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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 | |
|---|---|---|---|---|---|---|
1851
CALL
Prudential Financial
PRU
$41.9B
| $337K | ﹤0.01% |
3,600
-900
| -20% | -$82.6K |
|
1852
AstraZeneca
AZN
$249B
| $336K | ﹤0.01% |
3,373
-288
| -8% | -$27.1K |
|
1853
WIX.com
WIX
$2.57B
| $332K | ﹤0.01% |
+2,709
| New | +$332K |
|
1854
McCormick & Company Non-Voting
MKC
$14B
| $331K | ﹤0.01% |
+3,904
| New | +$323K |
|
1855
PPG Industries
PPG
$26.2B
| $331K | ﹤0.01% |
+2,476
| New | +$314K |
|
1856
Alerian MLP ETF
AMLP
$12.9B
| $329K | ﹤0.01% |
7,732
-1,948
| -20% | -$81.8K |
|
|
P
1857
CALL
Everpure Inc
P
$28.8B
| $326K | ﹤0.01% |
19,000
+3,700
| +24% | +$65.4K |
|
1858
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $325K | ﹤0.01% |
7,145
-15,026
| -68% | -$680K |
|
1859
CALL
Avis
CAR
$5.07B
| $324K | ﹤0.01% |
10,200
-11,000
| -52% | -$330K |
|
1860
CALL
Molson Coors Class B
TAP
$7.93B
| $324K | ﹤0.01% |
6,000
-92,600
| -94% | -$4.98M |
|
1861
Urban Outfitters
URBN
$6.63B
| $324K | ﹤0.01% |
11,677
-4,714
| -29% | -$131K |
|
|
NBL
1862
CALL
DELISTED
Noble Energy, Inc.
NBL
| $324K | ﹤0.01% |
13,100
-500
| -4% | -$10.6K |
|
1863
Hecla Mining
HL
$10.7B
| $323K | ﹤0.01% |
95,285
+63,754
| +202% | +$156K |
|
|
ACB
1864
CALL
Aurora Cannabis
ACB
$183M
| $322K | ﹤0.01% |
1,242
-2,041
| -62% | -$761K |
|
1865
Pan American Silver
PAAS
$20.3B
| $322K | ﹤0.01% |
13,607
+11,930
| +711% | +$221K |
|
|
DMC
1866
Del Monte Corp
DMC
$1.41B
| $321K | ﹤0.01% |
+9,183
| New | +$294K |
|
|
1867
PUT
PPG Industries
PPG
$26.2B
| $320K | ﹤0.01% |
+2,400
| New | +$304K |
|
1868
Spok Holdings
SPOK
$234M
| $319K | ﹤0.01% |
26,055
+1,002
| +4% | +$11.8K |
|
1869
Sportsman's Warehouse
SPWH
$46.8M
| $319K | ﹤0.01% |
+39,685
| New | +$281K |
|
1870
PUT
Roper Technologies
ROP
$38.9B
| $318K | ﹤0.01% |
+900
| New | +$311K |
|
1871
CALL
PVH
PVH
$4.05B
| $317K | ﹤0.01% |
3,000
-5,200
| -63% | -$496K |
|
1872
Herbalife
HLF
$1.18B
| $314K | ﹤0.01% |
+6,595
| New | +$286K |
|
1873
Dave & Buster's
PLAY
$350M
| $314K | ﹤0.01% |
+7,809
| New | +$313K |
|
1874
American Eagle Outfitters
AEO
$2.97B
| $312K | ﹤0.01% |
21,206
+9,028
| +74% | +$138K |
|
1875
Alnylam Pharmaceuticals
ALNY
$29.1B
| $311K | ﹤0.01% |
+2,704
| New | +$270K |
|
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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.