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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 | |
|---|---|---|---|---|---|---|
901
CALL
Corteva
CTVA
$51.6B
| $4.91M | 0.01% |
166,150
+111,799
| +206% | +$2.96M |
|
902
PUT
American Tower
AMT
$78.5B
| $4.9M | 0.01% |
21,300
+20,100
| +1,675% | +$4.38M |
|
903
PUT
Ball Corp
BALL
$16.7B
| $4.89M | 0.01% |
75,700
+500
| +0.7% | +$33.9K |
|
904
CALL
Tower Semiconductor
TSEM
$26B
| $4.88M | 0.01% |
203,000
+85,500
| +73% | +$1.92M |
|
|
905
PUT
Tower Semiconductor
TSEM
$26B
| $4.88M | 0.01% |
203,000
+85,500
| +73% | +$1.92M |
|
906
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$13.9B
| $4.87M | 0.01% |
+104,500
| New | +$4.63M |
|
|
B
907
Barrick Mining
B
$69.6B
| $4.86M | 0.01% |
261,611
-463,423
| -64% | -$7.95M |
|
908
CALL
Encompass Health
EHC
$12.2B
| $4.85M | 0.01% |
+87,990
| New | +$4.77M |
|
909
CALL
D.R. Horton
DHI
$41.3B
| $4.84M | 0.01% |
91,800
-480,600
| -84% | -$25.7M |
|
910
PUT
Vertex Pharmaceuticals
VRTX
$123B
| $4.84M | 0.01% |
22,100
+6,300
| +40% | +$1.28M |
|
911
CALL
Macy's
M
$6.75B
| $4.83M | 0.01% |
284,200
-160,700
| -36% | -$2.51M |
|
912
PUT
ArcelorMittal
MT
$56.2B
| $4.83M | 0.01% |
+275,600
| New | +$4.47M |
|
913
PUT
Illinois Tool Works
ITW
$85.9B
| $4.8M | 0.01% |
26,700
+24,900
| +1,383% | +$4.22M |
|
914
PUT
Anika Therapeutics
ANIK
$265M
| $4.78M | 0.01% |
92,200
| – | – |
|
915
PUT
Alaska Air
ALK
$5.77B
| $4.78M | 0.01% |
70,500
-1,900
| -3% | -$130K |
|
916
iShares US Real Estate ETF
IYR
$4.64B
| $4.78M | 0.01% |
51,316
+51,315
| +5,131,500% | +$4.76M |
|
917
Monster Beverage
MNST
$91.5B
| $4.77M | 0.01% |
150,026
+149,598
| +34,953% | +$4.39M |
|
|
SKX
918
PUT
DELISTED
Skechers
SKX
| $4.76M | 0.01% |
110,100
+47,100
| +75% | +$1.86M |
|
919
PUT
Zscaler
ZS
$25.7B
| $4.75M | 0.01% |
102,200
+54,800
| +116% | +$2.54M |
|
|
RSX
920
PUT
DELISTED
VanEck Russia ETF
RSX
| $4.75M | 0.01% |
190,100
+100
| +0.1% | +$2.42K |
|
921
CALL
Humana
HUM
$43.3B
| $4.73M | 0.01% |
12,900
+7,900
| +158% | +$2.51M |
|
922
PUT
Crown Holdings
CCK
$13.2B
| $4.71M | 0.01% |
+65,000
| New | +$4.64M |
|
|
ATH
923
CALL
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $4.7M | 0.01% |
+100,000
| New | +$4.35M |
|
|
AGN
924
CALL
DELISTED
Allergan plc
AGN
| $4.7M | 0.01% |
24,600
+13,800
| +128% | +$2.49M |
|
925
PUT
Regency Centers
REG
$14.4B
| $4.69M | 0.01% |
74,300
| – | – |
|
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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.