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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 | |
|---|---|---|---|---|---|---|
1601
DXC Technology
DXC
$1.77B
| $725K | ﹤0.01% |
19,291
+18,648
| +2,900% | +$608K |
|
1602
CALL
ZTO Express
ZTO
$18.3B
| $724K | ﹤0.01% |
+31,000
| New | +$670K |
|
|
WMC
1603
PUT
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $723K | ﹤0.01% |
7,000
| – | – |
|
1604
Dycom Industries
DY
$12B
| $719K | ﹤0.01% |
15,258
-7,041
| -32% | -$343K |
|
|
AMRS
1605
CALL
DELISTED
Amyris Inc.
AMRS
| $719K | ﹤0.01% |
232,500
| – | – |
|
1606
IMAX
IMAX
$2.73B
| $712K | ﹤0.01% |
34,849
+23,702
| +213% | +$506K |
|
1607
Tapestry
TPR
$32.7B
| $709K | ﹤0.01% |
+26,271
| New | +$685K |
|
|
SAVE
1608
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $705K | ﹤0.01% |
17,500
| – | – |
|
1609
Hewlett Packard
HPE
$69.4B
| $704K | ﹤0.01% |
44,414
+20,054
| +82% | +$320K |
|
1610
CALL
Essential Utilities
WTRG
$11.3B
| $704K | ﹤0.01% |
15,000
-5,000
| -25% | -$225K |
|
1611
Westlake Chemical Partners
WLKP
$752M
| $703K | ﹤0.01% |
26,599
-57,506
| -68% | -$1.32M |
|
1612
CALL
Martin Marietta Materials
MLM
$32.3B
| $699K | ﹤0.01% |
+2,500
| New | +$667K |
|
1613
Lyft
LYFT
$6.19B
| $691K | ﹤0.01% |
16,069
-3,537
| -18% | -$155K |
|
|
MOMO
1614
Hello Group
MOMO
$855M
| $690K | ﹤0.01% |
20,590
+8,959
| +77% | +$319K |
|
|
MRO
1615
CALL
DELISTED
Marathon Oil Corporation
MRO
| $679K | ﹤0.01% |
49,900
-3,700
| -7% | -$45.1K |
|
1616
CALL
AGNC Investment
AGNC
$12.6B
| $675K | ﹤0.01% |
38,200
+16,200
| +74% | +$276K |
|
|
EXAS
1617
PUT
DELISTED
Exact Sciences
EXAS
| $673K | ﹤0.01% |
7,300
-86,700
| -92% | -$7.62M |
|
1618
PUT
Cintas
CTAS
$80.9B
| $672K | ﹤0.01% |
10,000
+6,000
| +150% | +$395K |
|
1619
CALL
RPC Inc
RES
$1.31B
| $668K | ﹤0.01% |
127,500
+78,500
| +160% | +$352K |
|
1620
Encore Capital Group
ECPG
$2.08B
| $665K | ﹤0.01% |
18,800
+6,800
| +57% | +$238K |
|
|
VRNT
1621
DELISTED
Verint Systems
VRNT
| $665K | ﹤0.01% |
+23,582
| New | +$575K |
|
1622
CALL
Canadian Solar
CSIQ
$1.05B
| $663K | ﹤0.01% |
30,000
| – | – |
|
1623
Enbridge
ENB
$113B
| $662K | ﹤0.01% |
16,643
+16,248
| +4,113% | +$607K |
|
1624
PUT
GameStop
GME
$8.63B
| $661K | ﹤0.01% |
435,600
+236,400
| +119% | +$347K |
|
1625
CALL
Albemarle
ALB
$14.8B
| $659K | ﹤0.01% |
9,000
+2,100
| +30% | +$140K |
|
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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.