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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 | |
|---|---|---|---|---|---|---|
1726
CALL
Polaris
PII
$3.99B
| $490K | ﹤0.01% |
4,800
-3,300
| -41% | -$320K |
|
1727
PUT
Zoetis
ZTS
$32.4B
| $490K | ﹤0.01% |
+3,700
| New | +$460K |
|
1728
CALL
Fate Therapeutics
FATE
$290M
| $489K | ﹤0.01% |
+25,000
| New | +$397K |
|
1729
Norwegian Cruise Line
NCLH
$8.89B
| $488K | ﹤0.01% |
8,353
-863
| -9% | -$45.5K |
|
1730
CALL
Children's Place
PLCE
$58.9M
| $488K | ﹤0.01% |
+7,800
| New | +$569K |
|
1731
DaVita
DVA
$11.5B
| $486K | ﹤0.01% |
6,481
-10,402
| -62% | -$690K |
|
|
WWE
1732
PUT
DELISTED
World Wrestling Entertainment
WWE
| $486K | ﹤0.01% |
7,500
+2,500
| +50% | +$158K |
|
1733
Duke Energy
DUK
$96.6B
| $485K | ﹤0.01% |
5,320
+3,343
| +169% | +$306K |
|
1734
New Oriental
EDU
$9.04B
| $484K | ﹤0.01% |
3,994
+3,866
| +3,020% | +$462K |
|
1735
Tencent Music
TME
$15.7B
| $482K | ﹤0.01% |
+41,022
| New | +$527K |
|
1736
PUT
Fastenal
FAST
$58.3B
| $481K | ﹤0.01% |
+26,000
| New | +$465K |
|
1737
CALL
Masco
MAS
$14.9B
| $480K | ﹤0.01% |
10,000
| – | – |
|
1738
Rio Tinto
RIO
$162B
| $480K | ﹤0.01% |
8,082
+3,433
| +74% | +$186K |
|
|
MDR
1739
DELISTED
McDermott International
MDR
| $479K | ﹤0.01% |
707,812
+71,031
| +11% | +$90.8K |
|
|
NS
1740
PUT
DELISTED
NuStar Energy L.P.
NS
| $478K | ﹤0.01% |
+18,500
| New | +$515K |
|
1741
Crown Castle
CCI
$32.7B
| $475K | ﹤0.01% |
3,341
+3,331
| +33,310% | +$454K |
|
1742
PUT
Wolfspeed
WOLF
$1.43B
| $475K | ﹤0.01% |
10,300
-10,100
| -50% | -$471K |
|
|
DISCK
1743
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $475K | ﹤0.01% |
+15,589
| New | +$437K |
|
|
PPLI
1744
CALL
People Inc
PPLI
$3.2B
| $474K | ﹤0.01% |
10,631
+8,952
| +533% | +$361K |
|
|
PE
1745
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $473K | ﹤0.01% |
+25,000
| New | +$413K |
|
1746
DMC Global
BOOM
$154M
| $470K | ﹤0.01% |
10,460
-208
| -2% | -$9.25K |
|
|
ENDP
1747
PUT
DELISTED
Endo International plc
ENDP
| $469K | ﹤0.01% |
100,000
| – | – |
|
|
CERN
1748
PUT
DELISTED
Cerner Corp
CERN
| $469K | ﹤0.01% |
6,400
-299,000
| -98% | -$20.7M |
|
|
CZR
1749
DELISTED
Caesars Entertainment Corporation
CZR
| $469K | ﹤0.01% |
34,486
+34,484
| +1,724,200% | +$437K |
|
1750
PUT
Linde
LIN
$226B
| $468K | ﹤0.01% |
+2,200
| New | +$443K |
|
Similar funds
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.