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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
226
Fidelity National Information Services
FIS
$21.8B
| $46.8M | 0.05% |
+336,621
| New | +$45.1M |
|
227
PUT
Seagate
STX
$192B
| $46.7M | 0.05% |
784,500
+151,600
| +24% | +$8.71M |
|
228
PUT
SLB Ltd
SLB
$74.8B
| $46.7M | 0.05% |
1,161,000
+286,200
| +33% | +$10.2M |
|
229
PUT
Workday
WDAY
$41.1B
| $46.4M | 0.05% |
282,300
-144,400
| -34% | -$24M |
|
230
PUT
American Airlines Group
AAL
$10.8B
| $46.3M | 0.05% |
1,614,200
+591,000
| +58% | +$16.9M |
|
231
PayPal
PYPL
$49.7B
| $46.3M | 0.05% |
427,597
+155,659
| +57% | +$16.2M |
|
232
PUT
Uber
UBER
$146B
| $46.1M | 0.05% |
1,548,500
+1,393,500
| +899% | +$41.3M |
|
233
PUT
United States Oil Fund
USO
$1.83B
| $45.7M | 0.05% |
445,675
-96,013
| -18% | -$9.12M |
|
234
PUT
Charter Communications
CHTR
$17.5B
| $45.1M | 0.05% |
92,900
-56,000
| -38% | -$25.8M |
|
235
PUT
United Parcel Service
UPS
$91.2B
| $44.4M | 0.05% |
379,600
+68,600
| +22% | +$8.12M |
|
236
PUT
Las Vegas Sands
LVS
$30B
| $44.3M | 0.05% |
641,000
+495,800
| +341% | +$30.9M |
|
237
CALL
Johnson Controls International
JCI
$91.1B
| $43.8M | 0.05% |
1,076,800
-114,100
| -10% | -$4.81M |
|
238
PUT
Bausch Health
BHC
$2.52B
| $43.6M | 0.05% |
1,458,400
+201,100
| +16% | +$5.23M |
|
|
ZEN
239
CALL
DELISTED
ZENDESK INC
ZEN
| $43.3M | 0.05% |
565,300
+341,700
| +153% | +$25M |
|
240
PUT
AutoZone
AZO
$48.8B
| $42.5M | 0.05% |
35,700
+34,700
| +3,470% | +$40.1M |
|
241
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$151M
| $42.3M | 0.05% |
43,733
| – | – |
|
242
CALL
Newmont
NEM
$103B
| $42.3M | 0.05% |
973,500
-379,400
| -28% | -$14.8M |
|
243
PUT
Skyworks Solutions
SWKS
$9.75B
| $42.1M | 0.05% |
348,300
+237,700
| +215% | +$23.4M |
|
244
PUT
ExxonMobil
XOM
$637B
| $41.7M | 0.05% |
597,600
-229,600
| -28% | -$15.9M |
|
245
CALL
Blackstone
BX
$109B
| $41.1M | 0.05% |
734,400
+472,700
| +181% | +$24.5M |
|
246
PUT
Freeport-McMoran
FCX
$95.9B
| $40.9M | 0.05% |
3,115,400
+1,574,600
| +102% | +$17.3M |
|
247
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $40.5M | 0.05% |
353,495
+348,167
| +6,535% | +$39.3M |
|
|
248
PUT
Newmont
NEM
$103B
| $40.2M | 0.05% |
925,000
-921,600
| -50% | -$36M |
|
249
CALL
Morgan Stanley
MS
$342B
| $40M | 0.05% |
782,600
-67,800
| -8% | -$3.21M |
|
250
CALL
Old National Bancorp
ONB
$10.4B
| $39.8M | 0.05% |
2,177,600
-377,500
| -15% | -$6.78M |
|
Similar funds
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.