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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 | |
|---|---|---|---|---|---|---|
801
CALL
VanEck Oil Services ETF
OIH
$1.91B
| $6.34M | 0.01% |
23,935
+17,875
| +295% | +$4.28M |
|
802
PUT
Builders FirstSource
BLDR
$8.16B
| $6.33M | 0.01% |
+249,000
| New | +$5.95M |
|
803
PUT
United States Natural Gas Fund
UNG
$455M
| $6.32M | 0.01% |
93,750
+46,825
| +100% | +$3.63M |
|
804
Take-Two Interactive
TTWO
$43.9B
| $6.31M | 0.01% |
51,561
+34,432
| +201% | +$4.19M |
|
805
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $6.3M | 0.01% |
100,000
+55,800
| +126% | +$3.44M |
|
806
Pultegroup
PHM
$25.3B
| $6.29M | 0.01% |
162,089
+156,407
| +2,753% | +$6.08M |
|
|
SHOE
807
CALL
Shoe Station Group
SHOE
$424M
| $6.26M | 0.01% |
+336,000
| New | +$5.94M |
|
|
XLNX
808
DELISTED
Xilinx Inc
XLNX
| $6.26M | 0.01% |
64,040
-73,247
| -53% | -$6.88M |
|
809
UnitedHealth
UNH
$375B
| $6.24M | 0.01% |
21,239
-45,569
| -68% | -$11.9M |
|
|
X
810
DELISTED
US Steel
X
| $6.24M | 0.01% |
547,256
+547,254
| +27,362,700% | +$6.79M |
|
|
HRC
811
PUT
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $6.24M | 0.01% |
+55,000
| New | +$5.8M |
|
812
CALL
Eaton
ETN
$174B
| $6.23M | 0.01% |
+65,800
| New | +$5.84M |
|
|
CISN
813
CALL
DELISTED
Cision Ltd. Ordinary Share
CISN
| $6.23M | 0.01% |
625,000
| – | – |
|
814
Crocs
CROX
$6.58B
| $6.21M | 0.01% |
148,199
+147,312
| +16,608% | +$5.15M |
|
815
PUT
HP
HPQ
$26.1B
| $6.21M | 0.01% |
302,000
-217,000
| -42% | -$4.11M |
|
816
CALL
Match Group
MTCH
$8.9B
| $6.19M | 0.01% |
75,400
-8,900
| -11% | -$647K |
|
817
Qualcomm
QCOM
$165B
| $6.14M | 0.01% |
69,562
-257,916
| -79% | -$21.6M |
|
818
PUT
Marriott International
MAR
$94.2B
| $6.13M | 0.01% |
40,500
+24,100
| +147% | +$3.23M |
|
|
FISV
819
PUT
Fiserv Inc
FISV
$28.9B
| $6.13M | 0.01% |
52,980
+26,600
| +101% | +$2.94M |
|
820
Intuit
INTU
$89.7B
| $6.07M | 0.01% |
23,177
+2,332
| +11% | +$610K |
|
|
WNS
821
PUT
DELISTED
WNS Holdings
WNS
| $6.06M | 0.01% |
+91,600
| New | +$5.7M |
|
822
T-Mobile US
TMUS
$186B
| $6.05M | 0.01% |
77,138
+75,397
| +4,331% | +$5.93M |
|
823
PUT
Newell Brands
NWL
$2.63B
| $6.04M | 0.01% |
314,100
+243,600
| +346% | +$4.69M |
|
|
824
PUT
Eaton
ETN
$174B
| $6.02M | 0.01% |
+63,600
| New | +$5.65M |
|
825
Boston Scientific
BSX
$69.2B
| $6.01M | 0.01% |
132,919
+83,724
| +170% | +$3.5M |
|
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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.