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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 | |
|---|---|---|---|---|---|---|
|
IRBT
951
DELISTED
iRobot
IRBT
| $4.35M | 0.01% |
85,993
+4,630
| +6% | +$232K |
|
|
PVG
952
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $4.34M | 0.01% |
390,000
+100,000
| +34% | +$1.06M |
|
953
Kohl's
KSS
$2.18B
| $4.31M | 0.01% |
84,561
+63,478
| +301% | +$3.23M |
|
954
Cogent Communications
CCOI
$624M
| $4.27M | ﹤0.01% |
+64,850
| New | +$3.92M |
|
|
CIT
955
DELISTED
CIT Group Inc.
CIT
| $4.25M | ﹤0.01% |
93,221
+16,762
| +22% | +$751K |
|
956
CALL
Newell Brands
NWL
$2.63B
| $4.23M | ﹤0.01% |
220,200
+193,900
| +737% | +$3.73M |
|
957
PUT
iShares US Home Construction ETF
ITB
$2.29B
| $4.21M | ﹤0.01% |
94,900
-16,400
| -15% | -$732K |
|
958
PUT
Boston Beer
SAM
$1.89B
| $4.2M | ﹤0.01% |
+11,100
| New | +$4.18M |
|
959
PUT
Boston Scientific
BSX
$72.2B
| $4.19M | ﹤0.01% |
92,600
-32,800
| -26% | -$1.37M |
|
960
PUT
Shake Shack
SHAK
$2.83B
| $4.18M | ﹤0.01% |
70,100
+67,900
| +3,086% | +$4.88M |
|
961
CALL
Aon
AON
$76B
| $4.17M | ﹤0.01% |
20,000
+12,400
| +163% | +$2.46M |
|
962
Verizon
VZ
$194B
| $4.15M | ﹤0.01% |
67,635
+52,185
| +338% | +$3.15M |
|
|
ALXN
963
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $4.14M | ﹤0.01% |
38,300
+26,400
| +222% | +$2.82M |
|
964
ON Semiconductor
ON
$18.7B
| $4.14M | ﹤0.01% |
169,689
-5,014
| -3% | -$106K |
|
965
CALL
Sunoco
SUN
$13.9B
| $4.13M | ﹤0.01% |
135,000
+10,000
| +8% | +$315K |
|
966
CALL
Tencent Music
TME
$15.6B
| $4.11M | ﹤0.01% |
+350,000
| New | +$4.5M |
|
967
CALL
Carvana
CVNA
$75.8B
| $4.09M | ﹤0.01% |
222,500
+151,000
| +211% | +$2.53M |
|
968
Prudential Financial
PRU
$41.4B
| $4.09M | ﹤0.01% |
43,673
+27,156
| +164% | +$2.49M |
|
969
PUT
Beyond Meat
BYND
$278M
| $4.08M | ﹤0.01% |
53,900
+25,400
| +89% | +$2.36M |
|
970
PUT
Quanta Services
PWR
$102B
| $4.07M | ﹤0.01% |
100,000
| – | – |
|
971
CALL
Blackrock
BLK
$174B
| $4.07M | ﹤0.01% |
8,100
+1,400
| +21% | +$664K |
|
972
iQIYI
IQ
$1.24B
| $4.06M | ﹤0.01% |
192,520
+110,677
| +135% | +$2.04M |
|
973
Ambarella
AMBA
$3.7B
| $4.06M | ﹤0.01% |
67,003
+4,384
| +7% | +$243K |
|
974
CALL
Goodyear
GT
$1.91B
| $4.05M | ﹤0.01% |
260,400
+46,100
| +22% | +$721K |
|
975
PUT
Harley-Davidson
HOG
$2.71B
| $4.04M | ﹤0.01% |
108,600
+47,100
| +77% | +$1.75M |
|
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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.