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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 | |
|---|---|---|---|---|---|---|
1901
PUT
H&R Block
HRB
$5.77B
| $281K | ﹤0.01% |
12,000
+100
| +0.8% | +$2.4K |
|
1902
PUT
McKesson
MCK
$99.5B
| $277K | ﹤0.01% |
2,000
-115,100
| -98% | -$16.3M |
|
1903
NetEase
NTES
$83B
| $277K | ﹤0.01% |
4,520
-52,965
| -92% | -$3.1M |
|
1904
American Electric Power
AEP
$67.8B
| $276K | ﹤0.01% |
+2,919
| New | +$270K |
|
1905
PUT
Genesis Energy
GEL
$1.87B
| $276K | ﹤0.01% |
+13,500
| New | +$272K |
|
1906
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $273K | ﹤0.01% |
11,239
+8,043
| +252% | +$190K |
|
1907
Pinterest
PINS
$13.1B
| $273K | ﹤0.01% |
14,624
+5,020
| +52% | +$108K |
|
1908
PUT
Cerence
CRNC
$413M
| $272K | ﹤0.01% |
+12,000
| New | +$197K |
|
1909
Sanofi
SNY
$104B
| $271K | ﹤0.01% |
5,391
+5,357
| +15,756% | +$251K |
|
1910
Vertex Pharmaceuticals
VRTX
$122B
| $271K | ﹤0.01% |
1,240
-1,585
| -56% | -$321K |
|
|
MDR
1911
CALL
DELISTED
McDermott International
MDR
| $271K | ﹤0.01% |
400,300
-134,800
| -25% | -$172K |
|
|
BRFS
1912
DELISTED
BRF SA
BRFS
| $270K | ﹤0.01% |
+31,039
| New | +$268K |
|
1913
CALL
F5
FFIV
$23.4B
| $266K | ﹤0.01% |
1,900
-1,600
| -46% | -$225K |
|
1914
PUT
Western Midstream Partners
WES
$19.3B
| $266K | ﹤0.01% |
+13,500
| New | +$280K |
|
|
SKX
1915
DELISTED
Skechers
SKX
| $265K | ﹤0.01% |
6,137
+1,287
| +27% | +$50.8K |
|
1916
Electronic Arts
EA
| $264K | ﹤0.01% |
2,460
-32,857
| -93% | -$3.26M |
|
1917
Global Payments
GPN
$23.6B
| $262K | ﹤0.01% |
1,433
+107
| +8% | +$18.4K |
|
1918
PUT
MasTec
MTZ
$21.2B
| $262K | ﹤0.01% |
4,100
-51,100
| -93% | -$3.36M |
|
|
CLVS
1919
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $261K | ﹤0.01% |
25,000
| – | – |
|
1920
PUT
Sony
SONY
$135B
| $259K | ﹤0.01% |
19,000
-77,000
| -80% | -$960K |
|
1921
Allot
ALLT
$374M
| $258K | ﹤0.01% |
+30,381
| New | +$249K |
|
|
DCH
1922
CALL
Dauch Corp
DCH
$1.39B
| $258K | ﹤0.01% |
+24,000
| New | +$228K |
|
|
LNW
1923
PUT
DELISTED
Light & Wonder
LNW
| $258K | ﹤0.01% |
9,600
-1,400
| -13% | -$36K |
|
|
1924
CALL
MasTec
MTZ
$21.2B
| $257K | ﹤0.01% |
4,000
+1,800
| +82% | +$119K |
|
1925
Xcel Energy
XEL
$47.8B
| $257K | ﹤0.01% |
+4,046
| New | +$253K |
|
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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.