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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 | |
|---|---|---|---|---|---|---|
1451
PUT
Opko Health
OPK
$1.01B
| $1.14M | ﹤0.01% |
775,000
| – | – |
|
1452
CALL
Liberty Global Class A
LBTYA
$3.65B
| $1.14M | ﹤0.01% |
50,000
-4,600
| -8% | -$108K |
|
1453
CALL
IMAX
IMAX
$2.7B
| $1.13M | ﹤0.01% |
55,500
-34,500
| -38% | -$736K |
|
1454
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.65B
| $1.13M | ﹤0.01% |
36,800
+32,600
| +776% | +$963K |
|
1455
CALL
L3Harris
LHX
$53.2B
| $1.13M | ﹤0.01% |
5,700
+5,400
| +1,800% | +$1.08M |
|
1456
Ferrari
RACE
$72.4B
| $1.13M | ﹤0.01% |
+6,807
| New | +$1.1M |
|
1457
CALL
Sabre
SABR
$842M
| $1.12M | ﹤0.01% |
+50,000
| New | +$1.11M |
|
1458
Chegg
CHGG
$97.7M
| $1.12M | ﹤0.01% |
29,492
+7,206
| +32% | +$252K |
|
1459
1-800-Flowers.com
FLWS
$262M
| $1.12M | ﹤0.01% |
+77,091
| New | +$1.05M |
|
1460
CALL
AngloGold Ashanti
AU
$49B
| $1.12M | ﹤0.01% |
50,000
| – | – |
|
|
CYBR
1461
CALL
DELISTED
CyberArk
CYBR
| $1.11M | ﹤0.01% |
+9,500
| New | +$1.07M |
|
|
GES
1462
DELISTED
Guess Inc
GES
| $1.11M | ﹤0.01% |
+49,785
| New | +$928K |
|
1463
CALL
Pultegroup
PHM
$25.3B
| $1.11M | ﹤0.01% |
28,600
-350,500
| -92% | -$13.6M |
|
1464
CALL
Iovance Biotherapeutics
IOVA
$2.73B
| $1.11M | ﹤0.01% |
+40,000
| New | +$910K |
|
1465
CALL
Sunrun
RUN
$2.38B
| $1.1M | ﹤0.01% |
80,000
-260,000
| -76% | -$3.88M |
|
|
KL
1466
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.1M | ﹤0.01% |
+25,000
| New | +$1.11M |
|
1467
PUT
Exelon
EXC
$47B
| $1.1M | ﹤0.01% |
33,648
+1,402
| +4% | +$45.4K |
|
1468
CALL
EQT Corp
EQT
$32.4B
| $1.09M | ﹤0.01% |
100,000
| – | – |
|
1469
Roku
ROKU
$22.6B
| $1.09M | ﹤0.01% |
8,137
-77,393
| -90% | -$10.6M |
|
1470
Domino's
DPZ
$11.7B
| $1.09M | ﹤0.01% |
+3,704
| New | +$1.02M |
|
1471
Carnival Corporation Ltd
CCL
$39B
| $1.09M | ﹤0.01% |
21,376
+17,302
| +425% | +$773K |
|
1472
CALL
Domo
DOMO
$183M
| $1.09M | ﹤0.01% |
+50,000
| New | +$924K |
|
1473
Builders FirstSource
BLDR
$8.24B
| $1.08M | ﹤0.01% |
42,627
+42,559
| +62,587% | +$1.02M |
|
1474
CALL
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
| $1.08M | ﹤0.01% |
93,500
+42,700
| +84% | +$414K |
|
1475
Ally Financial
ALLY
$13.4B
| $1.08M | ﹤0.01% |
35,389
-210,678
| -86% | -$6.58M |
|
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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.