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Parallax Volatility Advisers

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
Cap. Flow
-$11.4B
Cap. Flow %
-13.16%
Top 10 Hldgs %
41.28%
Holding
2,805
New
540
Increased
934
Reduced
804
Closed
399

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$246M
2
NVDA icon
NVIDIA
NVDA
+$142M
3
MSFT icon
Microsoft
MSFT
+$96.9M
4
BA icon
Boeing
BA
+$93.9M
5
AAPL icon
Apple
AAPL
+$93.1M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$410M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$295M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$103M
4
NFLX icon
Netflix
NFLX
+$40.8M
5
META icon
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
CIVI
1751
CALL
DELISTED
Civitas Resources
CIVI
$467K ﹤0.01%
20,000
– –
D icon
1752
Dominion Energy
D
$58.8B
$465K ﹤0.01%
5,610
-15,453
-73% -$1.26M
GPRO icon
1753
CALL
GoPro
GPRO
$126M
$464K ﹤0.01%
107,100
+2,100
+2% +$8.71K
NEOG icon
1754
Neogen
NEOG
$2.46B
$464K ﹤0.01%
14,234
-8,540
-37% -$281K
TSN icon
1755
CALL
Tyson Foods
TSN
$20.6B
$464K ﹤0.01%
5,100
+3,500
+219% +$301K
BJ icon
1756
CALL
BJs Wholesale Club
BJ
$12.4B
$463K ﹤0.01%
+20,400
New +$504K
JCI icon
1757
Johnson Controls International
JCI
$93.6B
$462K ﹤0.01%
11,350
+8,245
+266% +$348K
WOLF icon
1758
Wolfspeed
WOLF
$1.43B
$458K ﹤0.01%
9,918
-3,734
-27% -$174K
CSOD
1759
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$451K ﹤0.01%
7,703
+634
+9% +$36.7K
CDW icon
1760
CDW
CDW
$18.1B
$448K ﹤0.01%
+3,135
New +$415K
ZUO
1761
CALL
DELISTED
Zuora, Inc.
ZUO
$444K ﹤0.01%
31,100
+14,300
+85% +$210K
IGV icon
1762
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$14.1B
$442K ﹤0.01%
+9,500
New +$421K
O icon
1763
PUT
Realty Income
O
$58.2B
$442K ﹤0.01%
+6,192
New +$461K
VEEV icon
1764
Veeva Systems
VEEV
$35.4B
$439K ﹤0.01%
3,118
-16,652
-84% -$2.45M
AAP icon
1765
Advance Auto Parts
AAP
$3.49B
$438K ﹤0.01%
+2,733
New +$438K
CVET
1766
DELISTED
Covetrus, Inc. Common Stock
CVET
$435K ﹤0.01%
32,968
-11
-0% -$133
CTXS
1767
CALL
DELISTED
Citrix Systems Inc
CTXS
$434K ﹤0.01%
3,900
-152,800
-98% -$16.4M
INFO
1768
DELISTED
IHS Markit Ltd. Common Shares
INFO
$432K ﹤0.01%
+5,727
New +$407K
ITW icon
1769
Illinois Tool Works
ITW
$84.8B
$431K ﹤0.01%
2,397
+2,382
+15,880% +$404K
RDN icon
1770
Radian Group
RDN
$4.82B
$429K ﹤0.01%
+17,059
New +$424K
TRUE
1771
CALL
DELISTED
TrueCar
TRUE
$428K ﹤0.01%
+90,000
New +$376K
NUAN
1772
DELISTED
Nuance Communications, Inc.
NUAN
$428K ﹤0.01%
24,025
-28,469
-54% -$472K
FEZ icon
1773
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
$423K ﹤0.01%
10,382
+10,041
+2,945% +$395K
TEN
1774
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$423K ﹤0.01%
+32,323
New +$424K
TBT icon
1775
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
$420K ﹤0.01%
15,839
-95,357
-86% -$2.43M
69 70
71
72 73

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HF
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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.