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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 | |
|---|---|---|---|---|---|---|
976
General Mills
GIS
$19.3B
| $4.04M | ﹤0.01% |
75,334
+42,072
| +126% | +$2.22M |
|
977
PUT
Whirlpool
WHR
$2.88B
| $4.04M | ﹤0.01% |
27,300
-13,800
| -34% | -$2.08M |
|
978
PUT
Ralph Lauren
RL
$23.8B
| $4.03M | ﹤0.01% |
34,400
-20,300
| -37% | -$2.14M |
|
979
CALL
TJX Companies
TJX
$178B
| $4.01M | ﹤0.01% |
65,700
-22,200
| -25% | -$1.31M |
|
980
CALL
Kohl's
KSS
$2.15B
| $4.01M | ﹤0.01% |
78,700
-56,600
| -42% | -$2.88M |
|
981
PUT
VeriSign
VRSN
$26.5B
| $4.01M | ﹤0.01% |
+20,800
| New | +$3.91M |
|
982
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $3.98M | ﹤0.01% |
+150,000
| New | +$3.83M |
|
983
CALL
Darden Restaurants
DRI
$23.9B
| $3.96M | ﹤0.01% |
+36,300
| New | +$4.12M |
|
984
CALL
CenterPoint Energy
CNP
$26.7B
| $3.94M | ﹤0.01% |
+144,300
| New | +$3.92M |
|
985
Regency Centers
REG
$14.3B
| $3.93M | ﹤0.01% |
62,363
+40,780
| +189% | +$2.68M |
|
986
PUT
SM Energy
SM
$6.79B
| $3.93M | ﹤0.01% |
350,000
| – | – |
|
987
CALL
Altria Group
MO
$114B
| $3.92M | ﹤0.01% |
78,500
-86,800
| -53% | -$4.09M |
|
|
FISV
988
Fiserv Inc
FISV
$28.5B
| $3.91M | ﹤0.01% |
33,827
+29,286
| +645% | +$3.23M |
|
|
TLRA
989
PUT
DELISTED
Telaria, Inc.
TLRA
| $3.88M | ﹤0.01% |
440,000
+240,000
| +120% | +$1.88M |
|
990
Carvana
CVNA
$75.2B
| $3.84M | ﹤0.01% |
208,590
-127,425
| -38% | -$2.13M |
|
991
CALL
Linde
LIN
$226B
| $3.83M | ﹤0.01% |
+18,000
| New | +$3.63M |
|
992
PUT
Shopify
SHOP
$191B
| $3.82M | ﹤0.01% |
96,000
-28,000
| -23% | -$947K |
|
|
IMMU
993
CALL
DELISTED
Immunomedics Inc
IMMU
| $3.81M | ﹤0.01% |
180,000
+30,000
| +20% | +$529K |
|
994
Ford
F
$55.5B
| $3.79M | ﹤0.01% |
407,286
-128,909
| -24% | -$1.16M |
|
995
CALL
Carnival Corporation Ltd
CCL
$39.9B
| $3.77M | ﹤0.01% |
74,200
-23,100
| -24% | -$1.03M |
|
|
INFO
996
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $3.77M | ﹤0.01% |
+50,000
| New | +$3.56M |
|
997
PUT
General Dynamics
GD
$105B
| $3.76M | ﹤0.01% |
21,300
-111,800
| -84% | -$20.1M |
|
998
PUT
PG&E
PCG
$37.5B
| $3.75M | ﹤0.01% |
345,000
+275,000
| +393% | +$2.36M |
|
999
MetLife
MET
$63.9B
| $3.74M | ﹤0.01% |
73,463
-129,525
| -64% | -$6.25M |
|
1000
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $3.73M | ﹤0.01% |
36,600
-88,000
| -71% | -$8.46M |
|
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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.