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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 | |
|---|---|---|---|---|---|---|
151
PUT
Lockheed Martin
LMT
$134B
| $81.2M | 0.09% |
208,600
+56,400
| +37% | +$21.6M |
|
152
PUT
Snap
SNAP
$7.89B
| $80.5M | 0.09% |
4,929,100
-1,771,600
| -26% | -$26.1M |
|
153
PUT
Walmart Inc
WMT
$885B
| $80.1M | 0.09% |
2,020,800
-376,500
| -16% | -$15M |
|
154
Alibaba
BABA
$293B
| $80M | 0.09% |
376,960
+102,616
| +37% | +$19.3M |
|
155
PUT
ServiceNow
NOW
$115B
| $79.9M | 0.09% |
1,414,500
+1,380,500
| +4,060% | +$72.7M |
|
156
CALL
Bristol-Myers Squibb
BMY
$133B
| $79.8M | 0.09% |
1,243,200
+31,100
| +3% | +$1.78M |
|
157
PUT
Mastercard
MA
$502B
| $79.7M | 0.09% |
266,800
-27,200
| -9% | -$7.67M |
|
158
CALL
Amgen
AMGN
$208B
| $79.5M | 0.09% |
329,900
+52,300
| +19% | +$11.5M |
|
159
Baidu
BIDU
$37.7B
| $77.2M | 0.09% |
611,052
-129,977
| -18% | -$14.8M |
|
160
CALL
FedEx
FDX
$72.7B
| $76.5M | 0.09% |
506,000
+231,500
| +84% | +$35.7M |
|
|
161
CALL
Baidu
BIDU
$37.7B
| $75.9M | 0.09% |
600,500
-109,100
| -15% | -$12.4M |
|
162
PUT
Roku
ROKU
$21.5B
| $75.6M | 0.09% |
564,300
-200,400
| -26% | -$27.5M |
|
163
PUT
Pinduoduo
PDD
$126B
| $74.9M | 0.09% |
1,979,500
+1,332,700
| +206% | +$49.8M |
|
164
CALL
NXP Semiconductors
NXPI
$57.8B
| $74.9M | 0.09% |
588,200
+90,300
| +18% | +$10.5M |
|
165
PUT
RH
RH
$3.13B
| $74.8M | 0.09% |
350,400
+191,800
| +121% | +$37.4M |
|
166
CALL
Texas Instruments
TXN
$252B
| $74.1M | 0.09% |
577,300
-580,600
| -50% | -$71.7M |
|
167
CALL
UnitedHealth
UNH
$376B
| $73.9M | 0.09% |
251,400
+106,600
| +74% | +$27.9M |
|
168
iShares Russell 2000 ETF
IWM
$79.8B
| $73.4M | 0.08% |
443,270
-20,709
| -4% | -$3.27M |
|
169
CALL
Lam Research
LRCX
$367B
| $73.4M | 0.08% |
2,510,000
-2,004,000
| -44% | -$53.2M |
|
|
170
PUT
NXP Semiconductors
NXPI
$57.8B
| $73M | 0.08% |
573,300
+97,900
| +21% | +$11.4M |
|
171
CALL
United Parcel Service
UPS
$88.6B
| $72.8M | 0.08% |
621,800
-17,200
| -3% | -$2.04M |
|
172
CALL
Pfizer
PFE
$143B
| $72.5M | 0.08% |
1,950,954
-130,064
| -6% | -$4.63M |
|
173
Alphabet (Google) Class C
GOOG
$4.36T
| $69.4M | 0.08% |
1,038,840
-155,880
| -13% | -$10.1M |
|
174
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $68.7M | 0.08% |
303,500
+104,600
| +53% | +$22.7M |
|
175
PUT
MetLife
MET
$61.9B
| $68.6M | 0.08% |
1,345,700
+770,800
| +134% | +$37.2M |
|
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.