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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
576
CALL
Elevance Health
ELV
$84.8B
| $12.5M | 0.01% |
41,300
-5,700
| -12% | -$1.57M |
|
577
NXP Semiconductors
NXPI
$58.3B
| $12.4M | 0.01% |
97,818
-59,233
| -38% | -$6.87M |
|
578
CALL
Uber
UBER
$139B
| $12.4M | 0.01% |
+418,200
| New | +$12.4M |
|
579
CALL
iShares Biotechnology ETF
IBB
$9.47B
| $12.4M | 0.01% |
103,100
+101,700
| +7,264% | +$11.3M |
|
580
SPDR Gold Trust
GLD
$138B
| $12.4M | 0.01% |
86,589
+12,726
| +17% | +$1.78M |
|
581
PUT
Mondelez International
MDLZ
$79.9B
| $12.4M | 0.01% |
224,400
-85,100
| -27% | -$4.55M |
|
|
BERY
582
DELISTED
Berry Global Group, Inc.
BERY
| $12.4M | 0.01% |
283,332
-16,878
| -6% | -$669K |
|
583
PUT
W.W. Grainger
GWW
$60.7B
| $12.3M | 0.01% |
36,400
-1,900
| -5% | -$603K |
|
584
PUT
YPF
YPF
$19.1B
| $12.3M | 0.01% |
1,061,700
+66,200
| +7% | +$642K |
|
585
Caesars Entertainment
CZR
$6.13B
| $12.3M | 0.01% |
205,853
+200,493
| +3,741% | +$9.93M |
|
586
CALL
US Bancorp
USB
$100B
| $12.2M | 0.01% |
206,500
-200,400
| -49% | -$11.6M |
|
587
CALL
First Solar
FSLR
$25.4B
| $12M | 0.01% |
215,200
-194,400
| -47% | -$10.7M |
|
588
PUT
Union Pacific
UNP
$176B
| $12M | 0.01% |
66,400
-74,500
| -53% | -$12.8M |
|
589
CALL
Incyte
INCY
$24.3B
| $11.9M | 0.01% |
136,200
+134,400
| +7,467% | +$11.5M |
|
590
Salesforce
CRM
$158B
| $11.9M | 0.01% |
73,019
+4,419
| +6% | +$693K |
|
591
PUT
Dover
DOV
$28.3B
| $11.8M | 0.01% |
102,600
+97,700
| +1,994% | +$10.5M |
|
592
CALL
United States Natural Gas Fund
UNG
$455M
| $11.8M | 0.01% |
174,975
+44,300
| +34% | +$3.43M |
|
593
PUT
Madison Square Garden
MSGS
$9.42B
| $11.8M | 0.01% |
+56,080
| New | +$11M |
|
594
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $11.7M | 0.01% |
201,600
-165,500
| -45% | -$9.18M |
|
595
VanEck Oil Services ETF
OIH
$1.91B
| $11.7M | 0.01% |
44,085
+8,193
| +23% | +$1.96M |
|
596
Halliburton
HAL
$26.6B
| $11.6M | 0.01% |
475,728
+245,164
| +106% | +$5.17M |
|
|
GRUB
597
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $11.6M | 0.01% |
119,350
+48,850
| +69% | +$4.47M |
|
598
CALL
Regeneron Pharmaceuticals
REGN
$79.1B
| $11.6M | 0.01% |
30,900
-3,900
| -11% | -$1.31M |
|
599
PUT
iShares MSCI Mexico ETF
EWW
$1.97B
| $11.5M | 0.01% |
255,900
-240,700
| -48% | -$10.7M |
|
600
CALL
United States Oil Fund
USO
$1.79B
| $11.5M | 0.01% |
112,288
-96,750
| -46% | -$9.2M |
|
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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.