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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 | |
|---|---|---|---|---|---|---|
1251
HF Sinclair
DINO
$14.7B
| $1.99M | ﹤0.01% |
39,191
-38,195
| -49% | -$2.02M |
|
1252
VF Corp
VFC
$5.8B
| $1.98M | ﹤0.01% |
19,906
+19,093
| +2,348% | +$1.71M |
|
1253
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.86B
| $1.98M | ﹤0.01% |
46,900
-144,700
| -76% | -$5.52M |
|
1254
Baker Hughes
BKR
$62.3B
| $1.97M | ﹤0.01% |
76,824
+66,083
| +615% | +$1.5M |
|
|
KSU
1255
PUT
DELISTED
Kansas City Southern
KSU
| $1.96M | ﹤0.01% |
12,800
+3,800
| +42% | +$558K |
|
|
RDS.A
1256
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.96M | ﹤0.01% |
33,200
-112,500
| -77% | -$6.57M |
|
1257
PUT
Logitech
LOGI
$14.7B
| $1.95M | ﹤0.01% |
+41,400
| New | +$1.77M |
|
1258
US Bancorp
USB
$99.4B
| $1.95M | ﹤0.01% |
32,886
-81,429
| -71% | -$4.71M |
|
1259
Vale
VALE
$62.6B
| $1.95M | ﹤0.01% |
147,625
+65,394
| +80% | +$786K |
|
|
CGC
1260
CALL
Canopy Growth
CGC
$394M
| $1.94M | ﹤0.01% |
9,190
-160
| -2% | -$31.8K |
|
1261
Devon Energy
DVN
$49.7B
| $1.93M | ﹤0.01% |
74,318
-105,937
| -59% | -$2.39M |
|
1262
Illumina
ILMN
$29.3B
| $1.93M | ﹤0.01% |
5,982
-6,884
| -54% | -$2.09M |
|
1263
PUT
Marchex
MCHX
$80.2M
| $1.93M | ﹤0.01% |
510,000
| – | – |
|
|
INST
1264
CALL
DELISTED
Instructure, Inc.
INST
| $1.93M | ﹤0.01% |
40,000
| – | – |
|
|
INST
1265
PUT
DELISTED
Instructure, Inc.
INST
| $1.93M | ﹤0.01% |
40,000
| – | – |
|
1266
CALL
C.H. Robinson
CHRW
$17.1B
| $1.92M | ﹤0.01% |
24,600
+17,000
| +224% | +$1.35M |
|
1267
PUT
eHealth
EHTH
$42.9M
| $1.92M | ﹤0.01% |
+20,000
| New | +$1.55M |
|
1268
PUT
Danaher
DHR
$141B
| $1.92M | ﹤0.01% |
14,100
+13,198
| +1,463% | +$1.67M |
|
|
WLL
1269
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $1.91M | ﹤0.01% |
3,469
+1,932
| +126% | +$934K |
|
1270
PUT
Becton Dickinson
BDX
$48.8B
| $1.9M | ﹤0.01% |
7,175
+5,945
| +483% | +$1.48M |
|
|
BNY
1271
Bank of New York Mellon
BNY
$108B
| $1.9M | ﹤0.01% |
37,737
+32,403
| +607% | +$1.55M |
|
1272
Textron
TXT
$15.1B
| $1.89M | ﹤0.01% |
+42,379
| New | +$1.96M |
|
1273
CALL
Range Resources
RRC
$9.01B
| $1.87M | ﹤0.01% |
385,100
+362,200
| +1,582% | +$1.46M |
|
1274
PUT
Xerox
XRX
$424M
| $1.86M | ﹤0.01% |
50,500
-21,600
| -30% | -$755K |
|
1275
CALL
Wayfair
W
$14.3B
| $1.86M | ﹤0.01% |
20,600
-8,500
| -29% | -$793K |
|
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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.