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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 | |
|---|---|---|---|---|---|---|
1151
PUT
Fortinet
FTNT
$117B
| $2.54M | ﹤0.01% |
119,000
-53,000
| -31% | -$997K |
|
1152
CALL
Wolfspeed
WOLF
$1.43B
| $2.54M | ﹤0.01% |
55,000
+17,600
| +47% | +$821K |
|
1153
PUT
Cenovus Energy
CVE
$52.1B
| $2.54M | ﹤0.01% |
250,000
| – | – |
|
1154
PUT
Sempra
SRE
$55.1B
| $2.53M | ﹤0.01% |
+33,400
| New | +$2.45M |
|
1155
PUT
Cardinal Health
CAH
$55.7B
| $2.53M | ﹤0.01% |
+50,000
| New | +$2.58M |
|
1156
Dow Inc
DOW
$21.9B
| $2.5M | ﹤0.01% |
45,753
+45,708
| +101,573% | +$2.36M |
|
1157
Blackstone
BX
$107B
| $2.5M | ﹤0.01% |
44,711
+42,685
| +2,107% | +$2.21M |
|
1158
PUT
Upland Software
UPLD
$12.6M
| $2.5M | ﹤0.01% |
7,000
-10,000
| -59% | -$3.74M |
|
1159
PUT
FMC
FMC
$1.32B
| $2.5M | ﹤0.01% |
+25,000
| New | +$2.32M |
|
1160
CALL
Novartis
NVS
$293B
| $2.49M | ﹤0.01% |
26,300
-14,900
| -36% | -$1.34M |
|
1161
Southern Company
SO
$107B
| $2.49M | ﹤0.01% |
39,033
+2,195
| +6% | +$136K |
|
1162
PUT
Yelp
YELP
$1.38B
| $2.47M | ﹤0.01% |
71,100
-39,800
| -36% | -$1.35M |
|
1163
First Solar
FSLR
$26.2B
| $2.47M | ﹤0.01% |
44,157
-72,772
| -62% | -$4M |
|
|
PYX
1164
PUT
DELISTED
Pyxus International, Inc.
PYX
| $2.46M | ﹤0.01% |
275,100
+1,000
| +0.4% | +$9.66K |
|
1165
CALL
Marriott International
MAR
$93.8B
| $2.45M | ﹤0.01% |
16,200
-3,400
| -17% | -$456K |
|
1166
Boyd Gaming
BYD
$6.11B
| $2.43M | ﹤0.01% |
81,241
+41,291
| +103% | +$1.16M |
|
1167
CALL
Keurig Dr Pepper
KDP
$41.3B
| $2.43M | ﹤0.01% |
+84,000
| New | +$2.41M |
|
|
MRO
1168
DELISTED
Marathon Oil Corporation
MRO
| $2.42M | ﹤0.01% |
177,949
+95,378
| +116% | +$1.16M |
|
1169
Pinduoduo
PDD
$129B
| $2.42M | ﹤0.01% |
63,862
+63,134
| +8,672% | +$2.36M |
|
1170
CALL
Integer Holdings
ITGR
$4.29B
| $2.41M | ﹤0.01% |
+30,000
| New | +$2.29M |
|
|
1171
PUT
Integer Holdings
ITGR
$4.29B
| $2.41M | ﹤0.01% |
+30,000
| New | +$2.29M |
|
1172
Corteva
CTVA
$51.3B
| $2.41M | ﹤0.01% |
81,410
+81,344
| +123,248% | +$2.15M |
|
|
MOMO
1173
CALL
Hello Group
MOMO
$855M
| $2.4M | ﹤0.01% |
71,600
+4,800
| +7% | +$171K |
|
1174
PUT
New Oriental
EDU
$9.04B
| $2.39M | ﹤0.01% |
19,700
+6,400
| +48% | +$765K |
|
1175
SBA Communications
SBAC
$19.4B
| $2.38M | ﹤0.01% |
9,863
+8,964
| +997% | +$2.13M |
|
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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.