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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
776
CALL
Trip.com Group
TCOM
$28.9B
| $6.79M | 0.01% |
202,400
-280,000
| -58% | -$9.02M |
|
777
Best Buy
BBY
$17.8B
| $6.78M | 0.01% |
77,180
+59,323
| +332% | +$4.54M |
|
778
CALL
Iron Mountain
IRM
$37.8B
| $6.77M | 0.01% |
212,500
+100,000
| +89% | +$3.28M |
|
779
American International
AIG
$42.1B
| $6.76M | 0.01% |
131,680
+120,873
| +1,118% | +$6.4M |
|
780
PUT
SBA Communications
SBAC
$18.9B
| $6.75M | 0.01% |
+28,000
| New | +$6.64M |
|
781
CALL
Dollar General
DG
$28B
| $6.74M | 0.01% |
43,200
+4,600
| +12% | +$730K |
|
782
PUT
Banco Bradesco
BBD
$37.9B
| $6.74M | 0.01% |
1,002,110
+136,960
| +16% | +$858K |
|
|
B
783
PUT
Barrick Mining
B
$68.8B
| $6.7M | 0.01% |
360,100
+89,400
| +33% | +$1.53M |
|
784
Marathon Petroleum
MPC
$83.6B
| $6.67M | 0.01% |
110,632
-604,310
| -85% | -$37.8M |
|
785
CALL
HCA Healthcare
HCA
$88.7B
| $6.64M | 0.01% |
+44,900
| New | +$6.03M |
|
786
CALL
Hershey
HSY
$36.1B
| $6.63M | 0.01% |
+45,100
| New | +$6.69M |
|
787
Zillow
Z
$8.26B
| $6.6M | 0.01% |
143,640
+90,745
| +172% | +$3.38M |
|
|
PXD
788
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.58M | 0.01% |
43,504
+42,611
| +4,772% | +$5.67M |
|
789
PUT
Capri Holdings
CPRI
$1.84B
| $6.58M | 0.01% |
172,500
+37,500
| +28% | +$1.29M |
|
790
PUT
Encore Capital Group
ECPG
$1.99B
| $6.54M | 0.01% |
185,000
+75,000
| +68% | +$2.62M |
|
791
CALL
Tractor Supply
TSCO
$17.5B
| $6.52M | 0.01% |
349,000
+330,000
| +1,737% | +$6.26M |
|
|
DTP
792
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
| $6.5M | 0.01% |
+126,825
| New | +$6.36M |
|
793
PUT
Impinj
PI
$4.99B
| $6.47M | 0.01% |
250,400
| – | – |
|
|
JOYY
794
PUT
JOYY Inc
JOYY
$3.77B
| $6.47M | 0.01% |
122,500
+100,000
| +444% | +$5.89M |
|
795
CALL
Sun Communities
SUI
$14.7B
| $6.45M | 0.01% |
+43,000
| New | +$6.7M |
|
796
CALL
Guardant Health
GH
$21.9B
| $6.45M | 0.01% |
+82,500
| New | +$5.95M |
|
|
SKX
797
CALL
DELISTED
Skechers
SKX
| $6.44M | 0.01% |
149,000
+94,000
| +171% | +$3.71M |
|
798
Bunge Global
BG
$20.5B
| $6.42M | 0.01% |
111,539
+105,343
| +1,700% | +$5.83M |
|
|
BNY
799
PUT
Bank of New York Mellon
BNY
$108B
| $6.41M | 0.01% |
127,300
-108,100
| -46% | -$5.16M |
|
800
CALL
Qorvo
QRVO
$8.4B
| $6.39M | 0.01% |
55,000
+7,000
| +15% | +$677K |
|
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.