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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 | |
|---|---|---|---|---|---|---|
1351
ADT
ADT
$5.6B
| $1.44M | ﹤0.01% |
+182,117
| New | +$1.44M |
|
1352
CALL
Cleveland-Cliffs
CLF
$6.98B
| $1.44M | ﹤0.01% |
171,600
-103,300
| -38% | -$793K |
|
1353
CALL
Becton Dickinson
BDX
$48.3B
| $1.44M | ﹤0.01% |
+5,433
| New | +$1.35M |
|
1354
Blackrock
BLK
$176B
| $1.44M | ﹤0.01% |
2,864
-465
| -14% | -$221K |
|
1355
CALL
Lattice Semiconductor
LSCC
$19B
| $1.44M | ﹤0.01% |
75,000
+25,000
| +50% | +$480K |
|
1356
Clearwater Paper
CLW
$373M
| $1.43M | ﹤0.01% |
+66,817
| New | +$1.34M |
|
1357
CALL
Sprouts Farmers Market
SFM
$8.14B
| $1.42M | ﹤0.01% |
+73,500
| New | +$1.42M |
|
1358
Waterstone Financial
WSBF
$374M
| $1.42M | ﹤0.01% |
74,685
+17,336
| +30% | +$319K |
|
1359
Hasbro
HAS
$13.1B
| $1.42M | ﹤0.01% |
13,416
+13,378
| +35,205% | +$1.39M |
|
|
BRSL
1360
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $1.41M | ﹤0.01% |
94,100
-18,400
| -16% | -$262K |
|
1361
Simon Property Group
SPG
$72.1B
| $1.41M | ﹤0.01% |
9,438
+8,410
| +818% | +$1.26M |
|
1362
HEICO Corp
HEI
$50.8B
| $1.41M | ﹤0.01% |
12,307
+12,223
| +14,551% | +$1.5M |
|
|
S
1363
CALL
DELISTED
Sprint Corporation
S
| $1.4M | ﹤0.01% |
268,300
-307,300
| -53% | -$1.8M |
|
1364
PUT
Stryker
SYK
$129B
| $1.39M | ﹤0.01% |
+6,600
| New | +$1.37M |
|
1365
PUT
Alnylam Pharmaceuticals
ALNY
$28.8B
| $1.38M | ﹤0.01% |
+12,000
| New | +$1.2M |
|
1366
Signet Jewelers
SIG
$3.69B
| $1.38M | ﹤0.01% |
63,525
+60,567
| +2,048% | +$1.08M |
|
1367
CALL
Fortinet
FTNT
$118B
| $1.38M | ﹤0.01% |
64,500
-28,500
| -31% | -$536K |
|
1368
Lennar Class A
LEN
$20.9B
| $1.37M | ﹤0.01% |
25,343
-37,568
| -60% | -$2.14M |
|
1369
Nutrien
NTR
$30.9B
| $1.37M | ﹤0.01% |
28,517
-23,885
| -46% | -$1.15M |
|
1370
CALL
Pan American Silver
PAAS
$21.5B
| $1.36M | ﹤0.01% |
57,500
+200
| +0.3% | +$3.71K |
|
1371
CALL
Huntington Bancshares
HBAN
$35.2B
| $1.36M | ﹤0.01% |
90,000
| – | – |
|
1372
CALL
Levi Strauss
LEVI
$9.37B
| $1.36M | ﹤0.01% |
+70,300
| New | +$1.25M |
|
1373
CALL
Planet Fitness
PLNT
$4B
| $1.35M | ﹤0.01% |
+18,100
| New | +$1.22M |
|
1374
Public Storage
PSA
$61.2B
| $1.35M | ﹤0.01% |
+6,349
| New | +$1.41M |
|
1375
PUT
CF Industries
CF
$17.4B
| $1.35M | ﹤0.01% |
28,300
-33,900
| -55% | -$1.59M |
|
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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.