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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 | |
|---|---|---|---|---|---|---|
|
DNKN
626
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $10.5M | 0.01% |
139,300
-106,300
| -43% | -$8.03M |
|
627
PUT
Sherwin-Williams
SHW
$89.7B
| $10.5M | 0.01% |
54,000
-93,000
| -63% | -$17.7M |
|
628
Constellation Brands
STZ
$22.3B
| $10.4M | 0.01% |
54,737
+45,466
| +490% | +$8.59M |
|
629
CALL
Domino's
DPZ
$12.1B
| $10.4M | 0.01% |
+35,300
| New | +$9.73M |
|
|
HES
630
PUT
DELISTED
Hess
HES
| $10.3M | 0.01% |
154,900
+8,400
| +6% | +$550K |
|
631
Accenture
ACN
$104B
| $10.3M | 0.01% |
48,854
+48,834
| +244,170% | +$9.52M |
|
632
Stellantis
STLA
$21.2B
| $10.3M | 0.01% |
700,223
+59,951
| +9% | +$867K |
|
633
PUT
BlackBerry
BB
$5.12B
| $10.3M | 0.01% |
1,600,000
+1,000,000
| +167% | +$5.49M |
|
634
CALL
Enterprise Products Partners
EPD
$81.6B
| $10.3M | 0.01% |
364,200
+33,700
| +10% | +$913K |
|
635
American Tower
AMT
$78.3B
| $10.2M | 0.01% |
44,430
+33,804
| +318% | +$7.36M |
|
|
IRBT
636
PUT
DELISTED
iRobot
IRBT
| $10.2M | 0.01% |
201,700
-183,600
| -48% | -$9.22M |
|
637
Target
TGT
$67.1B
| $10.2M | 0.01% |
79,268
+78,447
| +9,555% | +$9.21M |
|
638
PUT
Altria Group
MO
$114B
| $10.1M | 0.01% |
203,300
+13,400
| +7% | +$632K |
|
639
PUT
Incyte
INCY
$24.3B
| $10.1M | 0.01% |
116,200
+111,100
| +2,178% | +$9.49M |
|
640
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $10.1M | 0.01% |
124,500
+103,400
| +490% | +$8.25M |
|
641
PUT
Twilio
TWLO
$29.3B
| $10.1M | 0.01% |
102,900
-70,400
| -41% | -$7.19M |
|
642
PUT
Burlington
BURL
$23.2B
| $10.1M | 0.01% |
44,200
-108,700
| -71% | -$22.7M |
|
643
Colgate-Palmolive
CL
$74.4B
| $10.1M | 0.01% |
146,407
+66,883
| +84% | +$4.56M |
|
644
PUT
Lumen
LUMN
$6.26B
| $10.1M | 0.01% |
762,800
+318,500
| +72% | +$4.27M |
|
645
PUT
General Mills
GIS
$19.2B
| $10.1M | 0.01% |
188,000
+42,500
| +29% | +$2.24M |
|
646
PUT
Royal Gold
RGLD
$18.3B
| $10M | 0.01% |
82,200
-126,200
| -61% | -$14.9M |
|
647
PUT
STAAR Surgical
STAA
$1.14B
| $10M | 0.01% |
+285,000
| New | +$9.4M |
|
|
LK
648
CALL
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $9.97M | 0.01% |
+253,300
| New | +$6.4M |
|
649
PUT
KB Home
KBH
$3.61B
| $9.96M | 0.01% |
290,600
+4,800
| +2% | +$166K |
|
|
AMTD
650
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $9.94M | 0.01% |
+200,000
| New | +$8.67M |
|
Similar funds
HF
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.