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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 | |
|---|---|---|---|---|---|---|
76
PUT
United Parks & Resorts
PRKS
$2.1B
| $163M | 0.19% |
5,126,600
-1,100
| -0% | -$31.7K |
|
|
77
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $158M | 0.18% |
3,522,100
-2,572,300
| -42% | -$110M |
|
78
PUT
Lam Research
LRCX
$367B
| $156M | 0.18% |
5,329,000
-2,803,000
| -34% | -$74.4M |
|
79
PUT
Baidu
BIDU
$37.7B
| $154M | 0.18% |
1,219,700
-189,800
| -13% | -$21.6M |
|
80
PUT
FedEx
FDX
$72.7B
| $152M | 0.18% |
1,005,200
+632,600
| +170% | +$97.5M |
|
81
CALL
Broadcom
AVGO
$1.85T
| $152M | 0.17% |
4,799,000
-2,201,000
| -31% | -$66.8M |
|
82
PUT
Texas Instruments
TXN
$252B
| $145M | 0.17% |
1,130,500
-718,000
| -39% | -$88.6M |
|
83
CALL
Bank of America
BAC
$435B
| $144M | 0.17% |
4,096,300
-366,300
| -8% | -$11.8M |
|
84
CALL
CVS Health
CVS
$133B
| $143M | 0.17% |
1,927,200
+166,500
| +9% | +$11.7M |
|
85
PUT
Goldman Sachs
GS
$300B
| $142M | 0.16% |
616,600
-76,700
| -11% | -$16.6M |
|
|
86
Microsoft
MSFT
$3.45T
| $142M | 0.16% |
898,355
+659,476
| +276% | +$96.9M |
|
|
XYZ
87
PUT
Block Inc
XYZ
$48.4B
| $141M | 0.16% |
2,261,600
+500,000
| +28% | +$32M |
|
88
PUT
Costco
COST
$422B
| $140M | 0.16% |
476,400
+219,100
| +85% | +$65.1M |
|
89
CALL
Advanced Micro Devices
AMD
$776B
| $138M | 0.16% |
3,000,600
-737,200
| -20% | -$27.1M |
|
90
PUT
Qualcomm
QCOM
$155B
| $133M | 0.15% |
1,507,000
-617,500
| -29% | -$51.7M |
|
|
91
CALL
Netflix
NFLX
$299B
| $133M | 0.15% |
4,098,000
-1,510,000
| -27% | -$44.8M |
|
92
PUT
Caterpillar
CAT
$375B
| $131M | 0.15% |
889,100
-257,200
| -22% | -$35.9M |
|
93
CALL
Marathon Petroleum
MPC
$92.4B
| $128M | 0.15% |
2,126,900
+983,300
| +86% | +$61.5M |
|
94
CALL
Kroger
KR
$35.4B
| $127M | 0.15% |
4,391,600
+2,200
| +0.1% | +$58.3K |
|
|
95
Advanced Micro Devices
AMD
$776B
| $126M | 0.15% |
2,742,006
+1,715,056
| +167% | +$63.1M |
|
96
CALL
Adobe
ADBE
$99.5B
| $125M | 0.14% |
379,200
-37,000
| -9% | -$10.9M |
|
97
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $124M | 0.14% |
546,400
+159,900
| +41% | +$34.7M |
|
|
TWTR
98
PUT
DELISTED
Twitter, Inc.
TWTR
| $123M | 0.14% |
3,847,000
+1,238,400
| +47% | +$40.7M |
|
99
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $123M | 0.14% |
3,802,200
+2,204,400
| +138% | +$70M |
|
100
CALL
Wells Fargo
WFC
$261B
| $120M | 0.14% |
2,221,300
+65,900
| +3% | +$3.45M |
|
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.