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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 | |
|---|---|---|---|---|---|---|
1076
CALL
America Movil
AMX
$71.8B
| $3.2M | ﹤0.01% |
200,000
-800,000
| -80% | -$12.5M |
|
1077
CALL
Tandem Diabetes Care
TNDM
$1.29B
| $3.18M | ﹤0.01% |
53,300
-115,600
| -68% | -$7.13M |
|
1078
CF Industries
CF
$17.9B
| $3.17M | ﹤0.01% |
66,509
+61,292
| +1,175% | +$2.87M |
|
1079
PUT
Albemarle
ALB
$14.8B
| $3.17M | ﹤0.01% |
43,400
+6,600
| +18% | +$441K |
|
1080
CALL
VF Corp
VFC
$5.8B
| $3.16M | ﹤0.01% |
31,700
+7,900
| +33% | +$708K |
|
|
JWN
1081
PUT
DELISTED
Nordstrom
JWN
| $3.15M | ﹤0.01% |
76,900
-21,100
| -22% | -$781K |
|
1082
Automatic Data Processing
ADP
$109B
| $3.15M | ﹤0.01% |
18,444
-954
| -5% | -$158K |
|
1083
Tower Semiconductor
TSEM
$25.4B
| $3.14M | ﹤0.01% |
130,510
+97,141
| +291% | +$2.18M |
|
|
WTRU
1084
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
| $3.12M | ﹤0.01% |
50,000
-543,489
| -92% | -$32.9M |
|
1085
Snap
SNAP
$8.83B
| $3.1M | ﹤0.01% |
189,952
+155,231
| +447% | +$2.28M |
|
1086
CALL
KeyCorp
KEY
$24.3B
| $3.1M | ﹤0.01% |
153,200
-23,400
| -13% | -$441K |
|
1087
Skyworks Solutions
SWKS
$10.1B
| $3.1M | ﹤0.01% |
25,626
+23,006
| +878% | +$2.26M |
|
|
WWE
1088
CALL
DELISTED
World Wrestling Entertainment
WWE
| $3.1M | ﹤0.01% |
47,800
+43,400
| +986% | +$2.75M |
|
1089
PUT
Stellantis
STLA
$20.9B
| $3.07M | ﹤0.01% |
208,700
+145,500
| +230% | +$2.1M |
|
1090
PUT
Johnson Controls International
JCI
$93.6B
| $3.06M | ﹤0.01% |
75,300
-175,300
| -70% | -$7.4M |
|
|
MMP
1091
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $3.05M | ﹤0.01% |
48,567
+22,223
| +84% | +$1.38M |
|
|
KSU
1092
CALL
DELISTED
Kansas City Southern
KSU
| $3.05M | ﹤0.01% |
19,900
+6,900
| +53% | +$1.01M |
|
|
HDS
1093
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $3.04M | ﹤0.01% |
75,600
-29,800
| -28% | -$1.19M |
|
1094
CALL
Shake Shack
SHAK
$2.83B
| $3.04M | ﹤0.01% |
50,900
-84,500
| -62% | -$6.07M |
|
1095
CALL
NRG Energy
NRG
$25.1B
| $3.03M | ﹤0.01% |
76,200
+75,300
| +8,367% | +$2.98M |
|
1096
Workday
WDAY
$42B
| $3.02M | ﹤0.01% |
18,374
-16,076
| -47% | -$2.67M |
|
1097
United Parcel Service
UPS
$87.7B
| $3M | ﹤0.01% |
25,639
+5,445
| +27% | +$645K |
|
1098
CALL
Viavi Solutions
VIAV
$10B
| $3M | ﹤0.01% |
200,000
| – | – |
|
1099
PUT
Ollie's Bargain Outlet
OLLI
$4.71B
| $3M | ﹤0.01% |
45,900
+33,600
| +273% | +$2.13M |
|
|
ZNGA
1100
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.96M | ﹤0.01% |
484,400
+66,400
| +16% | +$411K |
|
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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.