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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 | |
|---|---|---|---|---|---|---|
726
CALL
StoneCo
STNE
$2.72B
| $7.98M | 0.01% |
200,000
| – | – |
|
727
Analog Devices
ADI
$184B
| $7.97M | 0.01% |
67,104
+63,760
| +1,907% | +$7.19M |
|
728
CALL
Omnicom Group
OMC
$22.4B
| $7.96M | 0.01% |
98,200
+28,200
| +40% | +$2.21M |
|
729
Kroger
KR
$34.7B
| $7.95M | 0.01% |
274,231
+38,495
| +16% | +$1.02M |
|
730
CALL
Viatris
VTRS
$20.6B
| $7.95M | 0.01% |
395,400
+86,200
| +28% | +$1.6M |
|
731
CALL
NetApp
NTAP
$36.6B
| $7.93M | 0.01% |
127,400
+26,800
| +27% | +$1.56M |
|
732
CALL
Burlington
BURL
$23.2B
| $7.87M | 0.01% |
34,500
-121,200
| -78% | -$25.3M |
|
733
Williams Companies
WMB
$87.8B
| $7.8M | 0.01% |
328,984
+112,693
| +52% | +$2.58M |
|
|
INFN
734
CALL
DELISTED
Infinera Corporation Common Stock
INFN
| $7.78M | 0.01% |
979,300
+964,300
| +6,429% | +$5.93M |
|
735
PUT
Wayfair
W
$14.2B
| $7.77M | 0.01% |
86,000
+26,300
| +44% | +$2.45M |
|
736
Ross Stores
ROST
$81.2B
| $7.76M | 0.01% |
66,653
-28,209
| -30% | -$3.17M |
|
737
General Motors
GM
$78.2B
| $7.7M | 0.01% |
210,486
+99,765
| +90% | +$3.63M |
|
738
United States Oil Fund
USO
$1.79B
| $7.69M | 0.01% |
75,051
-221,166
| -75% | -$21M |
|
739
PUT
Agilent Technologies
A
$39.9B
| $7.68M | 0.01% |
90,000
+11,800
| +15% | +$929K |
|
740
Shopify
SHOP
$187B
| $7.65M | 0.01% |
192,460
+191,790
| +28,625% | +$6.49M |
|
741
CALL
Tyler Technologies
TYL
$12.6B
| $7.65M | 0.01% |
+25,500
| New | +$7.1M |
|
742
Oracle
ORCL
$416B
| $7.62M | 0.01% |
143,758
+62,246
| +76% | +$3.43M |
|
|
OPTU
743
CALL
Optimum Communications Inc
OPTU
$307M
| $7.58M | 0.01% |
277,400
+263,600
| +1,910% | +$7.28M |
|
744
PUT
iShares Biotechnology ETF
IBB
$9.47B
| $7.56M | 0.01% |
62,700
+19,400
| +45% | +$2.16M |
|
745
PUT
Gen Digital
GEN
$16.7B
| $7.52M | 0.01% |
294,600
+1,200
| +0.4% | +$29.3K |
|
746
Yum! Brands
YUM
$41.6B
| $7.48M | 0.01% |
74,259
+56,650
| +322% | +$5.87M |
|
747
CALL
NetEase
NTES
$82B
| $7.48M | 0.01% |
122,000
-397,000
| -76% | -$23.3M |
|
748
Teva Pharmaceuticals
TEVA
$40.5B
| $7.48M | 0.01% |
762,874
+449,053
| +143% | +$4.01M |
|
749
Honeywell
HON
$78.6B
| $7.47M | 0.01% |
44,761
+41,346
| +1,211% | +$6.76M |
|
750
AutoZone
AZO
$50.1B
| $7.44M | 0.01% |
6,243
+5,310
| +569% | +$6.13M |
|
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.