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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 | |
|---|---|---|---|---|---|---|
126
PUT
UnitedHealth
UNH
$376B
| $93.5M | 0.11% |
318,000
+222,900
| +234% | +$58.3M |
|
127
CALL
Wynn Resorts
WYNN
$10.3B
| $93.4M | 0.11% |
672,400
+415,800
| +162% | +$50.6M |
|
128
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $92.4M | 0.11% |
838,306
+529,479
| +171% | +$59M |
|
129
PUT
McDonald's
MCD
$192B
| $91.2M | 0.11% |
461,500
+15,000
| +3% | +$2.98M |
|
130
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
| $90.9M | 0.1% |
2,954,100
+693,200
| +31% | +$20.3M |
|
|
XYZ
131
CALL
Block Inc
XYZ
$48.4B
| $90.6M | 0.1% |
1,448,400
+567,900
| +64% | +$36.3M |
|
132
CALL
JD.com
JD
$44.6B
| $90.4M | 0.1% |
2,567,100
+52,600
| +2% | +$1.7M |
|
133
PUT
AT&T
T
$159B
| $89.8M | 0.1% |
3,043,479
+61,699
| +2% | +$1.78M |
|
134
CALL
Deere & Co
DE
$160B
| $89.6M | 0.1% |
517,300
-292,000
| -36% | -$50.3M |
|
|
ATVI
135
PUT
DELISTED
Activision Blizzard
ATVI
| $89.1M | 0.1% |
1,499,600
+85,100
| +6% | +$4.71M |
|
136
CALL
Nike
NKE
$61.9B
| $88.1M | 0.1% |
869,900
+351,600
| +68% | +$33.1M |
|
137
CALL
Cisco
CSCO
$457B
| $88M | 0.1% |
1,835,700
-526,400
| -22% | -$24.5M |
|
138
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $87.1M | 0.1% |
5,200,000
-5,665,000
| -52% | -$90.9M |
|
|
139
Meta Platforms (Facebook)
META
$1.42T
| $86.9M | 0.1% |
423,584
-207,725
| -33% | -$40.2M |
|
140
CALL
GE Aerospace
GE
$374B
| $86.6M | 0.1% |
1,556,720
+662,864
| +74% | +$34.2M |
|
141
Booking.com
BKNG
$149B
| $86.5M | 0.1% |
1,053,100
+305,475
| +41% | +$24M |
|
142
PUT
Oracle
ORCL
$374B
| $86.2M | 0.1% |
1,626,800
-5,400
| -0.3% | -$297K |
|
143
PUT
Palo Alto Networks
PANW
$270B
| $86.1M | 0.1% |
2,234,400
+1,149,000
| +106% | +$43.5M |
|
144
CALL
United Airlines
UAL
$39.4B
| $84.9M | 0.1% |
963,700
+501,600
| +109% | +$45M |
|
145
CALL
Lowe's Companies
LOW
$117B
| $84.6M | 0.1% |
706,600
+145,600
| +26% | +$16.6M |
|
146
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.74B
| $84.4M | 0.1% |
890,125
+255,100
| +40% | +$22.1M |
|
|
147
PUT
Wynn Resorts
WYNN
$10.3B
| $82.3M | 0.1% |
593,000
+184,000
| +45% | +$22.4M |
|
|
CFXA
148
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $82.2M | 0.09% |
520,733
+108,511
| +26% | +$15.6M |
|
149
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
| $82M | 0.09% |
287,600
-1,427,000
| -83% | -$393M |
|
150
Citigroup
C
$222B
| $81.7M | 0.09% |
1,022,970
+690,214
| +207% | +$51M |
|
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.