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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 | |
|---|---|---|---|---|---|---|
526
PUT
Dollar General
DG
$28B
| $14.4M | 0.02% |
92,500
+9,100
| +11% | +$1.44M |
|
527
CALL
CDW
CDW
$17.9B
| $14.3M | 0.02% |
+100,000
| New | +$13.2M |
|
528
CALL
Capri Holdings
CPRI
$1.84B
| $14.1M | 0.02% |
370,000
+100,000
| +37% | +$3.45M |
|
|
B
529
CALL
Barrick Mining
B
$68.8B
| $14.1M | 0.02% |
758,100
+570,300
| +304% | +$9.79M |
|
530
CALL
DaVita
DVA
$12.1B
| $14.1M | 0.02% |
187,300
+99,000
| +112% | +$6.57M |
|
531
CALL
Best Buy
BBY
$17.8B
| $14M | 0.02% |
159,800
+21,700
| +16% | +$1.66M |
|
532
CALL
APA Corp
APA
$12.3B
| $14M | 0.02% |
548,400
+453,900
| +480% | +$10.3M |
|
533
PUT
Papa John's
PZZA
$979M
| $14M | 0.02% |
221,700
+44,900
| +25% | +$2.66M |
|
534
CALL
eBay
EBAY
$49.4B
| $13.9M | 0.02% |
385,500
+36,800
| +11% | +$1.33M |
|
535
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $13.9M | 0.02% |
157,866
+152,366
| +2,770% | +$13.3M |
|
536
Five Below
FIVE
$12.4B
| $13.9M | 0.02% |
108,447
+99,189
| +1,071% | +$12.4M |
|
|
537
PUT
APA Corp
APA
$12.3B
| $13.8M | 0.02% |
540,500
+262,900
| +95% | +$5.95M |
|
538
PUT
S&P Global
SPGI
$121B
| $13.8M | 0.02% |
50,400
-155,700
| -76% | -$40.5M |
|
539
CALL
Rio Tinto
RIO
$165B
| $13.7M | 0.02% |
231,000
+41,200
| +22% | +$2.23M |
|
|
FL
540
DELISTED
Foot Locker
FL
| $13.7M | 0.02% |
351,251
+23,822
| +7% | +$1M |
|
|
COUP
541
CALL
DELISTED
Coupa Software Incorporated
COUP
| $13.7M | 0.02% |
93,600
+27,500
| +42% | +$3.93M |
|
542
PUT
Regeneron Pharmaceuticals
REGN
$79.1B
| $13.6M | 0.02% |
36,300
+35,000
| +2,692% | +$11.8M |
|
543
CALL
Take-Two Interactive
TTWO
$43.9B
| $13.6M | 0.02% |
111,300
-7,300
| -6% | -$889K |
|
544
PUT
TSMC
TSM
$2.15T
| $13.6M | 0.02% |
234,100
+45,200
| +24% | +$2.4M |
|
545
Tesla
TSLA
$1.27T
| $13.5M | 0.02% |
484,590
-1,218,435
| -72% | -$26.4M |
|
546
3M
MMM
$93.9B
| $13.5M | 0.02% |
91,472
+61,108
| +201% | +$8.56M |
|
|
K
547
PUT
DELISTED
Kellanova
K
| $13.4M | 0.02% |
206,504
-125,563
| -38% | -$7.61M |
|
548
PUT
American International
AIG
$42.5B
| $13.4M | 0.02% |
261,000
+78,000
| +43% | +$4.13M |
|
|
LNW
549
DELISTED
Light & Wonder
LNW
| $13.4M | 0.02% |
500,072
+189,427
| +61% | +$4.88M |
|
550
United Airlines
UAL
$43.1B
| $13.4M | 0.02% |
151,656
+46,363
| +44% | +$4.16M |
|
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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.