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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 | |
|---|---|---|---|---|---|---|
701
CALL
T. Rowe Price
TROW
$24.5B
| $8.56M | 0.01% |
70,300
+9,100
| +15% | +$1.07M |
|
702
BP
BP
$106B
| $8.51M | 0.01% |
225,494
+184,855
| +455% | +$7.02M |
|
703
CALL
CarMax
KMX
$8.04B
| $8.5M | 0.01% |
97,000
-25,000
| -20% | -$2.35M |
|
704
PUT
Cencora
COR
$61.7B
| $8.5M | 0.01% |
100,000
+95,000
| +1,900% | +$8.14M |
|
705
PUT
Alerian MLP ETF
AMLP
$12.8B
| $8.5M | 0.01% |
200,000
+180,000
| +900% | +$7.56M |
|
706
PUT
Trade Desk
TTD
$8.91B
| $8.5M | 0.01% |
327,000
-654,000
| -67% | -$14.7M |
|
707
PUT
Atlassian
TEAM
$28.8B
| $8.48M | 0.01% |
70,500
-38,800
| -35% | -$4.73M |
|
708
Bank of America
BAC
$442B
| $8.42M | 0.01% |
239,086
-779,537
| -77% | -$25.2M |
|
709
PUT
NetEase
NTES
$82B
| $8.4M | 0.01% |
137,000
-454,000
| -77% | -$26.6M |
|
|
X
710
CALL
DELISTED
US Steel
X
| $8.36M | 0.01% |
733,000
+334,100
| +84% | +$4.15M |
|
711
CALL
Edison International
EIX
$26.3B
| $8.29M | 0.01% |
+110,000
| New | +$7.78M |
|
712
CALL
GoDaddy
GDDY
$11.6B
| $8.18M | 0.01% |
+120,500
| New | +$7.97M |
|
713
CALL
Norfolk Southern
NSC
$76.8B
| $8.17M | 0.01% |
+42,100
| New | +$7.9M |
|
714
CALL
Bloomin' Brands
BLMN
$1.01B
| $8.17M | 0.01% |
370,000
| – | – |
|
|
FL
715
CALL
DELISTED
Foot Locker
FL
| $8.15M | 0.01% |
208,900
+134,200
| +180% | +$5.65M |
|
|
PARA
716
CALL
DELISTED
Paramount Global Class B
PARA
| $8.12M | 0.01% |
193,391
+152,791
| +376% | +$5.92M |
|
717
CALL
DXC Technology
DXC
$1.78B
| $8.12M | 0.01% |
215,900
+215,700
| +107,850% | +$7.04M |
|
718
CALL
Archer Daniels Midland
ADM
$37.4B
| $8.11M | 0.01% |
175,000
+83,400
| +91% | +$3.56M |
|
719
PUT
Apollo Global Management
APO
$74.8B
| $8.11M | 0.01% |
170,000
+65,000
| +62% | +$2.77M |
|
720
CALL
KKR & Co
KKR
$94.9B
| $8.1M | 0.01% |
+277,800
| New | +$7.91M |
|
|
JWN
721
DELISTED
Nordstrom
JWN
| $8.1M | 0.01% |
197,900
+148,950
| +304% | +$5.51M |
|
722
PUT
Nucor
NUE
$62.6B
| $8.1M | 0.01% |
143,900
+5,400
| +4% | +$295K |
|
723
PUT
Marvell Technology
MRVL
$189B
| $8.08M | 0.01% |
304,200
-191,300
| -39% | -$4.85M |
|
724
CALL
Dow Inc
DOW
$21.4B
| $8.06M | 0.01% |
147,350
+93,186
| +172% | +$4.81M |
|
725
PUT
CME Group
CME
$95.2B
| $7.99M | 0.01% |
39,800
-63,400
| -61% | -$13M |
|
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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.