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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 | |
|---|---|---|---|---|---|---|
101
PUT
Johnson & Johnson
JNJ
$618B
| $119M | 0.14% |
818,900
+471,200
| +136% | +$63.9M |
|
102
PUT
Target
TGT
$65.6B
| $118M | 0.14% |
920,100
-530,900
| -37% | -$62.3M |
|
103
PUT
Nike
NKE
$61.9B
| $113M | 0.13% |
1,110,500
+405,500
| +58% | +$38.2M |
|
104
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $112M | 0.13% |
828,500
-837,000
| -50% | -$117M |
|
105
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $112M | 0.13% |
872,700
-956,900
| -52% | -$122M |
|
106
PUT
Lowe's Companies
LOW
$117B
| $111M | 0.13% |
930,800
-68,400
| -7% | -$7.82M |
|
107
PUT
Home Depot
HD
$331B
| $109M | 0.13% |
500,800
-393,400
| -44% | -$89.1M |
|
108
PUT
United Airlines
UAL
$39.4B
| $109M | 0.13% |
1,232,100
+421,800
| +52% | +$37.9M |
|
109
PUT
JD.com
JD
$44.6B
| $106M | 0.12% |
3,022,400
+368,600
| +14% | +$11.9M |
|
110
CALL
PayPal
PYPL
$48.9B
| $106M | 0.12% |
982,300
-313,000
| -24% | -$32.6M |
|
111
Alphabet (Google) Class A
GOOGL
$4.36T
| $106M | 0.12% |
1,579,440
+894,760
| +131% | +$57.7M |
|
|
112
Boeing
BA
$171B
| $103M | 0.12% |
316,589
+265,267
| +517% | +$93.9M |
|
113
CALL
Verizon
VZ
$195B
| $103M | 0.12% |
1,673,600
-211,600
| -11% | -$12.8M |
|
114
CALL
Snap
SNAP
$7.89B
| $102M | 0.12% |
6,216,800
+1,871,000
| +43% | +$27.5M |
|
115
PUT
iShares MSCI Japan ETF
EWJ
$21.9B
| $101M | 0.12% |
1,697,200
-79,400
| -4% | -$4.68M |
|
116
CALL
Visa
V
$684B
| $100M | 0.12% |
534,800
-95,500
| -15% | -$17.2M |
|
117
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $99.6M | 0.11% |
5,950,000
-4,145,000
| -41% | -$66.5M |
|
118
PUT
PepsiCo
PEP
$190B
| $99M | 0.11% |
724,000
+201,300
| +39% | +$27.4M |
|
119
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $98.6M | 0.11% |
3,050,200
+2,464,400
| +421% | +$78.3M |
|
120
CALL
Tesla
TSLA
$1.23T
| $98.2M | 0.11% |
3,522,000
-165,000
| -4% | -$3.58M |
|
121
PUT
Starbucks
SBUX
$120B
| $97.7M | 0.11% |
1,111,000
+599,000
| +117% | +$51.1M |
|
122
PUT
Cisco
CSCO
$457B
| $97.5M | 0.11% |
2,033,000
+766,200
| +60% | +$35.6M |
|
123
PUT
Walt Disney
DIS
$167B
| $94.9M | 0.11% |
656,000
-13,200
| -2% | -$1.84M |
|
124
PUT
Deere & Co
DE
$160B
| $94.6M | 0.11% |
546,100
-230,000
| -30% | -$39.6M |
|
125
CALL
Goldman Sachs
GS
$300B
| $94.4M | 0.11% |
410,700
-99,600
| -20% | -$21.6M |
|
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.