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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 | |
|---|---|---|---|---|---|---|
|
TMHC
1126
CALL
DELISTED
Taylor Morrison
TMHC
| $2.73M | ﹤0.01% |
+125,000
| New | +$3M |
|
|
KEM
1127
CALL
DELISTED
KEMET Corporation
KEM
| $2.73M | ﹤0.01% |
100,900
| – | – |
|
1128
Golar LNG
GLNG
$5.19B
| $2.72M | ﹤0.01% |
191,366
+68,379
| +56% | +$927K |
|
1129
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $2.72M | ﹤0.01% |
28,586
-51,448
| -64% | -$4.45M |
|
1130
Royal Gold
RGLD
$18.5B
| $2.71M | ﹤0.01% |
22,198
-35,883
| -62% | -$4.24M |
|
1131
CALL
Alaska Air
ALK
$5.66B
| $2.71M | ﹤0.01% |
+40,000
| New | +$2.73M |
|
|
MOMO
1132
PUT
Hello Group
MOMO
$855M
| $2.71M | ﹤0.01% |
80,900
+24,400
| +43% | +$868K |
|
|
LK
1133
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $2.7M | ﹤0.01% |
+68,600
| New | +$1.73M |
|
1134
CALL
Teladoc Health
TDOC
$1.21B
| $2.68M | ﹤0.01% |
+32,000
| New | +$2.44M |
|
1135
CALL
Howmet Aerospace
HWM
$116B
| $2.68M | ﹤0.01% |
113,578
+15,517
| +16% | +$347K |
|
1136
CALL
Fox Class A
FOXA
$25.9B
| $2.64M | ﹤0.01% |
71,200
-249,600
| -78% | -$8.55M |
|
1137
PNC Financial Services
PNC
$101B
| $2.61M | ﹤0.01% |
16,361
-1,059
| -6% | -$159K |
|
1138
Align Technology
ALGN
$12.1B
| $2.6M | ﹤0.01% |
9,336
-26,439
| -74% | -$6.59M |
|
1139
CALL
J.M. Smucker
SJM
$12.7B
| $2.6M | ﹤0.01% |
25,000
| – | – |
|
1140
PUT
Sonos
SONO
$1.83B
| $2.59M | ﹤0.01% |
+166,000
| New | +$2.31M |
|
1141
CALL
Shopify
SHOP
$191B
| $2.59M | ﹤0.01% |
65,000
-84,000
| -56% | -$2.84M |
|
|
DCH
1142
PUT
Dauch Corp
DCH
$1.35B
| $2.58M | ﹤0.01% |
240,000
| – | – |
|
1143
CALL
Emerson Electric
EMR
$87.5B
| $2.58M | ﹤0.01% |
33,800
-71,300
| -68% | -$5.14M |
|
1144
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $2.58M | ﹤0.01% |
87,000
| – | – |
|
1145
PUT
Dick's Sporting Goods
DKS
$17.8B
| $2.57M | ﹤0.01% |
51,900
+15,700
| +43% | +$668K |
|
|
HTT
1146
High Templar Tech Ltd
HTT
$385M
| $2.57M | ﹤0.01% |
545,676
+319,199
| +141% | +$1.88M |
|
|
SFIX
1147
CALL
Stitch Fix
SFIX
$538M
| $2.57M | ﹤0.01% |
+100,000
| New | +$2.32M |
|
|
SFIX
1148
PUT
Stitch Fix
SFIX
$538M
| $2.57M | ﹤0.01% |
+100,000
| New | +$2.32M |
|
1149
CALL
Trane Technologies
TT
$105B
| $2.57M | ﹤0.01% |
19,300
-12,500
| -39% | -$1.58M |
|
1150
CALL
Danaher
DHR
$141B
| $2.56M | ﹤0.01% |
+18,838
| New | +$2.38M |
|
Similar funds
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.