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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 | |
|---|---|---|---|---|---|---|
|
SNP
1801
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $390K | ﹤0.01% |
+6,488
| New | +$377K |
|
|
ALXN
1802
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $390K | ﹤0.01% |
3,600
-26,800
| -88% | -$2.87M |
|
1803
GoPro
GPRO
$126M
| $389K | ﹤0.01% |
89,539
+76,612
| +593% | +$318K |
|
1804
CALL
SiriusXM
SIRI
$10.1B
| $389K | ﹤0.01% |
+5,440
| New | +$367K |
|
|
TIF
1805
CALL
DELISTED
Tiffany & Co.
TIF
| $387K | ﹤0.01% |
2,900
-288,900
| -99% | -$34.1M |
|
1806
CALL
Green Plains
GPRE
$1.06B
| $386K | ﹤0.01% |
+25,000
| New | +$340K |
|
1807
ZTO Express
ZTO
$18.3B
| $386K | ﹤0.01% |
+16,542
| New | +$358K |
|
1808
CALL
Compass Diversified
CODI
$810M
| $385K | ﹤0.01% |
+15,500
| New | +$342K |
|
1809
PUT
Box
BOX
$4.41B
| $384K | ﹤0.01% |
22,900
-513,100
| -96% | -$8.61M |
|
1810
Hershey
HSY
$36.8B
| $384K | ﹤0.01% |
+2,613
| New | +$387K |
|
1811
CALL
Under Armour Class C
UA
$2.67B
| $384K | ﹤0.01% |
+20,000
| New | +$352K |
|
|
APLS
1812
PUT
DELISTED
Apellis Pharmaceuticals
APLS
| $383K | ﹤0.01% |
+12,500
| New | +$346K |
|
1813
Banco Bradesco
BBD
$37.1B
| $383K | ﹤0.01% |
56,898
-16,364
| -22% | -$102K |
|
|
LMRK
1814
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
| $381K | ﹤0.01% |
23,240
+10,144
| +77% | +$171K |
|
1815
CALL
Teck Resources
TECK
$32.4B
| $380K | ﹤0.01% |
+21,900
| New | +$357K |
|
|
NS
1816
DELISTED
NuStar Energy L.P.
NS
| $379K | ﹤0.01% |
+14,663
| New | +$408K |
|
|
AYX
1817
DELISTED
Alteryx Inc
AYX
| $378K | ﹤0.01% |
3,781
+1,079
| +40% | +$110K |
|
1818
Chemours
CC
$2.27B
| $377K | ﹤0.01% |
+20,862
| New | +$346K |
|
1819
Pitney Bowes
PBI
$2.46B
| $377K | ﹤0.01% |
93,611
+43,193
| +86% | +$198K |
|
|
HAPN
1820
Happen Inc
HAPN
$2.27B
| $375K | ﹤0.01% |
29,716
-126,873
| -81% | -$1.64M |
|
1821
Vanguard Real Estate ETF
VNQ
$38.8B
| $372K | ﹤0.01% |
4,012
+3,575
| +818% | +$331K |
|
|
JNPR
1822
PUT
DELISTED
Juniper Networks
JNPR
| $371K | ﹤0.01% |
15,100
-55,600
| -79% | -$1.37M |
|
|
ACEL.WS
1823
DELISTED
Accel Entertainment Inc Warrant
ACEL.WS
| $371K | ﹤0.01% |
+125,754
| New | +$331K |
|
1824
CALL
CryoPort
CYRX
$741M
| $370K | ﹤0.01% |
22,500
-40,500
| -64% | -$603K |
|
1825
Medallion Financial
MFIN
$250M
| $369K | ﹤0.01% |
50,813
-19,699
| -28% | -$129K |
|
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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.