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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 | |
|---|---|---|---|---|---|---|
1001
CALL
Colgate-Palmolive
CL
$73.8B
| $3.73M | ﹤0.01% |
54,100
-92,600
| -63% | -$6.31M |
|
1002
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $3.71M | ﹤0.01% |
34,900
| – | – |
|
1003
CALL
Peabody Energy
BTU
$2.9B
| $3.69M | ﹤0.01% |
+405,000
| New | +$4.65M |
|
1004
PUT
Fidelity National Information Services
FIS
$21.9B
| $3.69M | ﹤0.01% |
+26,500
| New | +$3.55M |
|
1005
CALL
Toronto Dominion Bank
TD
$200B
| $3.68M | ﹤0.01% |
65,600
+1,600
| +3% | +$90.7K |
|
1006
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $3.68M | ﹤0.01% |
16,800
+11,300
| +205% | +$2.29M |
|
1007
CALL
WEX
WEX
$6.41B
| $3.67M | ﹤0.01% |
+17,500
| New | +$3.51M |
|
1008
CALL
Lumentum
LITE
$66.1B
| $3.63M | ﹤0.01% |
45,700
+16,400
| +56% | +$1.07M |
|
1009
PUT
Deutsche Bank
DB
$70.9B
| $3.62M | ﹤0.01% |
465,500
+362,900
| +354% | +$2.72M |
|
1010
PUT
Avis
CAR
$4.92B
| $3.6M | ﹤0.01% |
111,700
+95,300
| +581% | +$2.86M |
|
1011
CALL
US Foods
USFD
$23.5B
| $3.6M | ﹤0.01% |
+85,900
| New | +$3.45M |
|
|
VMW
1012
CALL
DELISTED
VMware, Inc
VMW
| $3.6M | ﹤0.01% |
+23,700
| New | +$3.71M |
|
1013
PUT
Huntington Bancshares
HBAN
$35.3B
| $3.59M | ﹤0.01% |
238,300
| – | – |
|
1014
TripAdvisor
TRIP
$1.23B
| $3.59M | ﹤0.01% |
118,225
+57,199
| +94% | +$1.93M |
|
1015
CALL
Enphase Energy
ENPH
$5.18B
| $3.59M | ﹤0.01% |
137,300
+78,900
| +135% | +$1.8M |
|
1016
PUT
Textron
TXT
$15.1B
| $3.59M | ﹤0.01% |
+80,400
| New | +$3.72M |
|
1017
CALL
United Parks & Resorts
PRKS
$2.08B
| $3.58M | ﹤0.01% |
113,000
+2,900
| +3% | +$83.7K |
|
1018
PUT
Tencent Music
TME
$15.7B
| $3.58M | ﹤0.01% |
+304,900
| New | +$3.92M |
|
|
SINA
1019
CALL
DELISTED
Sina Corp
SINA
| $3.58M | ﹤0.01% |
89,500
+64,700
| +261% | +$2.48M |
|
|
STMP
1020
CALL
DELISTED
Stamps.com, Inc.
STMP
| $3.58M | ﹤0.01% |
42,800
| – | – |
|
1021
PUT
Yum China
YUMC
$16.5B
| $3.56M | ﹤0.01% |
74,100
+70,300
| +1,850% | +$3.12M |
|
1022
CALL
Ralph Lauren
RL
$23.8B
| $3.55M | ﹤0.01% |
30,300
-200
| -0.7% | -$21.1K |
|
|
MGLN
1023
CALL
DELISTED
Magellan Health Services, Inc.
MGLN
| $3.54M | ﹤0.01% |
+45,300
| New | +$3.19M |
|
|
BRFS
1024
PUT
DELISTED
BRF SA
BRFS
| $3.54M | ﹤0.01% |
+406,700
| New | +$3.51M |
|
1025
Comcast
CMCSA
$89.3B
| $3.53M | ﹤0.01% |
78,452
+70,490
| +885% | +$3.14M |
|
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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.