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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 | |
|---|---|---|---|---|---|---|
1701
CALL
GameStop
GME
$8.63B
| $527K | ﹤0.01% |
347,200
+223,600
| +181% | +$328K |
|
1702
PUT
ON Semiconductor
ON
$18.6B
| $527K | ﹤0.01% |
21,600
-252,300
| -92% | -$5.33M |
|
1703
Viatris
VTRS
$19B
| $527K | ﹤0.01% |
26,214
+22,955
| +704% | +$427K |
|
|
PS
1704
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $525K | ﹤0.01% |
+30,512
| New | +$519K |
|
1705
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
| $523K | ﹤0.01% |
12,800
+1,100
| +9% | +$43.3K |
|
1706
HDFC Bank
HDB
$122B
| $521K | ﹤0.01% |
+16,456
| New | +$501K |
|
1707
CALL
MillerKnoll
MLKN
$1.61B
| $521K | ﹤0.01% |
+12,500
| New | +$579K |
|
|
1708
PUT
MillerKnoll
MLKN
$1.61B
| $521K | ﹤0.01% |
+12,500
| New | +$579K |
|
1709
PUT
Thermo Fisher Scientific
TMO
$214B
| $519K | ﹤0.01% |
1,600
+1,400
| +700% | +$425K |
|
|
SEM
1710
CALL
DELISTED
Select Medical
SEM
| $516K | ﹤0.01% |
+41,018
| New | +$442K |
|
|
BCOV
1711
DELISTED
Brightcove, Inc.
BCOV
| $516K | ﹤0.01% |
59,370
+6,747
| +13% | +$63.3K |
|
1712
PUT
Conagra Brands
CAG
$7.11B
| $515K | ﹤0.01% |
15,000
-4,000
| -21% | -$116K |
|
1713
Bloomin' Brands
BLMN
$931M
| $511K | ﹤0.01% |
23,158
+10,895
| +89% | +$231K |
|
1714
Nucor
NUE
$61.9B
| $505K | ﹤0.01% |
8,973
-12,237
| -58% | -$667K |
|
|
WPX
1715
CALL
DELISTED
WPX Energy, Inc.
WPX
| $504K | ﹤0.01% |
36,700
| – | – |
|
1716
ARKO Corp
ARKO
$818M
| $503K | ﹤0.01% |
+49,998
| New | +$497K |
|
1717
Burlington
BURL
$23.4B
| $503K | ﹤0.01% |
2,204
-6,685
| -75% | -$1.4M |
|
1718
iShares MSCI Turkey ETF
TUR
$213M
| $501K | ﹤0.01% |
18,479
-18,707
| -50% | -$483K |
|
1719
GoDaddy
GDDY
$11.4B
| $500K | ﹤0.01% |
7,358
-18,095
| -71% | -$1.2M |
|
|
WW
1720
CALL
DELISTED
WW International
WW
| $496K | ﹤0.01% |
13,000
+3,600
| +38% | +$137K |
|
1721
Dropbox
DBX
$8.06B
| $495K | ﹤0.01% |
27,642
-23,286
| -46% | -$439K |
|
|
EXAS
1722
DELISTED
Exact Sciences
EXAS
| $493K | ﹤0.01% |
5,331
+1,282
| +32% | +$113K |
|
1723
CALL
KB Home
KBH
$3.49B
| $493K | ﹤0.01% |
14,400
+11,300
| +365% | +$390K |
|
1724
PUT
LyondellBasell Industries
LYB
$19.8B
| $491K | ﹤0.01% |
5,200
| – | – |
|
1725
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.08B
| $491K | ﹤0.01% |
+2,819
| New | +$407K |
|
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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.