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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 | |
|---|---|---|---|---|---|---|
2076
Becton Dickinson
BDX
$47B
| $122K | ﹤0.01% |
+458
| New | +$114K |
|
2077
PUT
Nutanix
NTNX
$16.5B
| $122K | ﹤0.01% |
+3,900
| New | +$115K |
|
2078
PACCAR
PCAR
$70.2B
| $121K | ﹤0.01% |
+2,292
| New | +$118K |
|
2079
PennyMac Financial
PFSI
$3.94B
| $121K | ﹤0.01% |
+3,551
| New | +$115K |
|
2080
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
| $121K | ﹤0.01% |
1,300
-36,200
| -97% | -$3.35M |
|
2081
Ulta Beauty
ULTA
$23.2B
| $120K | ﹤0.01% |
476
-125,617
| -100% | -$30.7M |
|
|
AGN
2082
DELISTED
Allergan plc
AGN
| $120K | ﹤0.01% |
627
-4,383
| -87% | -$791K |
|
|
WPG
2083
DELISTED
Washington Prime Group Inc.
WPG
| $120K | ﹤0.01% |
+3,654
| New | +$133K |
|
2084
CALL
Labcorp
LH
$25.4B
| $119K | ﹤0.01% |
+815
| New | +$118K |
|
|
2085
PUT
Labcorp
LH
$25.4B
| $119K | ﹤0.01% |
+815
| New | +$118K |
|
|
ZUO
2086
PUT
DELISTED
Zuora, Inc.
ZUO
| $118K | ﹤0.01% |
8,300
+3,900
| +89% | +$57.1K |
|
2087
CALL
Enbridge
ENB
$113B
| $116K | ﹤0.01% |
2,900
-237,300
| -99% | -$8.86M |
|
|
SIEN
2088
DELISTED
Sientra, Inc.
SIEN
| $116K | ﹤0.01% |
1,300
-2
| -0.2% | -$151 |
|
|
SIEN
2089
PUT
DELISTED
Sientra, Inc.
SIEN
| $116K | ﹤0.01% |
1,300
| – | – |
|
2090
PUT
Invesco
IVZ
$14.1B
| $115K | ﹤0.01% |
6,400
-82,000
| -93% | -$1.4M |
|
2091
ProShares Short VIX Short-Term Futures ETF
SVXY
$205M
| $115K | ﹤0.01% |
3,518
+2,030
| +136% | +$60.4K |
|
|
KLR.WS
2092
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
| $115K | ﹤0.01% |
+102,025
| New | +$91.8K |
|
2093
SM Energy
SM
$6.96B
| $114K | ﹤0.01% |
10,175
+56
| +0.6% | +$505 |
|
2094
Idexx Laboratories
IDXX
$46.1B
| $113K | ﹤0.01% |
+433
| New | +$114K |
|
2095
CALL
Ovintiv
OVV
$16B
| $113K | ﹤0.01% |
4,848
-1,912
| -28% | -$40.9K |
|
2096
Sun Communities
SUI
$14.7B
| $113K | ﹤0.01% |
+756
| New | +$118K |
|
|
PYX
2097
DELISTED
Pyxus International, Inc.
PYX
| $112K | ﹤0.01% |
12,500
+7,500
| +150% | +$72.4K |
|
2098
Cboe Global Markets
CBOE
$29.7B
| $111K | ﹤0.01% |
927
-842
| -48% | -$98.8K |
|
2099
Cencora
COR
$61.7B
| $111K | ﹤0.01% |
1,301
+556
| +75% | +$47.6K |
|
2100
PUT
Sysco
SYY
$40.3B
| $111K | ﹤0.01% |
1,300
+800
| +160% | +$64.8K |
|
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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.