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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 | |
|---|---|---|---|---|---|---|
651
American Express
AXP
$236B
| $9.93M | 0.01% |
79,728
+64,915
| +438% | +$7.76M |
|
|
ETFC
652
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $9.89M | 0.01% |
+218,100
| New | +$9.32M |
|
653
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $9.88M | 0.01% |
329,038
+65,744
| +25% | +$1.95M |
|
654
CALL
PG&E
PCG
$37.9B
| $9.83M | 0.01% |
904,100
+100,000
| +12% | +$857K |
|
655
PUT
VanEck Gold Miners ETF
GDX
$25.5B
| $9.77M | 0.01% |
333,700
-761,200
| -70% | -$20.8M |
|
656
CALL
Corning
GLW
$135B
| $9.73M | 0.01% |
334,300
-141,500
| -30% | -$4.11M |
|
657
CALL
Williams-Sonoma
WSM
$29.2B
| $9.72M | 0.01% |
264,800
+224,800
| +562% | +$7.81M |
|
|
ETFC
658
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $9.7M | 0.01% |
213,900
+158,900
| +289% | +$6.79M |
|
659
CALL
DuPont de Nemours
DD
$19.9B
| $9.7M | 0.01% |
120,427
+53,227
| +79% | +$4.42M |
|
660
PUT
Williams Companies
WMB
$87.8B
| $9.66M | 0.01% |
407,200
-19,400
| -5% | -$444K |
|
|
SCHW
661
CALL
Charles Schwab
SCHW
$188B
| $9.63M | 0.01% |
202,500
+62,900
| +45% | +$2.77M |
|
662
CALL
Zoetis
ZTS
$31.2B
| $9.6M | 0.01% |
+72,500
| New | +$9.01M |
|
663
Autodesk
ADSK
$50.7B
| $9.47M | 0.01% |
51,627
-102,617
| -67% | -$16.6M |
|
664
CALL
Charter Communications
CHTR
$18.3B
| $9.47M | 0.01% |
19,500
+3,400
| +21% | +$1.56M |
|
665
CALL
Illumina
ILMN
$30.2B
| $9.45M | 0.01% |
29,298
-79,773
| -73% | -$24.2M |
|
666
PUT
Novartis
NVS
$294B
| $9.43M | 0.01% |
99,600
+10,800
| +12% | +$969K |
|
|
DISH
667
PUT
DELISTED
DISH Network Corp.
DISH
| $9.4M | 0.01% |
264,900
+242,100
| +1,062% | +$8.38M |
|
668
Deere & Co
DE
$165B
| $9.39M | 0.01% |
54,212
-61,130
| -53% | -$10.5M |
|
669
CALL
Universal Display
OLED
$3.95B
| $9.38M | 0.01% |
45,500
-97,500
| -68% | -$18.4M |
|
670
Cheniere Energy
LNG
$53.4B
| $9.37M | 0.01% |
153,367
+7,308
| +5% | +$450K |
|
671
CALL
Alerian MLP ETF
AMLP
$12.8B
| $9.35M | 0.01% |
+220,000
| New | +$9.23M |
|
672
PUT
Mattel
MAT
$4.2B
| $9.35M | 0.01% |
690,000
+490,000
| +245% | +$5.81M |
|
673
CALL
Allstate
ALL
$68.1B
| $9.31M | 0.01% |
82,800
+82,100
| +11,729% | +$8.96M |
|
674
PUT
CarMax
KMX
$8.04B
| $9.28M | 0.01% |
105,900
+97,700
| +1,191% | +$9.19M |
|
675
iShares Biotechnology ETF
IBB
$9.47B
| $9.28M | 0.01% |
76,973
+71,118
| +1,215% | +$7.93M |
|
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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.