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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 | |
|---|---|---|---|---|---|---|
1951
Allstate
ALL
$69.6B
| $237K | ﹤0.01% |
2,111
+2,020
| +2,220% | +$220K |
|
1952
Weibo
WB
$1.95B
| $237K | ﹤0.01% |
5,117
-14,303
| -74% | -$669K |
|
1953
CALL
NIO
NIO
$11.6B
| $236K | ﹤0.01% |
58,700
-50,000
| -46% | -$101K |
|
1954
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
| $236K | ﹤0.01% |
9,100
+1,000
| +12% | +$26.7K |
|
1955
CALL
H&R Block
HRB
$5.75B
| $234K | ﹤0.01% |
10,000
+3,000
| +43% | +$72K |
|
1956
PUT
Northern Oil and Gas
NOG
$2.18B
| $234K | ﹤0.01% |
+10,000
| New | +$198K |
|
1957
CALL
Box
BOX
$4.4B
| $232K | ﹤0.01% |
14,000
-11,900
| -46% | -$200K |
|
1958
Novartis
NVS
$293B
| $231K | ﹤0.01% |
2,438
-5,554
| -69% | -$498K |
|
|
INST
1959
DELISTED
Instructure, Inc.
INST
| $230K | ﹤0.01% |
4,769
-13,740
| -74% | -$644K |
|
|
PE
1960
DELISTED
PARSLEY ENERGY INC
PE
| $229K | ﹤0.01% |
+12,126
| New | +$200K |
|
1961
Alaska Air
ALK
$5.76B
| $225K | ﹤0.01% |
3,315
-20,684
| -86% | -$1.41M |
|
1962
Blackbaud
BLKB
$2.07B
| $224K | ﹤0.01% |
+2,814
| New | +$236K |
|
1963
Parker-Hannifin
PH
$135B
| $224K | ﹤0.01% |
1,090
+666
| +157% | +$129K |
|
|
DO
1964
DELISTED
Diamond Offshore Drilling
DO
| $224K | ﹤0.01% |
+31,144
| New | +$181K |
|
1965
LendingTree
TREE
$471M
| $222K | ﹤0.01% |
730
+267
| +58% | +$88.4K |
|
1966
Asure Software
ASUR
$249M
| $221K | ﹤0.01% |
+26,957
| New | +$225K |
|
1967
Teladoc Health
TDOC
$1.23B
| $221K | ﹤0.01% |
+2,637
| New | +$201K |
|
|
FTR
1968
DELISTED
Frontier Communications Corp.
FTR
| $221K | ﹤0.01% |
248,093
-17,600
| -7% | -$14.3K |
|
1969
PUT
American Eagle Outfitters
AEO
$3.01B
| $220K | ﹤0.01% |
15,000
-5,000
| -25% | -$76.3K |
|
|
JNPR
1970
DELISTED
Juniper Networks
JNPR
| $219K | ﹤0.01% |
8,874
-5,084
| -36% | -$125K |
|
1971
Moody's
MCO
$82.2B
| $218K | ﹤0.01% |
+919
| New | +$204K |
|
1972
Oneok
OKE
$54.8B
| $214K | ﹤0.01% |
2,822
+2,779
| +6,463% | +$199K |
|
1973
PUT
Ecolab
ECL
$79.9B
| $213K | ﹤0.01% |
+1,100
| New | +$209K |
|
1974
Cenovus Energy
CVE
$51.8B
| $212K | ﹤0.01% |
20,838
-31,778
| -60% | -$288K |
|
1975
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.53B
| $212K | ﹤0.01% |
5,200
-18,200
| -78% | -$716K |
|
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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.