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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 | |
|---|---|---|---|---|---|---|
376
Sea Limited
SE
$68.3B
| $24.5M | 0.03% |
608,149
+583,043
| +2,322% | +$19.6M |
|
|
ATVI
377
DELISTED
Activision Blizzard
ATVI
| $24M | 0.03% |
403,529
+255,966
| +173% | +$14.2M |
|
378
PUT
Best Buy
BBY
$18.2B
| $23.9M | 0.03% |
272,300
+94,200
| +53% | +$7.21M |
|
379
iShares MSCI EAFE ETF
EFA
$79.3B
| $23.9M | 0.03% |
344,111
-7,744
| -2% | -$523K |
|
380
PUT
Domino's
DPZ
$12.2B
| $23.6M | 0.03% |
+80,400
| New | +$22.2M |
|
381
Wynn Resorts
WYNN
$10.1B
| $23.6M | 0.03% |
169,694
+118,637
| +232% | +$14.4M |
|
382
Charter Communications
CHTR
$18.3B
| $23.5M | 0.03% |
48,544
-32,400
| -40% | -$14.9M |
|
383
CALL
Cigna
CI
$72.4B
| $23.3M | 0.03% |
113,900
+27,000
| +31% | +$4.95M |
|
384
Walmart Inc
WMT
$888B
| $23.2M | 0.03% |
586,809
-47,652
| -8% | -$1.89M |
|
385
lululemon athletica
LULU
$14B
| $23.2M | 0.03% |
99,959
+60,915
| +156% | +$13M |
|
386
CALL
BP
BP
$109B
| $23M | 0.03% |
608,700
+223,400
| +58% | +$8.48M |
|
|
XLNX
387
CALL
DELISTED
Xilinx Inc
XLNX
| $22.9M | 0.03% |
234,300
-141,200
| -38% | -$13.3M |
|
388
CALL
Seagate
STX
$192B
| $22.6M | 0.03% |
379,100
+232,000
| +158% | +$13.3M |
|
389
PUT
Medtronic
MDT
$110B
| $22.5M | 0.03% |
197,900
-115,100
| -37% | -$12.6M |
|
390
CALL
Vulcan Materials
VMC
$36.9B
| $22.4M | 0.03% |
155,600
-27,300
| -15% | -$3.91M |
|
391
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $22.4M | 0.03% |
726,637
-198,955
| -21% | -$5.84M |
|
392
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $22.1M | 0.03% |
237,000
+37,000
| +19% | +$3.43M |
|
393
ServiceNow
NOW
$122B
| $22M | 0.03% |
389,800
+95,565
| +32% | +$5.03M |
|
|
394
Cigna
CI
$72.4B
| $21.9M | 0.03% |
107,309
+92,626
| +631% | +$17M |
|
395
PUT
Kraft Heinz
KHC
$31.6B
| $21.8M | 0.03% |
678,600
-93,400
| -12% | -$2.83M |
|
396
CALL
TSMC
TSM
$2.16T
| $21.7M | 0.03% |
373,600
+61,300
| +20% | +$3.25M |
|
397
Chipotle Mexican Grill
CMG
$42.8B
| $21.7M | 0.03% |
1,296,050
-595,400
| -31% | -$9.55M |
|
398
CALL
Aflac
AFL
$63.7B
| $21.7M | 0.03% |
409,700
+324,800
| +383% | +$17.2M |
|
399
iShares MSCI Brazil ETF
EWZ
$9.14B
| $21.6M | 0.03% |
456,240
+351,018
| +334% | +$15.4M |
|
400
PUT
Estee Lauder
EL
$31.5B
| $21.6M | 0.02% |
104,700
-82,200
| -44% | -$16M |
|
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.