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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 | |
|---|---|---|---|---|---|---|
276
PUT
Comcast
CMCSA
$87.6B
| $35.6M | 0.04% |
792,800
+169,700
| +27% | +$7.55M |
|
|
SIVB
277
PUT
DELISTED
SVB Financial Group
SIVB
| $35.2M | 0.04% |
140,300
+96,000
| +217% | +$21.8M |
|
278
PUT
General Motors
GM
$76.9B
| $34.8M | 0.04% |
950,600
+191,500
| +25% | +$6.96M |
|
279
CALL
American Airlines Group
AAL
$10.9B
| $34.8M | 0.04% |
1,213,200
+535,700
| +79% | +$15.3M |
|
280
PUT
Petrobras
PBR
$121B
| $34.6M | 0.04% |
2,173,500
+543,600
| +33% | +$8.3M |
|
281
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $34.6M | 0.04% |
365,125
-37,475
| -9% | -$3.25M |
|
|
282
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $34.3M | 0.04% |
361,782
+60,634
| +20% | +$5.26M |
|
283
CALL
Analog Devices
ADI
$184B
| $34.2M | 0.04% |
287,800
+3,000
| +1% | +$338K |
|
284
CALL
ExxonMobil
XOM
$638B
| $34.1M | 0.04% |
489,200
-244,600
| -33% | -$16.9M |
|
285
FedEx
FDX
$74.3B
| $34.1M | 0.04% |
225,657
+115,694
| +105% | +$17.8M |
|
286
CALL
MongoDB
MDB
$30.1B
| $34M | 0.04% |
258,300
+42,400
| +20% | +$5.57M |
|
287
PUT
United Rentals
URI
$71.5B
| $34M | 0.04% |
203,800
+44,400
| +28% | +$6.45M |
|
288
PUT
Gilead Sciences
GILD
$163B
| $33.9M | 0.04% |
521,100
+318,800
| +158% | +$20.8M |
|
289
VanEck Gold Miners ETF
GDX
$23.9B
| $33.6M | 0.04% |
1,147,636
-373,496
| -25% | -$10.2M |
|
290
PUT
Vale
VALE
$63.2B
| $33.5M | 0.04% |
2,539,000
+1,084,100
| +75% | +$13M |
|
291
CALL
PNC Financial Services
PNC
$102B
| $33.4M | 0.04% |
208,900
+44,400
| +27% | +$6.67M |
|
292
CALL
Chevron
CVX
$380B
| $32.9M | 0.04% |
272,800
-239,100
| -47% | -$28.2M |
|
|
293
PUT
MongoDB
MDB
$30.1B
| $32.7M | 0.04% |
248,700
+111,200
| +81% | +$14.6M |
|
|
PPLI
294
PUT
People Inc
PPLI
$3.39B
| $32.6M | 0.04% |
732,998
+33,013
| +5% | +$1.33M |
|
|
295
iShares China Large-Cap ETF
FXI
$4.32B
| $32.5M | 0.04% |
745,785
-2,475,157
| -77% | -$103M |
|
|
296
PUT
Chevron
CVX
$380B
| $32.2M | 0.04% |
267,600
-211,800
| -44% | -$24.9M |
|
297
IBM
IBM
$218B
| $32.2M | 0.04% |
251,400
+91,810
| +58% | +$11.9M |
|
298
PUT
Intuit
INTU
$87.8B
| $32.1M | 0.04% |
122,600
-2,800
| -2% | -$732K |
|
|
NEE.PRO
299
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $32.1M | 0.04% |
625,315
+231,776
| +59% | +$11.6M |
|
300
CALL
Delta Air Lines
DAL
$61.2B
| $32M | 0.04% |
547,700
+488,800
| +830% | +$27.4M |
|
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.