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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 | |
|---|---|---|---|---|---|---|
826
CALL
Royal Bank of Canada
RY
$295B
| $6M | 0.01% |
75,800
| – | – |
|
827
PUT
Bath & Body Works
BBWI
$4.16B
| $6M | 0.01% |
409,571
+382,233
| +1,398% | +$5.52M |
|
828
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.55B
| $5.97M | 0.01% |
131,300
+57,100
| +77% | +$2.58M |
|
829
CALL
Southwest Airlines
LUV
$23.5B
| $5.92M | 0.01% |
109,700
-6,800
| -6% | -$377K |
|
830
PUT
Dycom Industries
DY
$12.4B
| $5.89M | 0.01% |
+125,000
| New | +$6.08M |
|
|
MMP
831
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $5.88M | 0.01% |
93,500
-225,500
| -71% | -$14M |
|
|
EB
832
CALL
DELISTED
Eventbrite
EB
| $5.86M | 0.01% |
+290,300
| New | +$5.55M |
|
833
Impinj
PI
$5.05B
| $5.85M | 0.01% |
226,071
+126,481
| +127% | +$3.93M |
|
834
PUT
Goodyear
GT
$1.95B
| $5.83M | 0.01% |
375,000
-72,700
| -16% | -$1.14M |
|
835
Papa John's
PZZA
$824M
| $5.82M | 0.01% |
92,128
-5,005
| -5% | -$296K |
|
836
NextEra Energy
NEE
$179B
| $5.82M | 0.01% |
96,072
+22,684
| +31% | +$1.32M |
|
837
Masco
MAS
$15.1B
| $5.8M | 0.01% |
120,860
+112,000
| +1,264% | +$5.09M |
|
838
CALL
Trade Desk
TTD
$8.45B
| $5.74M | 0.01% |
221,000
-693,000
| -76% | -$15.6M |
|
839
CALL
Advance Auto Parts
AAP
$3.53B
| $5.73M | 0.01% |
+35,800
| New | +$5.74M |
|
840
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $5.73M | 0.01% |
50,000
+49,000
| +4,900% | +$5.54M |
|
841
Vulcan Materials
VMC
$36.6B
| $5.72M | 0.01% |
39,725
+30,059
| +311% | +$4.3M |
|
|
ZEN
842
DELISTED
ZENDESK INC
ZEN
| $5.71M | 0.01% |
74,496
+45,645
| +158% | +$3.34M |
|
843
PUT
HEICO Corp
HEI
$52.1B
| $5.71M | 0.01% |
+50,000
| New | +$6.15M |
|
844
The Mosaic Company
MOS
$7.58B
| $5.71M | 0.01% |
263,751
+239,524
| +989% | +$4.75M |
|
845
CALL
Southern Company
SO
$107B
| $5.66M | 0.01% |
88,900
+62,500
| +237% | +$3.87M |
|
846
PUT
Rio Tinto
RIO
$164B
| $5.64M | 0.01% |
95,000
+64,100
| +207% | +$3.48M |
|
|
SGI
847
PUT
Somnigroup International
SGI
$13.9B
| $5.64M | 0.01% |
259,200
+83,600
| +48% | +$1.75M |
|
848
CALL
S&P Global
SPGI
$119B
| $5.63M | 0.01% |
20,600
-65,500
| -76% | -$17M |
|
849
PUT
Cummins
CMI
$89.9B
| $5.62M | 0.01% |
31,400
-28,000
| -47% | -$4.93M |
|
|
SPWR
850
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $5.61M | 0.01% |
1,098,982
+296,085
| +37% | +$1.65M |
|
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.