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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 | |
|---|---|---|---|---|---|---|
1051
CALL
NextEra Energy
NEE
$177B
| $3.39M | ﹤0.01% |
+56,000
| New | +$3.27M |
|
1052
Arista Networks
ANET
$242B
| $3.38M | ﹤0.01% |
265,888
+219,264
| +470% | +$2.88M |
|
1053
PUT
Grand Canyon Education
LOPE
$3.88B
| $3.37M | ﹤0.01% |
+35,200
| New | +$3.25M |
|
1054
CALL
AB InBev
BUD
$165B
| $3.36M | ﹤0.01% |
41,000
-7,100
| -15% | -$591K |
|
1055
Delta Air Lines
DAL
$60.6B
| $3.36M | ﹤0.01% |
57,467
-67,600
| -54% | -$3.79M |
|
1056
Regeneron Pharmaceuticals
REGN
$79.4B
| $3.36M | ﹤0.01% |
8,939
+8,588
| +2,447% | +$2.89M |
|
|
XIFR
1057
PUT
XPLR Infrastructure LP
XIFR
$1.08B
| $3.35M | ﹤0.01% |
+63,700
| New | +$3.31M |
|
1058
PUT
Enpro
NPO
$7.09B
| $3.34M | ﹤0.01% |
+50,000
| New | +$3.32M |
|
|
ABB
1059
DELISTED
ABB Ltd
ABB
| $3.34M | ﹤0.01% |
+138,755
| New | +$2.97M |
|
1060
Western Digital
WDC
$156B
| $3.34M | ﹤0.01% |
69,542
+64,388
| +1,249% | +$2.69M |
|
1061
Lumen
LUMN
$6.09B
| $3.33M | ﹤0.01% |
252,493
+232,342
| +1,153% | +$3.12M |
|
1062
PUT
TC Energy
TRP
$66.5B
| $3.33M | ﹤0.01% |
+62,500
| New | +$3.21M |
|
1063
CALL
CME Group
CME
$95B
| $3.33M | ﹤0.01% |
16,600
-78,100
| -82% | -$16M |
|
|
DISH
1064
CALL
DELISTED
DISH Network Corp.
DISH
| $3.32M | ﹤0.01% |
93,600
-20,900
| -18% | -$724K |
|
1065
VanEck Semiconductor ETF
SMH
$72B
| $3.31M | ﹤0.01% |
46,828
-173,862
| -79% | -$11.4M |
|
|
RTN
1066
PUT
DELISTED
Raytheon Company
RTN
| $3.3M | ﹤0.01% |
15,000
-99,900
| -87% | -$21.1M |
|
1067
PUT
iShares US Real Estate ETF
IYR
$4.62B
| $3.29M | ﹤0.01% |
35,400
-314,600
| -90% | -$29.2M |
|
1068
PUT
Southern Company
SO
$107B
| $3.29M | ﹤0.01% |
51,700
+35,200
| +213% | +$2.18M |
|
1069
CALL
Travelers Companies
TRV
$80.3B
| $3.29M | ﹤0.01% |
+24,000
| New | +$3.27M |
|
1070
CALL
Ambarella
AMBA
$3.69B
| $3.27M | ﹤0.01% |
54,100
-7,400
| -12% | -$410K |
|
1071
CALL
Paychex
PAYX
$42.8B
| $3.27M | ﹤0.01% |
38,400
+10,900
| +40% | +$920K |
|
1072
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $3.25M | ﹤0.01% |
111,091
+6,602
| +6% | +$180K |
|
1073
PUT
Casey's General Stores
CASY
$30.8B
| $3.24M | ﹤0.01% |
+20,400
| New | +$3.38M |
|
1074
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $3.21M | ﹤0.01% |
70,400
+36,200
| +106% | +$1.64M |
|
|
TWNKW
1075
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
| $3.2M | ﹤0.01% |
1,625,581
+165,941
| +11% | +$250K |
|
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.