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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 | |
|---|---|---|---|---|---|---|
1976
Amplify Alternative Harvest ETF
MJ
$103M
| $212K | ﹤0.01% |
+1,031
| New | +$227K |
|
|
CXO
1977
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $211K | ﹤0.01% |
2,400
-1,500
| -38% | -$108K |
|
1978
CALL
Edwards Lifesciences
EW
$51.2B
| $210K | ﹤0.01% |
+2,700
| New | +$211K |
|
1979
Fate Therapeutics
FATE
$296M
| $208K | ﹤0.01% |
+10,604
| New | +$168K |
|
1980
Vodafone
VOD
$37B
| $208K | ﹤0.01% |
10,768
-30,336
| -74% | -$604K |
|
1981
PUT
Parker-Hannifin
PH
$135B
| $207K | ﹤0.01% |
1,000
-800
| -44% | -$155K |
|
1982
PUT
The Mosaic Company
MOS
$7.45B
| $205K | ﹤0.01% |
9,500
-14,100
| -60% | -$280K |
|
|
WMC
1983
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $205K | ﹤0.01% |
1,989
-3,488
| -64% | -$354K |
|
1984
PUT
Enterprise Products Partners
EPD
$81.8B
| $204K | ﹤0.01% |
7,200
-26,600
| -79% | -$721K |
|
1985
Tandem Diabetes Care
TNDM
$1.3B
| $204K | ﹤0.01% |
3,422
-35,036
| -91% | -$2.16M |
|
1986
PUT
Pitney Bowes
PBI
$2.48B
| $202K | ﹤0.01% |
50,000
| – | – |
|
1987
General Dynamics
GD
$104B
| $201K | ﹤0.01% |
1,137
-5,629
| -83% | -$1.01M |
|
1988
Waste Management
WM
$89.8B
| $199K | ﹤0.01% |
1,742
+1,617
| +1,294% | +$183K |
|
1989
Melco Resorts & Entertainment
MLCO
$2.15B
| $198K | ﹤0.01% |
8,194
-1,092
| -12% | -$23.8K |
|
1990
PUT
PACCAR
PCAR
$69.9B
| $198K | ﹤0.01% |
+3,750
| New | +$193K |
|
|
CS
1991
DELISTED
Credit Suisse Group
CS
| $198K | ﹤0.01% |
+14,749
| New | +$188K |
|
|
GWPH
1992
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $197K | ﹤0.01% |
1,900
-50,600
| -96% | -$5.67M |
|
|
QEP
1993
DELISTED
QEP RESOURCES, INC.
QEP
| $194K | ﹤0.01% |
43,187
+27,946
| +183% | +$97.4K |
|
|
PPL
1994
PPL Corp
PPL
$26.3B
| $191K | ﹤0.01% |
5,323
-67,351
| -93% | -$2.26M |
|
1995
PUT
Akamai
AKAM
$17.4B
| $190K | ﹤0.01% |
+2,200
| New | +$192K |
|
|
HDS
1996
DELISTED
HD Supply Holdings, Inc.
HDS
| $190K | ﹤0.01% |
4,719
+1,247
| +36% | +$49.6K |
|
1997
Whirlpool
WHR
$2.88B
| $189K | ﹤0.01% |
1,282
-14,836
| -92% | -$2.24M |
|
1998
Cracker Barrel
CBRL
$1.29B
| $188K | ﹤0.01% |
+1,226
| New | +$193K |
|
1999
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
| $186K | ﹤0.01% |
1,700
-200
| -11% | -$21.7K |
|
2000
PUT
Ovintiv
OVV
$16.3B
| $186K | ﹤0.01% |
7,924
+7,724
| +3,862% | +$165K |
|
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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.