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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 | |
|---|---|---|---|---|---|---|
176
CALL
Palo Alto Networks
PANW
$270B
| $68M | 0.08% |
1,764,000
+749,400
| +74% | +$28.3M |
|
177
PUT
Autodesk
ADSK
$49.5B
| $67.7M | 0.08% |
369,100
-122,500
| -25% | -$19.9M |
|
178
PUT
CVS Health
CVS
$133B
| $67.4M | 0.08% |
907,300
+237,800
| +36% | +$16.7M |
|
179
CALL
IBM
IBM
$211B
| $66.5M | 0.08% |
519,130
-695,904
| -57% | -$90.4M |
|
180
CALL
Mastercard
MA
$502B
| $65.8M | 0.08% |
220,500
-11,100
| -5% | -$3.13M |
|
181
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $65.4M | 0.08% |
1,426,800
+780,800
| +121% | +$33.4M |
|
182
PUT
Verizon
VZ
$195B
| $65.4M | 0.08% |
1,064,600
+227,500
| +27% | +$13.7M |
|
183
PUT
GE Aerospace
GE
$374B
| $65.3M | 0.08% |
1,173,122
+372,863
| +47% | +$19.3M |
|
|
XLNX
184
PUT
DELISTED
Xilinx Inc
XLNX
| $64.9M | 0.07% |
663,900
+27,800
| +4% | +$2.61M |
|
185
CALL
Applied Materials
AMAT
$403B
| $63.9M | 0.07% |
1,046,600
-121,500
| -10% | -$6.83M |
|
|
IFFT
186
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
| $63.7M | 0.07% |
1,327,613
+565,753
| +74% | +$27.2M |
|
187
CALL
Lockheed Martin
LMT
$134B
| $62.7M | 0.07% |
160,900
+25,400
| +19% | +$9.75M |
|
|
TWTR
188
CALL
DELISTED
Twitter, Inc.
TWTR
| $61.3M | 0.07% |
1,913,000
+627,100
| +49% | +$20.6M |
|
189
Sprott Physical Gold and Silver Trust
CEF
$7.4B
| $61M | 0.07% |
4,158,543
| – | – |
|
190
Adobe
ADBE
$99.5B
| $60.6M | 0.07% |
183,861
+124,736
| +211% | +$36.7M |
|
191
PUT
Baker Hughes
BKR
$60B
| $60.3M | 0.07% |
2,351,500
+2,327,100
| +9,537% | +$52.9M |
|
|
192
CALL
Baker Hughes
BKR
$60B
| $60M | 0.07% |
2,340,600
+2,324,300
| +14,260% | +$52.9M |
|
193
CALL
Home Depot
HD
$331B
| $59.6M | 0.07% |
272,900
-384,900
| -59% | -$87.2M |
|
194
PUT
AbbVie
ABBV
$443B
| $59.2M | 0.07% |
668,800
+453,200
| +210% | +$37.6M |
|
195
PUT
Blackstone
BX
$102B
| $57.9M | 0.07% |
1,035,200
+898,500
| +657% | +$46.6M |
|
196
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $57.8M | 0.07% |
1,926,400
+1,082,600
| +128% | +$32.1M |
|
197
CALL
Target
TGT
$65.6B
| $57.6M | 0.07% |
449,600
-857,300
| -66% | -$101M |
|
198
PUT
lululemon athletica
LULU
$13.5B
| $56.4M | 0.07% |
243,300
-22,300
| -8% | -$4.75M |
|
199
PUT
Marathon Petroleum
MPC
$92.4B
| $56.4M | 0.07% |
935,700
+474,700
| +103% | +$29.7M |
|
200
CALL
Yum! Brands
YUM
$41.8B
| $55.3M | 0.06% |
549,300
-226,300
| -29% | -$23.4M |
|
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.