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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+12.46%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$86.7B
AUM Growth
-$2.25B
(-2.5%)
Cap. Flow
+$626M
Cap. Flow
% of AUM
0.72%
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 | Miscellaneous | 94.57% |
| 2 | Technology | 1.71% |
| 3 | Consumer Discretionary | 1.09% |
| 4 | Communication Services | 0.67% |
| 5 | Industrials | 0.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $12.6B | 14.59% |
39,297,000
-24,890,200
| -39% | -$7.66B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $4.65B | 5.37% |
14,455,900
-3,062,600
| -17% | -$943M |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$490B
| $3.69B | 4.25% |
17,348,700
-4,059,600
| -19% | -$813M |
|
4
PUT
iShares Russell 2000 ETF
IWM
$80.1B
| $3.26B | 3.76% |
19,665,600
-4,169,500
| -17% | -$659M |
|
|
5
CALL
Apple
AAPL
$4.61T
| $2.72B | 3.14% |
37,112,000
+15,636,000
| +73% | +$1.01B |
|
|
6
PUT
Apple
AAPL
$4.61T
| $2.27B | 2.62% |
30,897,200
-3,016,000
| -9% | -$194M |
|
|
7
CALL
Invesco QQQ Trust
QQQ
$490B
| $2.16B | 2.5% |
10,173,500
-9,710,400
| -49% | -$1.94B |
|
8
PUT
Amazon
AMZN
$2.77T
| $1.64B | 1.9% |
17,788,000
+5,216,000
| +41% | +$462M |
|
|
9
PUT
iShares China Large-Cap ETF
FXI
$4.17B
| $1.43B | 1.65% |
32,822,900
-2,851,300
| -8% | -$119M |
|
|
10
PUT
Microsoft
MSFT
$3.67T
| $1.3B | 1.5% |
8,260,700
+2,304,800
| +39% | +$339M |
|
|
11
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
| $1.3B | 1.5% |
29,032,500
-5,306,100
| -15% | -$228M |
|
12
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
| $1.03B | 1.19% |
14,798,200
-6,054,300
| -29% | -$409M |
|
|
13
PUT
Meta Platforms (Facebook)
META
$1.56T
| $905M | 1.04% |
4,410,500
-401,900
| -8% | -$77.8M |
|
|
14
PUT
NVIDIA
NVDA
$5.45T
| $902M | 1.04% |
153,340,000
+34,784,000
| +29% | +$181M |
|
15
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
| $716M | 0.83% |
8,145,300
-6,245,900
| -43% | -$544M |
|
|
16
Invesco QQQ Trust
QQQ
$490B
| $705M | 0.81% |
3,314,105
-2,049,423
| -38% | -$410M |
|
17
PUT
Booking.com
BKNG
$135B
| $673M | 0.78% |
8,187,500
+1,607,500
| +24% | +$126M |
|
18
PUT
Alibaba
BABA
$280B
| $655M | 0.76% |
3,087,100
+381,961
| +14% | +$71.7M |
|
|
19
CALL
iShares Russell 2000 ETF
IWM
$80.1B
| $651M | 0.75% |
3,930,000
-1,357,600
| -26% | -$215M |
|
|
20
CALL
Microsoft
MSFT
$3.67T
| $575M | 0.66% |
3,645,600
-1,204,200
| -25% | -$177M |
|
|
21
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
| $568M | 0.66% |
6,458,700
+3,317,400
| +106% | +$289M |
|
22
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
| $542M | 0.62% |
8,086,000
-2,178,000
| -21% | -$140M |
|
23
PUT
Micron Technology
MU
$1.13T
| $523M | 0.6% |
9,732,200
+2,731,900
| +39% | +$130M |
|
24
PUT
iShares MSCI Brazil ETF
EWZ
$8.79B
| $488M | 0.56% |
10,275,400
+5,339,000
| +108% | +$234M |
|
|
25
CALL
Amazon
AMZN
$2.77T
| $474M | 0.55% |
5,134,000
-2,042,000
| -28% | -$181M |
|
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TI
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's Q4 2019 filing shows 540 new, 934 increased, 804 reduced and 399 closed positions. Its largest new stake was Fidelity National Information Services: 336,621 shares worth $46.8M. The largest sale was Invesco QQQ Trust, an estimated $410M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 96% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.