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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 | |
|---|---|---|---|---|---|---|
401
CALL
Procter & Gamble
PG
$345B
| $21.5M | 0.02% |
172,000
-48,000
| -22% | -$5.87M |
|
402
CALL
Yum China
YUMC
$16.4B
| $21.5M | 0.02% |
447,400
+438,400
| +4,871% | +$19.5M |
|
|
XYZ
403
Block Inc
XYZ
$50.4B
| $21.4M | 0.02% |
342,313
-179,870
| -34% | -$11.5M |
|
404
CALL
McDonald's
MCD
$191B
| $21.4M | 0.02% |
108,200
-122,200
| -53% | -$24.2M |
|
405
EOG Resources
EOG
$76.4B
| $21.2M | 0.02% |
253,504
+232,052
| +1,082% | +$17M |
|
406
CALL
Skyworks Solutions
SWKS
$10.1B
| $21.2M | 0.02% |
175,000
+70,200
| +67% | +$6.9M |
|
|
TIF
407
PUT
DELISTED
Tiffany & Co.
TIF
| $21.1M | 0.02% |
158,200
-443,100
| -74% | -$52.4M |
|
408
CALL
Walmart Inc
WMT
$888B
| $21.1M | 0.02% |
531,900
-1,898,100
| -78% | -$75.4M |
|
409
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $21.1M | 0.02% |
258,600
+178,800
| +224% | +$14.3M |
|
410
CALL
Constellation Brands
STZ
$22.4B
| $21.1M | 0.02% |
111,000
+14,600
| +15% | +$2.76M |
|
411
CALL
Abbott
ABT
$182B
| $21M | 0.02% |
242,200
+3,300
| +1% | +$276K |
|
412
CALL
O'Reilly Automotive
ORLY
$74.9B
| $21M | 0.02% |
718,500
-112,500
| -14% | -$3.22M |
|
|
413
PUT
Abbott
ABT
$182B
| $20.9M | 0.02% |
241,000
+55,600
| +30% | +$4.66M |
|
414
CALL
HP
HPQ
$26.4B
| $20.9M | 0.02% |
1,017,500
-264,100
| -21% | -$5M |
|
415
CALL
Twilio
TWLO
$29.5B
| $20.9M | 0.02% |
212,700
-60,800
| -22% | -$6.21M |
|
416
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $20.7M | 0.02% |
329,400
+163,400
| +98% | +$9.94M |
|
417
CALL
Campbell Soup
CPB
$6.79B
| $20.6M | 0.02% |
417,500
+207,200
| +99% | +$9.82M |
|
418
CVS Health
CVS
$133B
| $20.6M | 0.02% |
277,371
-311,203
| -53% | -$21.9M |
|
419
iShares Silver Trust
SLV
$28.8B
| $20.5M | 0.02% |
1,226,995
+767,800
| +167% | +$12.4M |
|
|
SPLK
420
CALL
DELISTED
Splunk Inc
SPLK
| $20.4M | 0.02% |
136,500
+82,900
| +155% | +$10.9M |
|
|
421
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $20.3M | 0.02% |
324,050
+42,040
| +15% | +$2.56M |
|
422
Home Depot
HD
$347B
| $20.3M | 0.02% |
92,801
-20,868
| -18% | -$4.73M |
|
423
CALL
AbbVie
ABBV
$431B
| $20.2M | 0.02% |
228,000
+62,800
| +38% | +$5.21M |
|
424
Royal Caribbean
RCL
$87.1B
| $20.1M | 0.02% |
150,299
+123,270
| +456% | +$14.4M |
|
425
CALL
Nucor
NUE
$62.4B
| $20M | 0.02% |
355,700
+100,300
| +39% | +$5.47M |
|
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.