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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 | |
|---|---|---|---|---|---|---|
1426
CALL
JetBlue
JBLU
$2.34B
| $1.22M | ﹤0.01% |
65,200
-2,300
| -3% | -$42.7K |
|
1427
PUT
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $1.22M | ﹤0.01% |
50,000
-30,000
| -38% | -$708K |
|
1428
CALL
Chegg
CHGG
$98.4M
| $1.21M | ﹤0.01% |
32,000
-100
| -0.3% | -$3.5K |
|
1429
Anika Therapeutics
ANIK
$270M
| $1.21M | ﹤0.01% |
23,351
+3,715
| +19% | +$216K |
|
1430
ArcelorMittal
MT
$55.2B
| $1.2M | ﹤0.01% |
+68,633
| New | +$1.11M |
|
1431
PUT
Pan American Silver
PAAS
$20.2B
| $1.2M | ﹤0.01% |
50,800
-9,900
| -16% | -$183K |
|
1432
PUT
Cleveland-Cliffs
CLF
$6.98B
| $1.2M | ﹤0.01% |
143,100
-92,300
| -39% | -$709K |
|
1433
Seagate
STX
$193B
| $1.2M | ﹤0.01% |
20,094
-89,270
| -82% | -$5.13M |
|
1434
PUT
Public Storage
PSA
$61.1B
| $1.19M | ﹤0.01% |
5,600
+5,500
| +5,500% | +$1.22M |
|
1435
PUT
Signet Jewelers
SIG
$3.65B
| $1.19M | ﹤0.01% |
54,800
+44,300
| +422% | +$787K |
|
1436
Dollar General
DG
$28.1B
| $1.19M | ﹤0.01% |
7,630
+2,251
| +42% | +$357K |
|
1437
PUT
Tanger
SKT
$4.52B
| $1.19M | ﹤0.01% |
+80,800
| New | +$1.26M |
|
1438
Trane Technologies
TT
$105B
| $1.18M | ﹤0.01% |
8,870
+8,156
| +1,142% | +$1.03M |
|
1439
Altria Group
MO
$113B
| $1.18M | ﹤0.01% |
23,559
+23,437
| +19,211% | +$1.11M |
|
1440
CALL
Idexx Laboratories
IDXX
$46.5B
| $1.18M | ﹤0.01% |
+4,500
| New | +$1.19M |
|
1441
PUT
Ambarella
AMBA
$3.68B
| $1.17M | ﹤0.01% |
19,400
-4,900
| -20% | -$271K |
|
|
1442
PUT
Idexx Laboratories
IDXX
$46.5B
| $1.17M | ﹤0.01% |
+4,500
| New | +$1.19M |
|
1443
CALL
G-III Apparel Group
GIII
$1.51B
| $1.17M | ﹤0.01% |
+35,000
| New | +$991K |
|
1444
PUT
Motorola Solutions
MSI
$78.5B
| $1.16M | ﹤0.01% |
7,200
+5,100
| +243% | +$840K |
|
|
JWN
1445
CALL
DELISTED
Nordstrom
JWN
| $1.16M | ﹤0.01% |
28,300
-100,400
| -78% | -$3.72M |
|
1446
Dick's Sporting Goods
DKS
$17.8B
| $1.14M | ﹤0.01% |
23,110
+19,062
| +471% | +$811K |
|
1447
CALL
Knight Transportation
KNX
$11.3B
| $1.14M | ﹤0.01% |
31,900
-3,000
| -9% | -$110K |
|
1448
PUT
Under Armour Class C
UA
$2.67B
| $1.14M | ﹤0.01% |
+59,600
| New | +$1.05M |
|
1449
CALL
Kornit Digital
KRNT
$772M
| $1.14M | ﹤0.01% |
+33,300
| New | +$1.1M |
|
1450
CALL
XPO
XPO
$23B
| $1.14M | ﹤0.01% |
+41,347
| New | +$1.14M |
|
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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.