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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 | |
|---|---|---|---|---|---|---|
851
Tyson Foods
TSN
$20.5B
| $5.61M | 0.01% |
61,577
+30,141
| +96% | +$2.59M |
|
852
CALL
Transocean
RIG
$5.69B
| $5.59M | 0.01% |
812,000
+423,500
| +109% | +$2.18M |
|
853
PUT
Simon Property Group
SPG
$72.9B
| $5.59M | 0.01% |
37,500
-65,100
| -63% | -$9.76M |
|
854
CALL
Axalta
AXTA
$8.15B
| $5.58M | 0.01% |
183,500
-46,500
| -20% | -$1.37M |
|
855
CALL
Workday
WDAY
$42.1B
| $5.57M | 0.01% |
33,900
-99,600
| -75% | -$16.5M |
|
856
CALL
Euronet Worldwide
EEFT
$2.78B
| $5.56M | 0.01% |
+35,300
| New | +$5.33M |
|
857
PUT
Itaú Unibanco
ITUB
$90.5B
| $5.53M | 0.01% |
831,057
+639,201
| +333% | +$4M |
|
|
X
858
PUT
DELISTED
US Steel
X
| $5.52M | 0.01% |
484,100
-250,100
| -34% | -$3.1M |
|
859
PUT
Kinder Morgan
KMI
$69.3B
| $5.46M | 0.01% |
257,700
+9,200
| +4% | +$186K |
|
860
CALL
Casey's General Stores
CASY
$31.6B
| $5.45M | 0.01% |
+34,300
| New | +$5.68M |
|
861
RTX Corp
RTX
$300B
| $5.45M | 0.01% |
57,857
+22,753
| +65% | +$2.06M |
|
862
CALL
Alcoa
AA
$12.6B
| $5.44M | 0.01% |
253,200
+162,000
| +178% | +$3.35M |
|
863
Ball Corp
BALL
$16.8B
| $5.42M | 0.01% |
83,772
-9,315
| -10% | -$631K |
|
864
PUT
VF Corp
VFC
$5.98B
| $5.41M | 0.01% |
54,200
+30,500
| +129% | +$2.73M |
|
865
PUT
TJX Companies
TJX
$177B
| $5.4M | 0.01% |
88,400
+2,200
| +3% | +$130K |
|
866
CALL
Freeport-McMoran
FCX
$97.1B
| $5.39M | 0.01% |
411,000
-27,400
| -6% | -$301K |
|
|
VRNT
867
CALL
DELISTED
Verint Systems
VRNT
| $5.39M | 0.01% |
+191,000
| New | +$4.65M |
|
868
CSX Corp
CSX
$94.7B
| $5.38M | 0.01% |
222,912
+111,006
| +99% | +$2.63M |
|
869
CALL
Papa John's
PZZA
$979M
| $5.36M | 0.01% |
84,900
-543,500
| -86% | -$32.2M |
|
870
CALL
Dycom Industries
DY
$12.3B
| $5.35M | 0.01% |
113,400
-28,100
| -20% | -$1.37M |
|
|
PRFT
871
CALL
DELISTED
Perficient Inc
PRFT
| $5.34M | 0.01% |
115,900
+37,500
| +48% | +$1.53M |
|
|
HTZ
872
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $5.32M | 0.01% |
337,500
+214,400
| +174% | +$3.21M |
|
873
CALL
Zscaler
ZS
$26.1B
| $5.31M | 0.01% |
114,000
+56,600
| +99% | +$2.63M |
|
|
AYX
874
PUT
DELISTED
Alteryx Inc
AYX
| $5.29M | 0.01% |
52,900
+46,900
| +782% | +$4.77M |
|
|
HTZ
875
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $5.29M | 0.01% |
336,000
+251,700
| +299% | +$3.77M |
|
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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.