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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 | |
|---|---|---|---|---|---|---|
326
McDonald's
MCD
$189B
| $29.2M | 0.03% |
147,679
+42,468
| +40% | +$8.42M |
|
327
CALL
Public Storage
PSA
$60.8B
| $29.1M | 0.03% |
136,500
+116,500
| +583% | +$25.9M |
|
328
Stanley Black & Decker
SWK
$15.4B
| $29M | 0.03% |
175,065
+28,395
| +19% | +$4.4M |
|
329
JPMorgan Chase
JPM
$955B
| $28.8M | 0.03% |
206,423
+165,481
| +404% | +$21.2M |
|
330
CALL
Petrobras
PBR
$121B
| $28.7M | 0.03% |
1,801,700
+30,000
| +2% | +$458K |
|
331
PUT
Zillow
Z
$8.23B
| $28.2M | 0.03% |
613,600
+373,500
| +156% | +$13.9M |
|
332
AT&T
T
$160B
| $28.1M | 0.03% |
951,342
+641,133
| +207% | +$18.5M |
|
333
PUT
O'Reilly Automotive
ORLY
$74.8B
| $27.9M | 0.03% |
954,000
+337,500
| +55% | +$9.66M |
|
334
Mastercard
MA
$500B
| $27.9M | 0.03% |
93,328
+79,350
| +568% | +$22.4M |
|
335
CALL
Spotify
SPOT
$100B
| $27.9M | 0.03% |
186,200
-287,100
| -61% | -$39.4M |
|
336
CALL
Ross Stores
ROST
$80.7B
| $27.8M | 0.03% |
239,100
+180,300
| +307% | +$20.3M |
|
337
CALL
Roku
ROKU
$21.8B
| $27.6M | 0.03% |
205,900
-576,300
| -74% | -$79.2M |
|
|
CNP.PRB
338
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
| $27.5M | 0.03% |
+564,608
| New | +$27.5M |
|
339
PUT
NextEra Energy
NEE
$181B
| $27.3M | 0.03% |
451,600
+235,200
| +109% | +$13.7M |
|
340
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
| $27.2M | 0.03% |
905,200
+74,200
| +9% | +$2.2M |
|
341
PUT
Invesco Senior Loan ETF
BKLN
$6.79B
| $27.1M | 0.03% |
1,187,000
+687,000
| +137% | +$15.5M |
|
342
PUT
Ulta Beauty
ULTA
$23.4B
| $27M | 0.03% |
106,700
-255,200
| -71% | -$62.4M |
|
343
CALL
Royal Caribbean
RCL
$87B
| $27M | 0.03% |
202,300
+106,500
| +111% | +$12.4M |
|
344
PUT
Centene
CNC
$31.7B
| $26.8M | 0.03% |
426,500
+45,100
| +12% | +$2.45M |
|
345
CALL
Occidental Petroleum
OXY
$54.8B
| $26.8M | 0.03% |
649,536
+489,900
| +307% | +$19.6M |
|
346
PUT
Delta Air Lines
DAL
$61.1B
| $26.6M | 0.03% |
455,400
+42,100
| +10% | +$2.36M |
|
347
CALL
Capital One
COF
$136B
| $26.1M | 0.03% |
253,900
-22,500
| -8% | -$2.17M |
|
348
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $26.1M | 0.03% |
415,400
-22,400
| -5% | -$1.36M |
|
349
JD.com
JD
$44.4B
| $26M | 0.03% |
738,032
-25,274
| -3% | -$815K |
|
350
CALL
VanEck Gold Miners ETF
GDX
$23.8B
| $26M | 0.03% |
887,700
-51,300
| -5% | -$1.4M |
|
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.