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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 | |
|---|---|---|---|---|---|---|
676
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
| $9.26M | 0.01% |
90,900
-110,900
| -55% | -$10.7M |
|
677
PUT
Colgate-Palmolive
CL
$74.4B
| $9.22M | 0.01% |
133,900
+7,200
| +6% | +$491K |
|
678
PUT
TAL Education Group
TAL
$6.71B
| $9.21M | 0.01% |
191,100
+49,800
| +35% | +$2.14M |
|
679
PUT
Green Plains
GPRE
$1.15B
| $9.17M | 0.01% |
+594,400
| New | +$8.09M |
|
680
CALL
Nomad Foods
NOMD
$1.65B
| $9.17M | 0.01% |
+410,000
| New | +$8.35M |
|
681
CALL
Cognizant
CTSH
$25.1B
| $9.15M | 0.01% |
147,500
+114,400
| +346% | +$7.07M |
|
682
CALL
Ventas
VTR
$47.5B
| $9.13M | 0.01% |
+158,200
| New | +$9.93M |
|
683
PUT
Lennar Class A
LEN
$21.2B
| $9.06M | 0.01% |
167,759
+116,212
| +225% | +$6.63M |
|
|
PXD
684
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $9.02M | 0.01% |
59,600
-57,000
| -49% | -$7.59M |
|
685
PUT
Sea Limited
SE
$70.4B
| $9.01M | 0.01% |
224,100
+184,500
| +466% | +$6.21M |
|
686
CALL
Yelp
YELP
$1.41B
| $8.99M | 0.01% |
258,300
-56,800
| -18% | -$1.93M |
|
687
PUT
Corning
GLW
$135B
| $8.94M | 0.01% |
307,000
-152,800
| -33% | -$4.43M |
|
688
PUT
Allstate
ALL
$68.1B
| $8.91M | 0.01% |
79,300
+76,800
| +3,072% | +$8.38M |
|
689
CALL
Automatic Data Processing
ADP
$107B
| $8.86M | 0.01% |
52,000
-37,800
| -42% | -$6.26M |
|
|
NBIS
690
CALL
Nebius Group N.V.
NBIS
$55.6B
| $8.82M | 0.01% |
202,700
+32,900
| +19% | +$1.23M |
|
691
PUT
Alcoa
AA
$12.6B
| $8.81M | 0.01% |
409,600
+295,400
| +259% | +$6.12M |
|
692
CALL
MGM Resorts International
MGM
$11.4B
| $8.78M | 0.01% |
263,900
-539,000
| -67% | -$16.4M |
|
693
PUT
Emerson Electric
EMR
$91B
| $8.7M | 0.01% |
114,100
+77,700
| +213% | +$5.6M |
|
694
CALL
Kraft Heinz
KHC
$30.5B
| $8.69M | 0.01% |
270,400
+48,100
| +22% | +$1.46M |
|
695
CALL
Medtronic
MDT
$110B
| $8.66M | 0.01% |
76,300
-112,300
| -60% | -$12.3M |
|
696
PUT
RTX Corp
RTX
$300B
| $8.65M | 0.01% |
91,720
-112,501
| -55% | -$10.2M |
|
697
CALL
EOG Resources
EOG
$71.5B
| $8.63M | 0.01% |
103,000
-4,100
| -4% | -$300K |
|
698
PUT
Carvana
CVNA
$76.4B
| $8.6M | 0.01% |
467,000
+460,000
| +6,571% | +$7.7M |
|
|
HES
699
DELISTED
Hess
HES
| $8.59M | 0.01% |
128,568
+125,854
| +4,637% | +$8.23M |
|
700
CALL
T-Mobile US
TMUS
$186B
| $8.57M | 0.01% |
109,300
+75,300
| +221% | +$5.92M |
|
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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.