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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Devon Energy
DVN
$49.7B
| $2.96M | ﹤0.01% |
114,000
-176,300
| -61% | -$3.97M |
|
1102
PUT
ASML
ASML
$655B
| $2.96M | ﹤0.01% |
10,000
+500
| +5% | +$135K |
|
1103
PUT
Corteva
CTVA
$51.3B
| $2.96M | ﹤0.01% |
100,000
+81,157
| +431% | +$2.15M |
|
1104
CALL
Grand Canyon Education
LOPE
$3.88B
| $2.95M | ﹤0.01% |
+30,800
| New | +$2.84M |
|
1105
Archer Daniels Midland
ADM
$37.4B
| $2.95M | ﹤0.01% |
+63,558
| New | +$2.71M |
|
1106
Gilead Sciences
GILD
$162B
| $2.94M | ﹤0.01% |
45,186
-22,594
| -33% | -$1.47M |
|
|
DFS
1107
CALL
DELISTED
Discover Financial Services
DFS
| $2.94M | ﹤0.01% |
34,600
-97,400
| -74% | -$8.03M |
|
1108
AB InBev
BUD
$165B
| $2.92M | ﹤0.01% |
35,604
+9,671
| +37% | +$805K |
|
1109
CALL
Deutsche Bank
DB
$70.7B
| $2.91M | ﹤0.01% |
374,000
+327,800
| +710% | +$2.46M |
|
|
ZEN
1110
PUT
DELISTED
ZENDESK INC
ZEN
| $2.9M | ﹤0.01% |
+37,800
| New | +$2.77M |
|
1111
PUT
Edwards Lifesciences
EW
$51.5B
| $2.89M | ﹤0.01% |
+37,200
| New | +$2.9M |
|
|
NVTA
1112
CALL
DELISTED
Invitae Corporation
NVTA
| $2.89M | ﹤0.01% |
179,300
+6,800
| +4% | +$120K |
|
1113
United States Natural Gas Fund
UNG
$450M
| $2.88M | ﹤0.01% |
42,775
-1,445
| -3% | -$112K |
|
|
S
1114
DELISTED
Sprint Corporation
S
| $2.88M | ﹤0.01% |
552,564
+435,914
| +374% | +$2.56M |
|
1115
CALL
Kimberly-Clark
KMB
$36.1B
| $2.88M | ﹤0.01% |
20,900
-120,800
| -85% | -$16.3M |
|
|
AIMT
1116
CALL
DELISTED
Aimmune Therapeutics
AIMT
| $2.85M | ﹤0.01% |
+85,000
| New | +$2.38M |
|
|
IRBT
1117
CALL
DELISTED
iRobot
IRBT
| $2.84M | ﹤0.01% |
56,100
-194,900
| -78% | -$9.79M |
|
1118
CALL
Lumen
LUMN
$6.09B
| $2.83M | ﹤0.01% |
214,000
-136,300
| -39% | -$1.83M |
|
1119
Crown Holdings
CCK
$13.2B
| $2.82M | ﹤0.01% |
+38,815
| New | +$2.77M |
|
1120
CALL
Hilton Grand Vacations
HGV
$3.61B
| $2.8M | ﹤0.01% |
81,500
-571,300
| -88% | -$19.6M |
|
1121
PUT
Planet Fitness
PLNT
$4.05B
| $2.77M | ﹤0.01% |
+37,100
| New | +$2.5M |
|
|
WMGI
1122
CALL
DELISTED
Wright Medical Group Inc
WMGI
| $2.75M | ﹤0.01% |
+90,200
| New | +$2.36M |
|
|
JOYY
1123
JOYY Inc
JOYY
$3.77B
| $2.75M | ﹤0.01% |
52,023
+43,876
| +539% | +$2.58M |
|
1124
PUT
Etsy
ETSY
$7.81B
| $2.74M | ﹤0.01% |
61,900
+22,400
| +57% | +$1.07M |
|
1125
MGM Resorts International
MGM
$11.4B
| $2.74M | ﹤0.01% |
82,280
-79,527
| -49% | -$2.42M |
|
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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.