | +$590K |
|
|
LMRK
1596
CALL
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
| $738K | ﹤0.01% |
45,000
+21,500
| +91% | +$363K |
|
1597
CALL
Opko Health
OPK
$985M
| $735K | ﹤0.01% |
500,000
| – | – |
|
1598
CALL
Adient
ADNT
$1.45B
| $733K | ﹤0.01% |
34,400
-5,000
| -13% | -$111K |
|
|
STMP
1599
DELISTED
Stamps.com, Inc.
STMP
| $730K | ﹤0.01% |
8,739
+8,638
| +8,552% | +$720K |
|
1600
PUT
Tapestry
TPR
$32.7B
| $728K | ﹤0.01% |
+27,000
| New | +$704K |
|
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.