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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 | |
|---|---|---|---|---|---|---|
26
CALL
Booking.com
BKNG
$156B
| $458M | 0.53% |
5,580,000
+422,500
| +8% | +$33.2M |
|
27
PUT
Alphabet (Google) Class C
GOOG
$4.11T
| $456M | 0.53% |
6,822,000
-3,034,000
| -31% | -$196M |
|
|
28
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $447M | 0.52% |
10,248,100
-4,236,100
| -29% | -$177M |
|
29
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $446M | 0.51% |
1,564,200
+106,500
| +7% | +$29.3M |
|
30
PUT
Mercado Libre
MELI
$94.5B
| $444M | 0.51% |
775,800
+214,900
| +38% | +$119M |
|
31
CALL
SPDR Gold Trust
GLD
$131B
| $423M | 0.49% |
2,958,400
-245,100
| -8% | -$34.3M |
|
|
32
CALL
NVIDIA
NVDA
$4.6T
| $415M | 0.48% |
70,616,000
-17,460,000
| -20% | -$90.8M |
|
33
PUT
Tesla
TSLA
$1.18T
| $395M | 0.46% |
14,175,000
-903,000
| -6% | -$19.6M |
|
|
34
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $388M | 0.45% |
1,204,659
-959,086
| -44% | -$295M |
|
35
PUT
Advanced Micro Devices
AMD
$700B
| $380M | 0.44% |
8,275,400
+1,303,000
| +19% | +$48M |
|
36
PUT
Intel
INTC
$413B
| $376M | 0.43% |
6,274,500
+402,100
| +7% | +$22.5M |
|
|
37
PUT
Netflix
NFLX
$307B
| $375M | 0.43% |
11,603,000
-2,615,000
| -18% | -$77.5M |
|
|
38
CALL
Meta Platforms (Facebook)
META
$1.49T
| $349M | 0.4% |
1,701,800
-693,400
| -29% | -$134M |
|
39
PUT
Bank of America
BAC
$429B
| $347M | 0.4% |
9,851,200
+2,434,200
| +33% | +$78.7M |
|
40
PUT
Adobe
ADBE
$105B
| $344M | 0.4% |
1,044,000
+487,400
| +88% | +$143M |
|
|
41
PUT
Boeing
BA
$169B
| $334M | 0.39% |
1,025,700
+446,000
| +77% | +$158M |
|
|
42
PUT
SPDR Gold Trust
GLD
$131B
| $323M | 0.37% |
2,262,900
+308,600
| +16% | +$43.1M |
|
43
CALL
Alibaba
BABA
$276B
| $313M | 0.36% |
1,473,500
-505,580
| -26% | -$94.9M |
|
44
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
| $312M | 0.36% |
10,129,300
+1,374,800
| +16% | +$40.3M |
|
|
45
Apple
AAPL
$4.97T
| $311M | 0.36% |
4,231,436
+1,447,336
| +52% | +$93.1M |
|
46
PUT
PayPal
PYPL
$49.9B
| $310M | 0.36% |
2,870,300
+387,700
| +16% | +$40.4M |
|
47
CALL
iShares MSCI Brazil ETF
EWZ
$8.98B
| $305M | 0.35% |
6,423,800
+3,543,600
| +123% | +$155M |
|
48
PUT
Citigroup
C
$213B
| $304M | 0.35% |
3,803,400
-169,000
| -4% | -$12.5M |
|
|
49
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $288M | 0.33% |
6,409,658
+5,738,754
| +855% | +$246M |
|
50
PUT
Visa
V
$677B
| $280M | 0.32% |
1,488,100
+520,300
| +54% | +$93.7M |
|
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.