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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 | |
|---|---|---|---|---|---|---|
|
AGN
601
PUT
DELISTED
Allergan plc
AGN
| $11.5M | 0.01% |
60,000
+26,400
| +79% | +$4.76M |
|
|
EXAS
602
CALL
DELISTED
Exact Sciences
EXAS
| $11.5M | 0.01% |
124,000
-19,300
| -13% | -$1.7M |
|
|
MNDT
603
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $11.5M | 0.01% |
693,100
-60,900
| -8% | -$977K |
|
604
CALL
American Tower
AMT
$78.3B
| $11.4M | 0.01% |
49,500
-201,300
| -80% | -$43.8M |
|
605
CALL
Costco
COST
$418B
| $11.3M | 0.01% |
38,500
-19,400
| -34% | -$5.77M |
|
606
PUT
Aflac
AFL
$63.9B
| $11.3M | 0.01% |
213,400
+151,200
| +243% | +$8.03M |
|
607
PUT
Occidental Petroleum
OXY
$53.5B
| $11.3M | 0.01% |
273,579
+105,940
| +63% | +$4.24M |
|
608
Wells Fargo
WFC
$270B
| $11.2M | 0.01% |
209,063
-41,027
| -16% | -$2.15M |
|
|
609
Costco
COST
$418B
| $11.2M | 0.01% |
38,040
+30,660
| +415% | +$9.11M |
|
610
PUT
Under Armour
UAA
$2.88B
| $11.1M | 0.01% |
513,000
+373,600
| +268% | +$7.25M |
|
|
PARA
611
DELISTED
Paramount Global Class B
PARA
| $11M | 0.01% |
263,231
+244,472
| +1,303% | +$9.47M |
|
612
Union Pacific
UNP
$176B
| $11M | 0.01% |
61,112
+38,034
| +165% | +$6.51M |
|
613
CALL
Centene
CNC
$33.1B
| $11M | 0.01% |
175,100
-276,300
| -61% | -$15M |
|
614
CALL
ON Semiconductor
ON
$29.9B
| $11M | 0.01% |
451,000
-222,200
| -33% | -$4.69M |
|
|
CTXS
615
DELISTED
Citrix Systems Inc
CTXS
| $10.9M | 0.01% |
98,283
+95,409
| +3,320% | +$10.3M |
|
616
CALL
Cheniere Energy
LNG
$53.4B
| $10.9M | 0.01% |
177,900
-370,300
| -68% | -$22.8M |
|
617
CALL
Ford
F
$56.3B
| $10.8M | 0.01% |
1,160,400
-107,300
| -8% | -$965K |
|
618
CALL
Ciena
CIEN
$57.9B
| $10.8M | 0.01% |
252,500
+77,900
| +45% | +$2.97M |
|
|
HOLX
619
PUT
DELISTED
Hologic
HOLX
| $10.7M | 0.01% |
+205,000
| New | +$10.2M |
|
620
Chevron
CVX
$371B
| $10.7M | 0.01% |
88,626
+645
| +0.7% | +$76K |
|
621
PUT
Humana
HUM
$43.7B
| $10.7M | 0.01% |
29,100
-11,400
| -28% | -$3.62M |
|
|
K
622
CALL
DELISTED
Kellanova
K
| $10.6M | 0.01% |
163,584
+120,984
| +284% | +$7.33M |
|
623
CALL
Mercado Libre
MELI
$97.5B
| $10.6M | 0.01% |
18,500
+14,800
| +400% | +$8.19M |
|
624
CALL
Hasbro
HAS
$12.9B
| $10.6M | 0.01% |
100,000
-2,800
| -3% | -$291K |
|
625
Okta
OKTA
$25.6B
| $10.5M | 0.01% |
91,389
+12,462
| +16% | +$1.43M |
|
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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.