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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 | |
|---|---|---|---|---|---|---|
1626
iShares MSCI Mexico ETF
EWW
$1.97B
| $658K | ﹤0.01% |
14,622
-51,569
| -78% | -$2.29M |
|
1627
Diamondback Energy
FANG
$53.1B
| $656K | ﹤0.01% |
7,065
+4,666
| +194% | +$387K |
|
1628
PUT
Dave & Buster's
PLAY
$351M
| $655K | ﹤0.01% |
+16,300
| New | +$653K |
|
1629
Atlassian
TEAM
$28B
| $654K | ﹤0.01% |
5,434
-46,807
| -90% | -$5.7M |
|
|
BCOV
1630
CALL
DELISTED
Brightcove, Inc.
BCOV
| $652K | ﹤0.01% |
75,000
-7,500
| -9% | -$70.4K |
|
1631
Digi International
DGII
$3.13B
| $648K | ﹤0.01% |
36,589
-67,860
| -65% | -$1.08M |
|
|
TTM
1632
PUT
DELISTED
Tata Motors Limited
TTM
| $647K | ﹤0.01% |
50,000
| – | – |
|
1633
Eaton
ETN
$174B
| $645K | ﹤0.01% |
6,811
+1,282
| +23% | +$114K |
|
1634
CALL
Boston Beer
SAM
$1.88B
| $644K | ﹤0.01% |
+1,700
| New | +$640K |
|
1635
Floor & Decor
FND
$6.39B
| $642K | ﹤0.01% |
12,627
+10,976
| +665% | +$514K |
|
|
DBD
1636
DELISTED
Diebold Nixdorf Incorporated
DBD
| $632K | ﹤0.01% |
59,851
-38,713
| -39% | -$344K |
|
|
WLL
1637
DELISTED
Whiting Petroleum Corporation
WLL
| $632K | ﹤0.01% |
1,148
-522
| -31% | -$252K |
|
|
MNDT
1638
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $630K | ﹤0.01% |
38,084
-166,863
| -81% | -$2.68M |
|
|
CRC
1639
PUT
DELISTED
California Resources Corporation
CRC
| $629K | ﹤0.01% |
69,600
-29,100
| -29% | -$236K |
|
|
MRO
1640
PUT
DELISTED
Marathon Oil Corporation
MRO
| $628K | ﹤0.01% |
46,300
-26,300
| -36% | -$321K |
|
|
JNPR
1641
CALL
DELISTED
Juniper Networks
JNPR
| $623K | ﹤0.01% |
25,300
-6,400
| -20% | -$157K |
|
1642
CALL
McKesson
MCK
$102B
| $622K | ﹤0.01% |
4,500
-112,500
| -96% | -$15.9M |
|
|
WLL
1643
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $619K | ﹤0.01% |
1,123
+159
| +16% | +$76.9K |
|
1644
PUT
Travelers Companies
TRV
$80.5B
| $616K | ﹤0.01% |
+4,500
| New | +$613K |
|
1645
Lattice Semiconductor
LSCC
$18.3B
| $614K | ﹤0.01% |
32,057
+31,989
| +47,043% | +$614K |
|
|
SHOE
1646
Shoe Station Group
SHOE
$425M
| $613K | ﹤0.01% |
+32,910
| New | +$582K |
|
1647
CALL
Fidelity National Information Services
FIS
$22.1B
| $612K | ﹤0.01% |
+4,400
| New | +$590K |
|
|
SEM
1648
DELISTED
Select Medical
SEM
| $610K | ﹤0.01% |
+48,475
| New | +$522K |
|
1649
CALL
First Majestic Silver
AG
$8.52B
| $608K | ﹤0.01% |
49,600
+13,600
| +38% | +$143K |
|
|
ZNGA
1650
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $607K | ﹤0.01% |
99,259
+45,054
| +83% | +$279K |
|
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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.