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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 | |
|---|---|---|---|---|---|---|
876
PUT
Wabtec
WAB
$49.8B
| $5.25M | 0.01% |
+67,500
| New | +$5M |
|
877
CALL
State Street SPDR S&P Retail ETF
XRT
$324M
| $5.22M | 0.01% |
113,500
+38,400
| +51% | +$1.69M |
|
878
Tenet Healthcare
THC
$20.7B
| $5.22M | 0.01% |
137,183
+74,699
| +120% | +$2.24M |
|
879
CALL
PennyMac Financial
PFSI
$3.97B
| $5.2M | 0.01% |
152,600
+52,600
| +53% | +$1.71M |
|
880
American Airlines Group
AAL
$10.6B
| $5.19M | 0.01% |
180,924
-33,782
| -16% | -$963K |
|
881
Trip.com Group
TCOM
$29B
| $5.19M | 0.01% |
154,704
-118,336
| -43% | -$3.81M |
|
|
WBA
882
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $5.19M | 0.01% |
88,000
-504,800
| -85% | -$29.1M |
|
883
Aflac
AFL
$64.3B
| $5.18M | 0.01% |
97,890
+74,812
| +324% | +$3.97M |
|
884
CALL
Banc of California
BANC
$3.02B
| $5.15M | 0.01% |
+300,000
| New | +$4.53M |
|
885
PUT
Trane Technologies
TT
$105B
| $5.14M | 0.01% |
38,700
+28,500
| +279% | +$3.61M |
|
886
PUT
Golar LNG
GLNG
$5.2B
| $5.11M | 0.01% |
+359,500
| New | +$4.87M |
|
887
Lowe's Companies
LOW
$122B
| $5.11M | 0.01% |
42,631
-69,983
| -62% | -$8M |
|
888
PUT
Carnival Corporation Ltd
CCL
$39.6B
| $5.1M | 0.01% |
100,500
+62,500
| +164% | +$2.79M |
|
889
PUT
Tractor Supply
TSCO
$18B
| $5.1M | 0.01% |
273,000
+236,500
| +648% | +$4.49M |
|
890
PUT
GoDaddy
GDDY
$11.4B
| $5.09M | 0.01% |
75,000
| – | – |
|
891
Palo Alto Networks
PANW
$289B
| $5.06M | 0.01% |
131,274
-23,910
| -15% | -$904K |
|
892
CALL
International Flavors & Fragrances
IFF
$21.4B
| $5.05M | 0.01% |
39,100
-35,400
| -48% | -$4.52M |
|
|
WW
893
PUT
DELISTED
WW International
WW
| $5.04M | 0.01% |
131,800
-4,800
| -4% | -$182K |
|
894
CALL
Apollo Global Management
APO
$73.4B
| $5.01M | 0.01% |
105,000
| – | – |
|
895
CALL
Under Armour
UAA
$2.77B
| $5M | 0.01% |
231,600
+110,000
| +90% | +$2.14M |
|
896
CALL
Upland Software
UPLD
$12.7M
| $5M | 0.01% |
14,000
-30,200
| -68% | -$11.3M |
|
|
PPL
897
CALL
PPL Corp
PPL
$26B
| $5M | 0.01% |
139,200
+136,300
| +4,700% | +$4.57M |
|
898
KLA
KLAC
$254B
| $4.98M | 0.01% |
279,490
+217,580
| +351% | +$3.65M |
|
899
Macy's
M
$6.67B
| $4.98M | 0.01% |
292,934
+65,408
| +29% | +$1.02M |
|
900
PUT
AB InBev
BUD
$165B
| $4.98M | 0.01% |
60,700
-25,700
| -30% | -$2.14M |
|
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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.