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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 | |
|---|---|---|---|---|---|---|
2101
CALL
Applied Optoelectronics
AAOI
$10.3B
| $110K | ﹤0.01% |
9,100
-900
| -9% | -$9.6K |
|
2102
CALL
American Eagle Outfitters
AEO
$2.99B
| $110K | ﹤0.01% |
7,500
-15,100
| -67% | -$230K |
|
2103
CALL
Guidewire Software
GWRE
$13.3B
| $110K | ﹤0.01% |
1,000
-600
| -38% | -$67.1K |
|
|
NGD
2104
DELISTED
New Gold Inc
NGD
| $110K | ﹤0.01% |
124,851
-79,015
| -39% | -$71.5K |
|
2105
CALL
Nokia
NOK
$53.5B
| $109K | ﹤0.01% |
29,500
-21,600
| -42% | -$84.9K |
|
2106
Prologis
PLD
$131B
| $109K | ﹤0.01% |
+1,222
| New | +$108K |
|
|
HMHC
2107
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $109K | ﹤0.01% |
+17,498
| New | +$102K |
|
2108
PUT
Knight Transportation
KNX
$11.5B
| $108K | ﹤0.01% |
3,000
-100
| -3% | -$3.67K |
|
2109
PUT
Axalta
AXTA
$8.15B
| $106K | ﹤0.01% |
+3,500
| New | +$103K |
|
|
GWPH
2110
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $106K | ﹤0.01% |
1,016
+199
| +24% | +$22.3K |
|
2111
CALL
Puma Biotechnology
PBYI
$407M
| $105K | ﹤0.01% |
12,000
| – | – |
|
|
USX
2112
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
| $105K | ﹤0.01% |
+20,957
| New | +$102K |
|
|
RDS.A
2113
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $105K | ﹤0.01% |
1,783
-624
| -26% | -$36.4K |
|
2114
PUT
Aptiv
APTV
$9.95B
| $104K | ﹤0.01% |
+1,100
| New | +$101K |
|
2115
CALL
Gen Digital
GEN
$16.7B
| $104K | ﹤0.01% |
+4,100
| New | +$100K |
|
2116
CALL
Akamai
AKAM
$17.8B
| $103K | ﹤0.01% |
+1,200
| New | +$105K |
|
2117
iShares US Home Construction ETF
ITB
$2.34B
| $103K | ﹤0.01% |
2,318
-55,059
| -96% | -$2.46M |
|
|
BRSL
2118
Brightstar Lottery PLC
BRSL
$2.08B
| $102K | ﹤0.01% |
6,796
+3,787
| +126% | +$54K |
|
|
ZNGA
2119
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $102K | ﹤0.01% |
16,600
+12,900
| +349% | +$79.8K |
|
2120
Omnicom Group
OMC
$22.4B
| $100K | ﹤0.01% |
1,232
+162
| +15% | +$12.7K |
|
2121
Sprouts Farmers Market
SFM
$7.94B
| $100K | ﹤0.01% |
+5,148
| New | +$99.7K |
|
2122
Consolidated Edison
ED
$39.9B
| $99K | ﹤0.01% |
+1,099
| New | +$98.4K |
|
|
2123
PUT
Prologis
PLD
$131B
| $98K | ﹤0.01% |
+1,100
| New | +$97.5K |
|
2124
RPC Inc
RES
$1.28B
| $98K | ﹤0.01% |
18,632
+18,394
| +7,729% | +$82.5K |
|
2125
Sysco
SYY
$40.3B
| $98K | ﹤0.01% |
1,145
-11,525
| -91% | -$934K |
|
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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.