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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
476
CALL
Stanley Black & Decker
SWK
$15.3B
| $16.6M | 0.02% |
100,000
+99,900
| +99,900% | +$15.5M |
|
477
Lockheed Martin
LMT
$135B
| $16.5M | 0.02% |
42,364
-20,371
| -32% | -$7.82M |
|
478
Merck
MRK
$317B
| $16.5M | 0.02% |
189,987
+95,906
| +102% | +$7.88M |
|
479
Dollar Tree
DLTR
$24.9B
| $16.5M | 0.02% |
175,212
+150,085
| +597% | +$15.8M |
|
480
PUT
EOG Resources
EOG
$71.4B
| $16.5M | 0.02% |
196,500
-44,700
| -19% | -$3.27M |
|
481
CALL
AutoZone
AZO
$50.1B
| $16.4M | 0.02% |
+13,800
| New | +$15.9M |
|
482
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $16.4M | 0.02% |
+559,000
| New | +$15.3M |
|
483
Microchip Technology
MCHP
$40.4B
| $16.4M | 0.02% |
312,680
+296,846
| +1,875% | +$14.3M |
|
484
PUT
CenterPoint Energy
CNP
$26.8B
| $16.4M | 0.02% |
+600,000
| New | +$16.3M |
|
485
PUT
State Street SPDR S&P Retail ETF
XRT
$323M
| $16.3M | 0.02% |
353,600
-399,900
| -53% | -$17.6M |
|
|
RTN
486
DELISTED
Raytheon Company
RTN
| $16.3M | 0.02% |
73,983
+18,268
| +33% | +$3.86M |
|
487
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $16.2M | 0.02% |
+302,784
| New | +$15.6M |
|
488
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $16.2M | 0.02% |
528,000
+385,800
| +271% | +$11.4M |
|
489
CALL
Madison Square Garden
MSGS
$9.43B
| $16.2M | 0.02% |
+77,110
| New | +$15.1M |
|
490
PUT
Dell
DELL
$283B
| $16.1M | 0.02% |
619,325
+169,086
| +38% | +$4.4M |
|
491
CALL
Cummins
CMI
$88.7B
| $16.1M | 0.02% |
90,100
-19,400
| -18% | -$3.41M |
|
|
492
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $16.1M | 0.02% |
+300,000
| New | +$15.5M |
|
493
PUT
Edison International
EIX
$25.9B
| $15.9M | 0.02% |
+211,200
| New | +$14.9M |
|
494
CALL
Coca-Cola
KO
$374B
| $15.8M | 0.02% |
285,900
-980,300
| -77% | -$52.7M |
|
495
CALL
3M
MMM
$93.2B
| $15.8M | 0.02% |
107,042
| – | – |
|
496
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $15.8M | 0.02% |
344,440
+296,136
| +613% | +$12.7M |
|
497
Berkshire Hathaway Class B
BRK.B
$1.13T
| $15.7M | 0.02% |
69,252
+23,450
| +51% | +$5.09M |
|
498
PUT
Ross Stores
ROST
$81.6B
| $15.6M | 0.02% |
134,300
-22,700
| -14% | -$2.55M |
|
499
PUT
Automatic Data Processing
ADP
$109B
| $15.5M | 0.02% |
91,200
+30,700
| +51% | +$5.08M |
|
500
PUT
Align Technology
ALGN
$12.1B
| $15.5M | 0.02% |
55,600
-31,200
| -36% | -$7.78M |
|
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HF
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.