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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 | |
|---|---|---|---|---|---|---|
1201
CALL
KLA
KLAC
$252B
| $2.23M | ﹤0.01% |
125,000
-1,443,000
| -92% | -$24.2M |
|
1202
PUT
Lumentum
LITE
$65.2B
| $2.22M | ﹤0.01% |
27,900
+9,700
| +53% | +$635K |
|
1203
PUT
Corpay
CPAY
$26B
| $2.21M | ﹤0.01% |
+7,700
| New | +$2.27M |
|
1204
CALL
CF Industries
CF
$17.9B
| $2.21M | ﹤0.01% |
46,300
-13,200
| -22% | -$618K |
|
|
WW
1205
DELISTED
WW International
WW
| $2.21M | ﹤0.01% |
57,866
+1,120
| +2% | +$42.5K |
|
|
AVTR.PRA
1206
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
| $2.2M | ﹤0.01% |
34,907
-65,093
| -65% | -$3.71M |
|
1207
Gates Industrial Corporation Ltd.
GTES
$7.24B
| $2.19M | ﹤0.01% |
159,457
+57,621
| +57% | +$656K |
|
1208
CALL
Virgin Galactic
SPCE
$377M
| $2.18M | ﹤0.01% |
+9,440
| New | +$1.84M |
|
1209
CALL
iShares MSCI Turkey ETF
TUR
$213M
| $2.18M | ﹤0.01% |
80,500
| – | – |
|
1210
CALL
Liberty Global Class C
LBTYK
$3.58B
| $2.18M | ﹤0.01% |
+100,000
| New | +$2.25M |
|
1211
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $2.18M | ﹤0.01% |
22,900
-39,300
| -63% | -$3.4M |
|
1212
CALL
Crown Holdings
CCK
$13.2B
| $2.18M | ﹤0.01% |
+30,000
| New | +$2.14M |
|
|
GOOS
1213
PUT
Canada Goose Holdings
GOOS
$837M
| $2.17M | ﹤0.01% |
+60,000
| New | +$2.32M |
|
1214
CALL
Etsy
ETSY
$7.81B
| $2.17M | ﹤0.01% |
49,000
-5,800
| -11% | -$276K |
|
1215
Intuitive Surgical
ISRG
$132B
| $2.16M | ﹤0.01% |
+10,977
| New | +$2.06M |
|
1216
America Movil
AMX
$71.8B
| $2.16M | ﹤0.01% |
134,853
+100,613
| +294% | +$1.57M |
|
1217
O-I Glass
OI
$1.09B
| $2.15M | ﹤0.01% |
+180,080
| New | +$1.8M |
|
|
WBA
1218
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $2.14M | ﹤0.01% |
36,300
-204,700
| -85% | -$11.8M |
|
|
GAP
1219
PUT
The Gap Inc
GAP
$7.39B
| $2.14M | ﹤0.01% |
120,900
-16,700
| -12% | -$284K |
|
1220
CALL
Appian
APPN
$2.23B
| $2.13M | ﹤0.01% |
55,800
-1,800
| -3% | -$77.6K |
|
1221
PUT
Peloton Interactive
PTON
$2.38B
| $2.13M | ﹤0.01% |
+75,000
| New | +$2.02M |
|
1222
CALL
Hilton Worldwide
HLT
$72.5B
| $2.13M | ﹤0.01% |
19,200
-39,900
| -68% | -$4M |
|
|
NBLX
1223
CALL
DELISTED
Noble Midstream Partners LP
NBLX
| $2.13M | ﹤0.01% |
80,000
| – | – |
|
1224
CALL
iShares MSCI Mexico ETF
EWW
$1.97B
| $2.12M | ﹤0.01% |
47,100
-7,000
| -13% | -$311K |
|
1225
CALL
Monster Beverage
MNST
$92.1B
| $2.12M | ﹤0.01% |
66,600
-29,400
| -31% | -$864K |
|
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.