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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 | |
|---|---|---|---|---|---|---|
51
PUT
Broadcom
AVGO
$1.85T
| $275M | 0.32% |
8,702,000
+694,000
| +9% | +$21.1M |
|
52
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $249M | 0.29% |
1,945,000
+1,751,000
| +903% | +$223M |
|
53
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
| $248M | 0.29% |
3,696,000
-2,964,000
| -45% | -$191M |
|
54
CALL
Micron Technology
MU
$930B
| $246M | 0.28% |
4,568,300
-1,005,600
| -18% | -$48M |
|
55
PUT
Merck
MRK
$322B
| $241M | 0.28% |
2,771,541
+2,235,699
| +417% | +$184M |
|
56
CALL
Intel
INTC
$455B
| $238M | 0.27% |
3,980,000
+645,100
| +19% | +$36.1M |
|
57
PUT
Wells Fargo
WFC
$261B
| $238M | 0.27% |
4,425,600
+1,892,400
| +75% | +$99.1M |
|
58
CALL
Caterpillar
CAT
$375B
| $236M | 0.27% |
1,599,500
+610,900
| +62% | +$85.3M |
|
|
59
CALL
Alphabet (Google) Class C
GOOG
$4.36T
| $235M | 0.27% |
3,520,000
-3,664,000
| -51% | -$236M |
|
60
CALL
Qualcomm
QCOM
$155B
| $231M | 0.27% |
2,613,200
+694,500
| +36% | +$58.1M |
|
|
61
NVIDIA
NVDA
$4.86T
| $225M | 0.26% |
38,317,440
+27,222,760
| +245% | +$142M |
|
|
62
CALL
Merck
MRK
$322B
| $213M | 0.25% |
2,449,386
+1,928,006
| +370% | +$158M |
|
63
PUT
JPMorgan Chase
JPM
$935B
| $207M | 0.24% |
1,484,300
-380,600
| -20% | -$48.8M |
|
64
CALL
Johnson & Johnson
JNJ
$618B
| $206M | 0.24% |
1,415,000
+262,800
| +23% | +$35.6M |
|
65
PUT
Morgan Stanley
MS
$331B
| $180M | 0.21% |
3,518,200
+999,900
| +40% | +$47.3M |
|
66
CALL
Citigroup
C
$222B
| $178M | 0.21% |
2,228,700
+338,800
| +18% | +$25M |
|
67
CALL
AT&T
T
$159B
| $177M | 0.2% |
5,998,250
+3,902,888
| +186% | +$113M |
|
|
68
CALL
JPMorgan Chase
JPM
$935B
| $177M | 0.2% |
1,266,500
-84,200
| -6% | -$10.8M |
|
69
CALL
iShares MSCI EAFE ETF
EFA
$78B
| $175M | 0.2% |
2,520,300
-5,226,500
| -67% | -$353M |
|
70
PUT
Applied Materials
AMAT
$403B
| $174M | 0.2% |
2,856,000
+22,800
| +0.8% | +$1.28M |
|
71
Amazon
AMZN
$2.92T
| $171M | 0.2% |
1,854,640
+149,740
| +9% | +$13.3M |
|
|
72
CALL
Boeing
BA
$171B
| $169M | 0.19% |
517,700
-16,300
| -3% | -$5.77M |
|
73
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $168M | 0.19% |
1,240,800
+379,000
| +44% | +$52.8M |
|
74
PUT
Amgen
AMGN
$208B
| $167M | 0.19% |
694,600
+238,800
| +52% | +$52.6M |
|
75
PUT
IBM
IBM
$211B
| $167M | 0.19% |
1,302,793
-221,438
| -15% | -$28.8M |
|
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.