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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 | |
|---|---|---|---|---|---|---|
1226
CALL
Teva Pharmaceuticals
TEVA
$40.6B
| $2.11M | ﹤0.01% |
215,600
-676,800
| -76% | -$6.04M |
|
1227
CALL
Ally Financial
ALLY
$13.4B
| $2.11M | ﹤0.01% |
69,000
+7,800
| +13% | +$244K |
|
1228
PUT
Tyson Foods
TSN
$20.6B
| $2.1M | ﹤0.01% |
23,100
+17,500
| +313% | +$1.5M |
|
|
PETQ
1229
PUT
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
| $2.1M | ﹤0.01% |
+83,900
| New | +$2.08M |
|
1230
TSMC
TSM
$2.17T
| $2.09M | ﹤0.01% |
36,016
+35,853
| +21,996% | +$1.9M |
|
|
SCHW
1231
Charles Schwab
SCHW
$187B
| $2.09M | ﹤0.01% |
43,945
-7,813
| -15% | -$344K |
|
1232
Spotify
SPOT
$97.7B
| $2.09M | ﹤0.01% |
13,972
-213,351
| -94% | -$29.3M |
|
|
TRTX
1233
CALL
TPG RE Finance Trust
TRTX
$606M
| $2.09M | ﹤0.01% |
+102,900
| New | +$2.07M |
|
1234
HP
HPQ
$25.8B
| $2.08M | ﹤0.01% |
101,433
-142,080
| -58% | -$2.69M |
|
1235
CALL
Dollar Tree
DLTR
$24.9B
| $2.08M | ﹤0.01% |
22,100
-103,500
| -82% | -$10.9M |
|
1236
O'Reilly Automotive
ORLY
$76.2B
| $2.07M | ﹤0.01% |
70,770
-15,180
| -18% | -$434K |
|
1237
CALL
Weibo
WB
$1.94B
| $2.05M | ﹤0.01% |
44,300
-42,200
| -49% | -$1.98M |
|
|
NVTA
1238
DELISTED
Invitae Corporation
NVTA
| $2.05M | ﹤0.01% |
+127,152
| New | +$2.25M |
|
1239
PUT
Kimberly-Clark
KMB
$36.1B
| $2.05M | ﹤0.01% |
14,900
-33,200
| -69% | -$4.49M |
|
1240
Martin Marietta Materials
MLM
$32.3B
| $2.05M | ﹤0.01% |
7,325
+3,193
| +77% | +$852K |
|
1241
PUT
Mohawk Industries
MHK
$8.97B
| $2.05M | ﹤0.01% |
15,000
-13,600
| -48% | -$1.85M |
|
1242
CALL
Intuit
INTU
$88.1B
| $2.04M | ﹤0.01% |
7,800
-69,400
| -90% | -$18.1M |
|
1243
MongoDB
MDB
$29.8B
| $2.04M | ﹤0.01% |
15,490
-31,848
| -67% | -$4.18M |
|
1244
GE Aerospace
GE
$389B
| $2.03M | ﹤0.01% |
36,516
-270,664
| -88% | -$14M |
|
1245
CALL
PagSeguro Digital
PAGS
$2.62B
| $2.03M | ﹤0.01% |
59,500
-1,900
| -3% | -$68.4K |
|
1246
CALL
HEICO Corp
HEI
$50.8B
| $2.02M | ﹤0.01% |
17,700
+4,200
| +31% | +$517K |
|
1247
CALL
Western Union
WU
$2.23B
| $2.01M | ﹤0.01% |
+75,000
| New | +$1.94M |
|
1248
PUT
Clearway Energy Class C
CWEN
$5.12B
| $2M | ﹤0.01% |
+100,000
| New | +$1.94M |
|
1249
CALL
Golar LNG
GLNG
$5.19B
| $1.99M | ﹤0.01% |
140,000
| – | – |
|
|
AVYA
1250
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $1.99M | ﹤0.01% |
+147,500
| New | +$1.81M |
|
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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.