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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 | |
|---|---|---|---|---|---|---|
1501
PUT
Wheaton Precious Metals
WPM
$60.9B
| $1.01M | ﹤0.01% |
33,800
+11,600
| +52% | +$317K |
|
1502
PUT
Radian Group
RDN
$4.88B
| $1.01M | ﹤0.01% |
+40,000
| New | +$994K |
|
|
VAR
1503
DELISTED
Varian Medical Systems, Inc.
VAR
| $1M | ﹤0.01% |
+7,067
| New | +$902K |
|
1504
VeriSign
VRSN
$26.7B
| $1M | ﹤0.01% |
+5,192
| New | +$975K |
|
1505
Opko Health
OPK
$1.01B
| $998K | ﹤0.01% |
678,732
+149,048
| +28% | +$250K |
|
1506
SPX Corp
SPXC
$10.8B
| $998K | ﹤0.01% |
+19,618
| New | +$897K |
|
1507
Stoneridge
SRI
$210M
| $998K | ﹤0.01% |
+34,051
| New | +$1.05M |
|
1508
Norfolk Southern
NSC
$75.9B
| $996K | ﹤0.01% |
5,130
-10,166
| -66% | -$1.91M |
|
1509
CarMax
KMX
$8.33B
| $984K | ﹤0.01% |
11,220
+9,836
| +711% | +$925K |
|
1510
Levi Strauss
LEVI
$9.37B
| $980K | ﹤0.01% |
+50,778
| New | +$906K |
|
1511
PUT
DXC Technology
DXC
$1.77B
| $977K | ﹤0.01% |
26,000
| – | – |
|
1512
CALL
Coeur Mining
CDE
$17.4B
| $970K | ﹤0.01% |
+120,000
| New | +$740K |
|
1513
CALL
Bath & Body Works
BBWI
$4.05B
| $969K | ﹤0.01% |
66,056
-38,347
| -37% | -$554K |
|
1514
CALL
Clorox
CLX
$12.9B
| $967K | ﹤0.01% |
+6,300
| New | +$942K |
|
1515
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $967K | ﹤0.01% |
+10,400
| New | +$963K |
|
1516
Virgin Galactic
SPCE
$397M
| $966K | ﹤0.01% |
+4,184
| New | +$817K |
|
1517
PUT
C.H. Robinson
CHRW
$17.2B
| $963K | ﹤0.01% |
12,300
-2,000
| -14% | -$159K |
|
|
ALXN
1518
DELISTED
Alexion Pharmaceuticals
ALXN
| $960K | ﹤0.01% |
8,880
+3,723
| +72% | +$398K |
|
1519
Old National Bancorp
ONB
$10.2B
| $957K | ﹤0.01% |
52,308
-607,233
| -92% | -$10.9M |
|
|
KNDI
1520
PUT
Kandi Technologies Group
KNDI
$66.3M
| $953K | ﹤0.01% |
201,500
| – | – |
|
1521
CALL
Flex
FLEX
$44.7B
| $952K | ﹤0.01% |
100,056
-8,095
| -7% | -$69.8K |
|
1522
CALL
GSK
GSK
$106B
| $949K | ﹤0.01% |
+16,160
| New | +$899K |
|
|
COUP
1523
DELISTED
Coupa Software Incorporated
COUP
| $947K | ﹤0.01% |
6,475
+4,776
| +281% | +$682K |
|
|
CUB
1524
DELISTED
Cubic Corporation
CUB
| $936K | ﹤0.01% |
+14,728
| New | +$996K |
|
1525
Newell Brands
NWL
$2.52B
| $935K | ﹤0.01% |
48,670
+13,263
| +37% | +$255K |
|
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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.