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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 | |
|---|---|---|---|---|---|---|
1301
Sherwin-Williams
SHW
$89.6B
| $1.74M | ﹤0.01% |
8,958
-34,182
| -79% | -$6.52M |
|
1302
PUT
Howmet Aerospace
HWM
$114B
| $1.74M | ﹤0.01% |
73,937
-19,560
| -21% | -$437K |
|
1303
Beyond Meat
BYND
$285M
| $1.74M | ﹤0.01% |
23,003
+22,719
| +8,000% | +$2.11M |
|
|
SINA
1304
DELISTED
Sina Corp
SINA
| $1.72M | ﹤0.01% |
43,141
+37,787
| +706% | +$1.45M |
|
1305
PUT
Clorox
CLX
$12.8B
| $1.72M | ﹤0.01% |
11,200
+10,400
| +1,300% | +$1.55M |
|
1306
CALL
Frontdoor
FTDR
$6.54B
| $1.72M | ﹤0.01% |
+36,200
| New | +$1.7M |
|
1307
CALL
Mohawk Industries
MHK
$9.14B
| $1.71M | ﹤0.01% |
12,500
-1,200
| -9% | -$163K |
|
1308
MasTec
MTZ
$21.2B
| $1.7M | ﹤0.01% |
26,546
-11,510
| -30% | -$758K |
|
1309
CALL
Zillow
Z
$7.55B
| $1.7M | ﹤0.01% |
37,000
-43,900
| -54% | -$1.64M |
|
1310
Kimberly-Clark
KMB
$36.2B
| $1.7M | ﹤0.01% |
12,338
-11,549
| -48% | -$1.56M |
|
1311
PUT
PVH
PVH
$4.03B
| $1.69M | ﹤0.01% |
16,100
-7,500
| -32% | -$716K |
|
|
ABB
1312
CALL
DELISTED
ABB Ltd
ABB
| $1.69M | ﹤0.01% |
+70,000
| New | +$1.5M |
|
|
BZUN
1313
CALL
Baozun
BZUN
$171M
| $1.68M | ﹤0.01% |
50,700
+49,000
| +2,882% | +$1.94M |
|
1314
PUT
Fox Class A
FOXA
$26.7B
| $1.68M | ﹤0.01% |
45,300
+31,500
| +228% | +$1.08M |
|
1315
PUT
Omnicom Group
OMC
$23.2B
| $1.68M | ﹤0.01% |
20,700
+7,300
| +54% | +$572K |
|
|
STMP
1316
PUT
DELISTED
Stamps.com, Inc.
STMP
| $1.67M | ﹤0.01% |
+20,000
| New | +$1.67M |
|
1317
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.4B
| $1.64M | ﹤0.01% |
141,335
-298,382
| -68% | -$2.89M |
|
1318
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $1.63M | ﹤0.01% |
50,000
| – | – |
|
1319
PUT
Tilray
TLRY
$624M
| $1.63M | ﹤0.01% |
9,500
| – | – |
|
1320
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.38B
| $1.63M | ﹤0.01% |
55,400
-49,300
| -47% | -$1.35M |
|
1321
PUT
Canadian Natural Resources
CNQ
$94.9B
| $1.62M | ﹤0.01% |
+102,100
| New | +$1.39M |
|
1322
CALL
Atlassian
TEAM
$36.3B
| $1.61M | ﹤0.01% |
13,400
-4,600
| -26% | -$560K |
|
1323
PUT
Williams-Sonoma
WSM
$29.5B
| $1.61M | ﹤0.01% |
43,800
+17,000
| +63% | +$591K |
|
1324
Lumentum
LITE
$69.2B
| $1.6M | ﹤0.01% |
20,217
+18,749
| +1,277% | +$1.23M |
|
|
ENDP
1325
CALL
DELISTED
Endo International plc
ENDP
| $1.59M | ﹤0.01% |
340,000
| – | – |
|
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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.