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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 | |
|---|---|---|---|---|---|---|
|
TWTR
301
DELISTED
Twitter, Inc.
TWTR
| $31.9M | 0.04% |
995,899
+596,663
| +149% | +$19.6M |
|
302
Goldman Sachs
GS
$312B
| $31.9M | 0.04% |
138,616
+24,528
| +21% | +$5.32M |
|
303
CALL
ConocoPhillips
COP
$144B
| $31.8M | 0.04% |
489,300
+413,900
| +549% | +$24.3M |
|
304
CALL
Oracle
ORCL
$424B
| $31.8M | 0.04% |
599,700
+7,100
| +1% | +$391K |
|
305
Visa
V
$691B
| $31.5M | 0.04% |
167,386
+156,565
| +1,447% | +$28.2M |
|
306
CALL
ServiceNow
NOW
$121B
| $31.4M | 0.04% |
557,000
+490,500
| +738% | +$25.8M |
|
307
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $31.3M | 0.04% |
967,640
+809,280
| +511% | +$25.7M |
|
308
CALL
Valero Energy
VLO
$88.5B
| $31.2M | 0.04% |
333,300
-73,900
| -18% | -$6.98M |
|
309
PUT
Accenture
ACN
$103B
| $31.1M | 0.04% |
147,700
+40,600
| +38% | +$7.91M |
|
310
PUT
VanEck Semiconductor ETF
SMH
$72.5B
| $31M | 0.04% |
438,600
-32,600
| -7% | -$2.13M |
|
311
CALL
Vale
VALE
$63B
| $30.9M | 0.04% |
2,343,300
-1,270,300
| -35% | -$15.3M |
|
312
PUT
3M
MMM
$93.2B
| $30.9M | 0.04% |
209,659
-25,953
| -11% | -$3.63M |
|
313
PUT
Biogen
BIIB
$30.8B
| $30.7M | 0.04% |
103,400
-17,900
| -15% | -$4.97M |
|
314
Micron Technology
MU
$1.01T
| $30.5M | 0.04% |
566,804
-330,710
| -37% | -$15.8M |
|
315
PUT
Halliburton
HAL
$27B
| $30.5M | 0.04% |
1,244,800
+869,300
| +232% | +$18.3M |
|
316
Cisco
CSCO
$477B
| $30.1M | 0.03% |
627,796
+416,329
| +197% | +$19.4M |
|
317
VanEck Junior Gold Miners ETF
GDXJ
$7.33B
| $30M | 0.03% |
708,838
+348,415
| +97% | +$13.3M |
|
318
CALL
Philip Morris
PM
$289B
| $29.8M | 0.03% |
349,700
+137,100
| +64% | +$11.3M |
|
319
PUT
Expedia Group
EXPE
$37.1B
| $29.7M | 0.03% |
274,900
+83,000
| +43% | +$9.74M |
|
320
CALL
lululemon athletica
LULU
$13.9B
| $29.7M | 0.03% |
128,300
-130,000
| -50% | -$27.7M |
|
321
PUT
Cigna
CI
$72.2B
| $29.6M | 0.03% |
144,540
+57,400
| +66% | +$10.5M |
|
322
Broadcom
AVGO
$2T
| $29.5M | 0.03% |
934,800
+173,110
| +23% | +$5.26M |
|
323
Applied Materials
AMAT
$435B
| $29.3M | 0.03% |
479,904
+234,786
| +96% | +$13.2M |
|
324
PUT
CSX Corp
CSX
$94.3B
| $29.2M | 0.03% |
1,211,100
+37,200
| +3% | +$880K |
|
325
Kraft Heinz
KHC
$31.3B
| $29.2M | 0.03% |
908,290
+747,647
| +465% | +$22.6M |
|
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.