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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 | |
|---|---|---|---|---|---|---|
351
PUT
BHP
BHP
$227B
| $25.9M | 0.03% |
531,242
+283,389
| +114% | +$12.9M |
|
352
PUT
American Express
AXP
$235B
| $25.9M | 0.03% |
208,200
+48,100
| +30% | +$5.75M |
|
353
CALL
Eli Lilly
LLY
$1.03T
| $25.9M | 0.03% |
197,000
+46,200
| +31% | +$5.36M |
|
354
CALL
Comcast
CMCSA
$87.3B
| $25.7M | 0.03% |
572,000
+169,200
| +42% | +$7.53M |
|
355
CALL
SLB Ltd
SLB
$74.9B
| $25.7M | 0.03% |
638,500
+139,600
| +28% | +$4.98M |
|
356
Lam Research
LRCX
$391B
| $25.7M | 0.03% |
877,620
+627,320
| +251% | +$16.7M |
|
357
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $25.5M | 0.03% |
249,910
+210,535
| +535% | +$20.2M |
|
358
PUT
Valero Energy
VLO
$87.7B
| $25.4M | 0.03% |
271,500
-153,700
| -36% | -$14.5M |
|
359
Nike
NKE
$62.4B
| $25.4M | 0.03% |
250,636
+150,601
| +151% | +$14.2M |
|
360
PUT
Microchip Technology
MCHP
$42.6B
| $25.3M | 0.03% |
483,800
+246,400
| +104% | +$11.9M |
|
361
RH
RH
$3.67B
| $25.3M | 0.03% |
118,327
+104,829
| +777% | +$20.5M |
|
362
CALL
Expedia Group
EXPE
$38.1B
| $25.2M | 0.03% |
232,900
+108,400
| +87% | +$12.7M |
|
|
ATVI
363
CALL
DELISTED
Activision Blizzard
ATVI
| $25M | 0.03% |
421,500
-167,400
| -28% | -$9.27M |
|
364
CALL
Gilead Sciences
GILD
$163B
| $25M | 0.03% |
385,300
+46,200
| +14% | +$3.01M |
|
365
CALL
Energy Transfer Partners
ET
$70.2B
| $25M | 0.03% |
1,950,500
+1,893,900
| +3,346% | +$23.3M |
|
366
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $24.9M | 0.03% |
183,996
+144,423
| +365% | +$20.1M |
|
367
PUT
Take-Two Interactive
TTWO
$44B
| $24.9M | 0.03% |
203,600
+7,400
| +4% | +$901K |
|
|
FL
368
PUT
DELISTED
Foot Locker
FL
| $24.8M | 0.03% |
637,300
+43,800
| +7% | +$1.84M |
|
|
369
PUT
Eli Lilly
LLY
$1.03T
| $24.8M | 0.03% |
188,500
-9,200
| -5% | -$1.07M |
|
370
PUT
Honeywell
HON
$78.8B
| $24.7M | 0.03% |
148,222
+32,467
| +28% | +$5.31M |
|
|
371
SLB Ltd
SLB
$74.9B
| $24.7M | 0.03% |
614,120
+330,233
| +116% | +$11.8M |
|
372
PUT
Campbell Soup
CPB
$6.81B
| $24.7M | 0.03% |
498,900
+276,200
| +124% | +$13.1M |
|
373
CALL
Salesforce
CRM
$158B
| $24.6M | 0.03% |
151,400
-147,300
| -49% | -$23.1M |
|
374
PUT
Viatris
VTRS
$20.6B
| $24.5M | 0.03% |
1,218,100
+961,700
| +375% | +$17.9M |
|
375
Walt Disney
DIS
$177B
| $24.5M | 0.03% |
169,279
-50,193
| -23% | -$7.01M |
|
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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.