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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 | |
|---|---|---|---|---|---|---|
1401
PUT
Diamondback Energy
FANG
$52.2B
| $1.28M | ﹤0.01% |
13,800
+11,100
| +411% | +$922K |
|
1402
PUT
NOV
NOV
$7.05B
| $1.28M | ﹤0.01% |
50,800
-37,100
| -42% | -$835K |
|
1403
Enpro
NPO
$7.13B
| $1.27M | ﹤0.01% |
+19,070
| New | +$1.27M |
|
1404
PUT
Coty
COTY
$2.47B
| $1.27M | ﹤0.01% |
113,200
+100,000
| +758% | +$1.14M |
|
1405
PUT
International Paper
IP
$22B
| $1.27M | ﹤0.01% |
29,146
+4,541
| +18% | +$191K |
|
1406
Truist Financial
TFC
$64.3B
| $1.27M | ﹤0.01% |
22,509
+20,731
| +1,166% | +$1.12M |
|
1407
HSBC
HSBC
$356B
| $1.26M | ﹤0.01% |
32,266
+26,604
| +470% | +$1.01M |
|
|
MGP
1408
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $1.26M | ﹤0.01% |
+40,556
| New | +$1.25M |
|
1409
Albemarle
ALB
$15.1B
| $1.25M | ﹤0.01% |
17,179
+10,205
| +146% | +$681K |
|
1410
PUT
L3Harris
LHX
$53.2B
| $1.25M | ﹤0.01% |
6,300
+6,000
| +2,000% | +$1.2M |
|
1411
Southwest Airlines
LUV
$22.8B
| $1.25M | ﹤0.01% |
23,096
-3,121
| -12% | -$173K |
|
1412
PG&E
PCG
$38.1B
| $1.25M | ﹤0.01% |
114,612
+65,751
| +135% | +$563K |
|
|
HDS
1413
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.25M | ﹤0.01% |
31,000
-10,500
| -25% | -$418K |
|
|
WNS
1414
DELISTED
WNS Holdings
WNS
| $1.24M | ﹤0.01% |
+18,750
| New | +$1.17M |
|
1415
CALL
SolarEdge
SEDG
$2.02B
| $1.24M | ﹤0.01% |
+13,000
| New | +$1.11M |
|
|
ICPT
1416
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $1.24M | ﹤0.01% |
10,000
| – | – |
|
1417
PUT
Masco
MAS
$15.3B
| $1.24M | ﹤0.01% |
+25,800
| New | +$1.17M |
|
1418
Transocean
RIG
$5.72B
| $1.24M | ﹤0.01% |
179,950
-19,482
| -10% | -$100K |
|
|
BNY
1419
CALL
Bank of New York Mellon
BNY
$107B
| $1.23M | ﹤0.01% |
24,500
-44,100
| -64% | -$2.1M |
|
1420
Dover
DOV
$28.7B
| $1.23M | ﹤0.01% |
10,654
+10,455
| +5,254% | +$1.12M |
|
1421
Green Plains
GPRE
$1.04B
| $1.23M | ﹤0.01% |
+79,416
| New | +$1.08M |
|
1422
W.W. Grainger
GWW
$60.8B
| $1.22M | ﹤0.01% |
3,616
-4,741
| -57% | -$1.5M |
|
|
GRA
1423
CALL
DELISTED
W.R. Grace & Co.
GRA
| $1.22M | ﹤0.01% |
+17,500
| New | +$1.17M |
|
1424
CALL
Quanta Services
PWR
$99.9B
| $1.22M | ﹤0.01% |
+30,000
| New | +$1.22M |
|
1425
CALL
Griffon
GFF
$4.88B
| $1.22M | ﹤0.01% |
+60,000
| New | +$1.26M |
|
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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.