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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 | |
|---|---|---|---|---|---|---|
451
Morgan Stanley
MS
$343B
| $18.1M | 0.02% |
353,247
-191,658
| -35% | -$9.07M |
|
|
SCHW
452
PUT
Charles Schwab
SCHW
$187B
| $18M | 0.02% |
379,300
+22,200
| +6% | +$979K |
|
453
CALL
Western Digital
WDC
$190B
| $18M | 0.02% |
376,129
-406,822
| -52% | -$17M |
|
454
CALL
American International
AIG
$42.3B
| $18M | 0.02% |
351,430
-252,300
| -42% | -$13.4M |
|
455
Thermo Fisher Scientific
TMO
$213B
| $17.8M | 0.02% |
+54,811
| New | +$16.6M |
|
456
Texas Instruments
TXN
$254B
| $17.8M | 0.02% |
138,521
+48,313
| +54% | +$5.96M |
|
457
PUT
Blackrock
BLK
$175B
| $17.7M | 0.02% |
35,200
+10,600
| +43% | +$5.03M |
|
|
HOLX
458
CALL
DELISTED
Hologic
HOLX
| $17.6M | 0.02% |
+338,000
| New | +$16.8M |
|
459
CALL
Accenture
ACN
$103B
| $17.6M | 0.02% |
83,400
+27,800
| +50% | +$5.42M |
|
460
Johnson & Johnson
JNJ
$620B
| $17.5M | 0.02% |
120,134
+1,390
| +1% | +$189K |
|
461
PUT
Synchrony
SYF
$25.9B
| $17.5M | 0.02% |
485,800
+140,000
| +40% | +$5.01M |
|
462
PUT
VanEck Oil Services ETF
OIH
$1.91B
| $17.5M | 0.02% |
65,885
+855
| +1% | +$205K |
|
463
PUT
Illumina
ILMN
$30.4B
| $17.5M | 0.02% |
54,073
-37,933
| -41% | -$11.5M |
|
464
PUT
Dollar Tree
DLTR
$24.8B
| $17.4M | 0.02% |
185,200
-29,300
| -14% | -$3.08M |
|
465
CALL
Bausch Health
BHC
$2.32B
| $17.2M | 0.02% |
575,800
+328,400
| +133% | +$8.54M |
|
466
CALL
American Express
AXP
$235B
| $17.1M | 0.02% |
137,200
+3,100
| +2% | +$370K |
|
|
SGI
467
CALL
Somnigroup International
SGI
$14.8B
| $17M | 0.02% |
780,800
-776,400
| -50% | -$16.2M |
|
468
CALL
HSBC
HSBC
$351B
| $16.9M | 0.02% |
432,500
-35,900
| -8% | -$1.36M |
|
469
CALL
General Mills
GIS
$19.2B
| $16.8M | 0.02% |
314,300
+50,200
| +19% | +$2.64M |
|
470
Freeport-McMoran
FCX
$99.5B
| $16.7M | 0.02% |
1,275,912
+705,837
| +124% | +$7.75M |
|
471
CALL
Boston Scientific
BSX
$69.2B
| $16.7M | 0.02% |
369,700
-144,700
| -28% | -$6.05M |
|
472
CALL
Ulta Beauty
ULTA
$23.3B
| $16.7M | 0.02% |
65,900
-163,300
| -71% | -$39.9M |
|
473
PUT
Trip.com Group
TCOM
$29.1B
| $16.7M | 0.02% |
497,000
-227,000
| -31% | -$7.32M |
|
|
BERY
474
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $16.6M | 0.02% |
381,041
| – | – |
|
475
Newmont
NEM
$111B
| $16.6M | 0.02% |
382,144
-78,184
| -17% | -$3.06M |
|
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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.