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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 | |
|---|---|---|---|---|---|---|
1376
CALL
Magnite
MGNI
$3.63B
| $1.35M | ﹤0.01% |
+165,000
| New | +$1.36M |
|
1377
CALL
Infosys
INFY
$50.8B
| $1.34M | ﹤0.01% |
+130,000
| New | +$1.31M |
|
1378
Trade Desk
TTD
$6.71B
| $1.34M | ﹤0.01% |
51,660
-366,280
| -88% | -$8.24M |
|
1379
PUT
KeyCorp
KEY
$24.3B
| $1.34M | ﹤0.01% |
66,100
-121,600
| -65% | -$2.29M |
|
1380
PUT
DaVita
DVA
$11.5B
| $1.34M | ﹤0.01% |
17,800
-1,700
| -9% | -$113K |
|
1381
iShares MSCI Japan ETF
EWJ
$22.8B
| $1.34M | ﹤0.01% |
22,570
-24,022
| -52% | -$1.42M |
|
|
ACH
1382
CALL
Accendra Health
ACH
$234M
| $1.34M | ﹤0.01% |
+258,400
| New | +$1.66M |
|
|
GAP
1383
CALL
The Gap Inc
GAP
$7.4B
| $1.33M | ﹤0.01% |
75,300
-34,400
| -31% | -$586K |
|
1384
STAAR Surgical
STAA
$1.18B
| $1.33M | ﹤0.01% |
+37,846
| New | +$1.25M |
|
1385
CALL
Digi International
DGII
$3.1B
| $1.33M | ﹤0.01% |
+75,000
| New | +$1.19M |
|
1386
Banc of California
BANC
$2.99B
| $1.33M | ﹤0.01% |
+77,300
| New | +$1.17M |
|
1387
NetApp
NTAP
$36.7B
| $1.33M | ﹤0.01% |
21,316
+7,260
| +52% | +$423K |
|
|
NLSN
1388
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $1.32M | ﹤0.01% |
65,300
-1,700
| -3% | -$34.6K |
|
1389
CALL
Dell
DELL
$274B
| $1.32M | ﹤0.01% |
50,706
-194,143
| -79% | -$5.05M |
|
|
SJI
1390
PUT
DELISTED
South Jersey Industries, Inc.
SJI
| $1.32M | ﹤0.01% |
40,000
| – | – |
|
1391
Enterprise Products Partners
EPD
$81.9B
| $1.32M | ﹤0.01% |
46,716
+40,745
| +682% | +$1.1M |
|
1392
QuinStreet
QNST
$1.18B
| $1.31M | ﹤0.01% |
85,727
+38,194
| +80% | +$545K |
|
1393
CALL
American Electric Power
AEP
$68.3B
| $1.3M | ﹤0.01% |
+13,800
| New | +$1.27M |
|
1394
Shake Shack
SHAK
$2.84B
| $1.3M | ﹤0.01% |
21,890
+21,873
| +128,665% | +$1.57M |
|
1395
CALL
HubSpot
HUBS
$10.7B
| $1.3M | ﹤0.01% |
+8,200
| New | +$1.26M |
|
1396
Itaú Unibanco
ITUB
$89.1B
| $1.3M | ﹤0.01% |
195,053
+126,602
| +185% | +$793K |
|
|
1397
CALL
QuinStreet
QNST
$1.18B
| $1.29M | ﹤0.01% |
84,500
-445,000
| -84% | -$6.35M |
|
1398
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$229M
| $1.29M | ﹤0.01% |
40
-94
| -70% | -$4.33M |
|
1399
PUT
Boyd Gaming
BYD
$6.08B
| $1.28M | ﹤0.01% |
42,900
+28,100
| +190% | +$791K |
|
1400
AbbVie
ABBV
$432B
| $1.28M | ﹤0.01% |
14,474
+14,379
| +15,136% | +$1.19M |
|
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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.