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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 | |
|---|---|---|---|---|---|---|
|
AYX
1276
CALL
DELISTED
Alteryx Inc
AYX
| $1.86M | ﹤0.01% |
18,600
+13,800
| +288% | +$1.4M |
|
1277
CALL
Harley-Davidson
HOG
$2.71B
| $1.86M | ﹤0.01% |
50,000
+23,500
| +89% | +$875K |
|
|
PS
1278
CALL
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $1.86M | ﹤0.01% |
+108,000
| New | +$1.84M |
|
|
PS
1279
PUT
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $1.86M | ﹤0.01% |
+108,000
| New | +$1.84M |
|
|
CTXS
1280
PUT
DELISTED
Citrix Systems Inc
CTXS
| $1.85M | ﹤0.01% |
16,700
+6,600
| +65% | +$710K |
|
1281
CALL
LivePerson
LPSN
$28M
| $1.85M | ﹤0.01% |
3,333
+1,000
| +43% | +$574K |
|
1282
CALL
Peloton Interactive
PTON
$2.45B
| $1.85M | ﹤0.01% |
+65,000
| New | +$1.75M |
|
1283
KraneShares CSI China Internet ETF
KWEB
$5.68B
| $1.84M | ﹤0.01% |
37,866
+20,622
| +120% | +$943K |
|
1284
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $1.84M | ﹤0.01% |
16,700
+15,000
| +882% | +$1.67M |
|
1285
PUT
Suncor Energy
SU
$71.3B
| $1.84M | ﹤0.01% |
56,000
-16,300
| -23% | -$509K |
|
|
TMX
1286
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $1.84M | ﹤0.01% |
+47,500
| New | +$2.02M |
|
1287
PUT
Norwegian Cruise Line
NCLH
$8.81B
| $1.83M | ﹤0.01% |
+31,400
| New | +$1.66M |
|
1288
PUT
Dropbox
DBX
$8.14B
| $1.83M | ﹤0.01% |
102,100
+8,700
| +9% | +$164K |
|
1289
CALL
Duke Energy
DUK
$97.1B
| $1.82M | ﹤0.01% |
20,000
-80,000
| -80% | -$7.33M |
|
1290
PUT
Ally Financial
ALLY
$13.3B
| $1.82M | ﹤0.01% |
59,600
+1,300
| +2% | +$40.6K |
|
|
SF
1291
CALL
Stifel
SF
$12.6B
| $1.82M | ﹤0.01% |
67,500
| – | – |
|
|
WORK
1292
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $1.8M | ﹤0.01% |
+80,000
| New | +$1.78M |
|
1293
PUT
Weibo
WB
$1.96B
| $1.79M | ﹤0.01% |
38,600
-92,900
| -71% | -$4.35M |
|
|
HAYN
1294
CALL
DELISTED
Haynes International, Inc.
HAYN
| $1.79M | ﹤0.01% |
+50,000
| New | +$1.8M |
|
|
NUAN
1295
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.78M | ﹤0.01% |
100,000
-15,500
| -13% | -$257K |
|
|
S
1296
PUT
DELISTED
Sprint Corporation
S
| $1.78M | ﹤0.01% |
340,700
+334,500
| +5,395% | +$1.96M |
|
1297
PUT
Norfolk Southern
NSC
$76.1B
| $1.77M | ﹤0.01% |
9,100
-2,600
| -22% | -$488K |
|
|
UCTT
1298
PUT
Ultra Clean Holdings
UCTT
$3.87B
| $1.76M | ﹤0.01% |
+75,000
| New | +$1.52M |
|
1299
CALL
Tilray
TLRY
$624M
| $1.75M | ﹤0.01% |
10,240
| – | – |
|
1300
CALL
Wabtec
WAB
$49.6B
| $1.75M | ﹤0.01% |
+22,500
| New | +$1.67M |
|
Similar funds
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.