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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 | |
|---|---|---|---|---|---|---|
201
CALL
MetLife
MET
$61.9B
| $54.8M | 0.06% |
1,074,800
-108,800
| -9% | -$5.25M |
|
202
CALL
Ferrari
RACE
$69.2B
| $54.7M | 0.06% |
330,500
-97,100
| -23% | -$15.7M |
|
203
PUT
Pfizer
PFE
$143B
| $54.5M | 0.06% |
1,465,692
-365,422
| -20% | -$13M |
|
204
CALL
Starbucks
SBUX
$120B
| $54M | 0.06% |
614,000
+107,500
| +21% | +$9.17M |
|
205
CALL
PepsiCo
PEP
$190B
| $53.5M | 0.06% |
391,500
+102,100
| +35% | +$13.9M |
|
|
206
Netflix
NFLX
$299B
| $53M | 0.06% |
1,638,590
-1,376,720
| -46% | -$40.8M |
|
207
CALL
HDFC Bank
HDB
$123B
| $52.6M | 0.06% |
+1,660,000
| New | +$50.6M |
|
208
PUT
Western Digital
WDC
$188B
| $52.2M | 0.06% |
1,088,035
-378,643
| -26% | -$15.8M |
|
209
PUT
Analog Devices
ADI
$179B
| $52.2M | 0.06% |
439,000
-86,100
| -16% | -$9.7M |
|
210
PUT
Kroger
KR
$35.4B
| $52.2M | 0.06% |
1,799,100
-217,300
| -11% | -$5.76M |
|
211
PUT
Salesforce
CRM
$151B
| $51.3M | 0.06% |
315,100
-44,900
| -12% | -$7.04M |
|
212
Intel
INTC
$455B
| $49.8M | 0.06% |
832,680
+220,229
| +36% | +$12.3M |
|
213
CALL
Cracker Barrel
CBRL
$1.26B
| $49.7M | 0.06% |
+323,500
| New | +$50.9M |
|
214
CALL
RH
RH
$3.13B
| $49.5M | 0.06% |
232,100
-140,900
| -38% | -$27.5M |
|
215
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $49.4M | 0.06% |
519,100
+73,800
| +17% | +$6.38M |
|
216
PUT
Philip Morris
PM
$297B
| $49.4M | 0.06% |
580,000
+212,300
| +58% | +$17.5M |
|
217
PUT
Constellation Brands
STZ
$22.2B
| $49.2M | 0.06% |
259,500
+117,600
| +83% | +$22.2M |
|
|
218
Starbucks
SBUX
$120B
| $49.1M | 0.06% |
558,921
+210,227
| +60% | +$17.9M |
|
219
PUT
Coca-Cola
KO
$377B
| $49M | 0.06% |
886,000
-525,000
| -37% | -$28.2M |
|
|
SPLK
220
PUT
DELISTED
Splunk Inc
SPLK
| $48.6M | 0.06% |
324,700
+183,500
| +130% | +$24.1M |
|
221
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $48M | 0.06% |
761,800
+486,100
| +176% | +$29.9M |
|
222
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $47.7M | 0.06% |
1,039,600
+106,200
| +11% | +$4.55M |
|
223
PUT
Procter & Gamble
PG
$336B
| $47.6M | 0.05% |
381,200
+60,600
| +19% | +$7.41M |
|
224
CALL
BHP
BHP
$215B
| $47.6M | 0.05% |
974,373
+430,464
| +79% | +$19.6M |
|
225
PUT
Spotify
SPOT
$103B
| $47M | 0.05% |
314,100
-28,500
| -8% | -$3.91M |
|
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.