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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 | |
|---|---|---|---|---|---|---|
501
PUT
Northrop Grumman
NOC
$78.7B
| $15.5M | 0.02% |
45,000
+40,900
| +998% | +$14.4M |
|
502
Procter & Gamble
PG
$340B
| $15.5M | 0.02% |
123,785
-32,156
| -21% | -$3.93M |
|
503
State Street Industrial Select Sector SPDR ETF
XLI
$34B
| $15.4M | 0.02% |
189,170
+187,800
| +13,708% | +$15M |
|
504
PUT
Kohl's
KSS
$2.28B
| $15.4M | 0.02% |
302,300
+156,100
| +107% | +$7.94M |
|
505
PUT
Pultegroup
PHM
$25.4B
| $15.3M | 0.02% |
394,100
+13,500
| +4% | +$525K |
|
506
CALL
Honeywell
HON
$78.7B
| $15.2M | 0.02% |
90,928
-68,222
| -43% | -$11.2M |
|
507
CALL
Sea Limited
SE
$69.4B
| $15.1M | 0.02% |
376,000
+314,000
| +506% | +$10.6M |
|
508
PUT
US Bancorp
USB
$100B
| $15.1M | 0.02% |
254,700
-277,400
| -52% | -$16M |
|
509
PUT
Ferrari
RACE
$71.5B
| $15.1M | 0.02% |
91,000
-28,600
| -24% | -$4.63M |
|
510
Coca-Cola
KO
$373B
| $15M | 0.02% |
271,838
+154,205
| +131% | +$8.29M |
|
511
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.9B
| $15M | 0.02% |
52,713
+40,484
| +331% | +$11.2M |
|
512
PUT
Agnico Eagle Mines
AEM
$82.6B
| $15M | 0.02% |
243,900
-98,800
| -29% | -$5.74M |
|
513
PUT
Elevance Health
ELV
$84.7B
| $15M | 0.02% |
49,700
+47,000
| +1,741% | +$12.9M |
|
514
CALL
Walt Disney
DIS
$174B
| $15M | 0.02% |
103,500
-53,800
| -34% | -$7.51M |
|
515
Hilton Worldwide
HLT
$72.6B
| $15M | 0.02% |
134,801
+84,096
| +166% | +$8.44M |
|
|
DCUE
516
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
| $14.8M | 0.02% |
+138,726
| New | +$14.7M |
|
517
CALL
United Rentals
URI
$72.4B
| $14.8M | 0.02% |
88,500
-50,000
| -36% | -$7.26M |
|
518
CALL
Biogen
BIIB
$30.9B
| $14.7M | 0.02% |
49,700
+9,700
| +24% | +$2.69M |
|
519
Medtronic
MDT
$109B
| $14.7M | 0.02% |
129,656
+2,690
| +2% | +$295K |
|
520
CALL
CSX Corp
CSX
$94.4B
| $14.7M | 0.02% |
609,300
-293,100
| -32% | -$6.93M |
|
521
CALL
Align Technology
ALGN
$12.4B
| $14.7M | 0.02% |
52,600
-12,600
| -19% | -$3.14M |
|
522
PepsiCo
PEP
$189B
| $14.7M | 0.02% |
107,404
+66,892
| +165% | +$9.1M |
|
523
ExxonMobil
XOM
$631B
| $14.6M | 0.02% |
209,355
-9,153
| -4% | -$633K |
|
524
CALL
Whirlpool
WHR
$3B
| $14.5M | 0.02% |
98,400
+6,100
| +7% | +$921K |
|
525
PUT
Chemours
CC
$2.25B
| $14.5M | 0.02% |
+800,100
| New | +$13.3M |
|
Similar funds
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.