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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 | |
|---|---|---|---|---|---|---|
2026
Wheaton Precious Metals
WPM
$55.8B
| $159K | ﹤0.01% |
5,346
+3,294
| +161% | +$90K |
|
2027
H&R Block
HRB
$5.82B
| $158K | ﹤0.01% |
6,713
-339
| -5% | -$8.14K |
|
|
CYOU
2028
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $158K | ﹤0.01% |
+16,149
| New | +$155K |
|
2029
PUT
Chubb
CB
$136B
| $156K | ﹤0.01% |
1,000
-61,400
| -98% | -$9.4M |
|
2030
PUT
Cboe Global Markets
CBOE
$29.7B
| $156K | ﹤0.01% |
1,300
-2,500
| -66% | -$293K |
|
2031
PUT
3D Systems Corp
DDD
$593M
| $156K | ﹤0.01% |
17,700
-1,500
| -8% | -$13K |
|
2032
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.87B
| $156K | ﹤0.01% |
3,700
-66,400
| -95% | -$2.53M |
|
2033
Encompass Health
EHC
$11B
| $155K | ﹤0.01% |
+2,804
| New | +$152K |
|
2034
PUT
iQIYI
IQ
$1.24B
| $154K | ﹤0.01% |
7,300
-18,400
| -72% | -$338K |
|
2035
RingCentral
RNG
$5.16B
| $154K | ﹤0.01% |
912
-7,069
| -89% | -$1.17M |
|
2036
PUT
Universal Technical Institute
UTI
$2.33B
| $153K | ﹤0.01% |
19,800
-51,200
| -72% | -$308K |
|
2037
PUT
Adient
ADNT
$1.61B
| $152K | ﹤0.01% |
7,100
+3,100
| +78% | +$68.8K |
|
|
VG
2038
PUT
DELISTED
Vonage Holdings Corporation
VG
| $151K | ﹤0.01% |
+20,400
| New | +$176K |
|
2039
PUT
Devon Energy
DVN
$48.5B
| $150K | ﹤0.01% |
5,800
-228,100
| -98% | -$5.14M |
|
2040
HCA Healthcare
HCA
$88.7B
| $150K | ﹤0.01% |
1,017
+961
| +1,716% | +$129K |
|
2041
CALL
Chemours
CC
$2.19B
| $149K | ﹤0.01% |
+8,300
| New | +$138K |
|
|
CY
2042
CALL
DELISTED
Cypress Semiconductor
CY
| $149K | ﹤0.01% |
6,400
+3,700
| +137% | +$86.6K |
|
|
CRC
2043
DELISTED
California Resources Corporation
CRC
| $146K | ﹤0.01% |
16,165
+16,102
| +25,559% | +$130K |
|
2044
Paychex
PAYX
$42.1B
| $145K | ﹤0.01% |
1,705
-647
| -28% | -$54.6K |
|
2045
Ralph Lauren
RL
$22.7B
| $145K | ﹤0.01% |
1,235
-36,401
| -97% | -$3.83M |
|
2046
PUT
Consolidated Edison
ED
$39.9B
| $144K | ﹤0.01% |
+1,600
| New | +$143K |
|
2047
CALL
Sony
SONY
$132B
| $144K | ﹤0.01% |
10,500
-1,045,500
| -99% | -$13M |
|
2048
PUT
First Majestic Silver
AG
$8.68B
| $143K | ﹤0.01% |
11,800
+6,400
| +119% | +$67.3K |
|
2049
PUT
Hain Celestial
HAIN
$50.3M
| $141K | ﹤0.01% |
5,400
-1,800
| -25% | -$43K |
|
2050
Resideo Technologies
REZI
$3.97B
| $140K | ﹤0.01% |
11,761
-4,463
| -28% | -$50.8K |
|
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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.