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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 | |
|---|---|---|---|---|---|---|
1926
Ciena
CIEN
$58.2B
| $256K | ﹤0.01% |
5,986
-19,450
| -76% | -$741K |
|
1927
PUT
Restaurant Brands International
QSR
$25.2B
| $256K | ﹤0.01% |
4,000
-2,700
| -40% | -$181K |
|
1928
Harley-Davidson
HOG
$2.71B
| $253K | ﹤0.01% |
6,790
-430
| -6% | -$16K |
|
1929
Baxter International
BAX
$14.3B
| $252K | ﹤0.01% |
3,015
-3,275
| -52% | -$271K |
|
|
DFS
1930
PUT
DELISTED
Discover Financial Services
DFS
| $252K | ﹤0.01% |
3,000
+1,200
| +67% | +$99K |
|
|
HAPN
1931
CALL
Happen Inc
HAPN
$2.31B
| $252K | ﹤0.01% |
+20,000
| New | +$258K |
|
|
CY
1932
PUT
DELISTED
Cypress Semiconductor
CY
| $251K | ﹤0.01% |
10,800
+1,500
| +16% | +$35.1K |
|
1933
Henry Schein
HSIC
$9.81B
| $250K | ﹤0.01% |
3,750
-1,036
| -22% | -$68.5K |
|
|
CONE
1934
CALL
DELISTED
CyrusOne Inc Common Stock
CONE
| $249K | ﹤0.01% |
+3,800
| New | +$261K |
|
|
VAL
1935
DELISTED
Valaris plc Class A Ordinary Share
VAL
| $249K | ﹤0.01% |
37,979
+4,905
| +15% | +$23.9K |
|
|
INFN
1936
DELISTED
Infinera Corporation Common Stock
INFN
| $248K | ﹤0.01% |
31,172
+30,693
| +6,408% | +$189K |
|
|
NBL
1937
PUT
DELISTED
Noble Energy, Inc.
NBL
| $248K | ﹤0.01% |
10,000
-5,600
| -36% | -$119K |
|
|
FLG
1938
Flagstar Bank National Association
FLG
$5.95B
| $246K | ﹤0.01% |
+6,825
| New | +$252K |
|
1939
CALL
Dover
DOV
$28.4B
| $244K | ﹤0.01% |
2,100
-500
| -19% | -$53.6K |
|
1940
PUT
Phillips 66
PSX
$81.7B
| $244K | ﹤0.01% |
2,200
+600
| +38% | +$67.4K |
|
|
LTHM
1941
DELISTED
Livent Corporation
LTHM
| $244K | ﹤0.01% |
+28,574
| New | +$219K |
|
|
HTZ
1942
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $244K | ﹤0.01% |
15,477
+960
| +7% | +$14.4K |
|
1943
BioMarin Pharmaceuticals
BMRN
$11.5B
| $243K | ﹤0.01% |
2,875
+1,680
| +141% | +$127K |
|
1944
Regions Financial
RF
$27B
| $243K | ﹤0.01% |
14,152
+13,733
| +3,278% | +$226K |
|
1945
Upwork
UPWK
$1.16B
| $242K | ﹤0.01% |
22,669
+7,473
| +49% | +$94.1K |
|
1946
Logitech
LOGI
$14.9B
| $241K | ﹤0.01% |
5,104
-26,252
| -84% | -$1.12M |
|
1947
Welltower
WELL
$169B
| $241K | ﹤0.01% |
+2,953
| New | +$253K |
|
1948
PUT
America Movil
AMX
$71.6B
| $240K | ﹤0.01% |
+15,000
| New | +$235K |
|
1949
PUT
O-I Glass
OI
$1.11B
| $239K | ﹤0.01% |
+20,000
| New | +$200K |
|
1950
CALL
MannKind Corp
MNKD
$1.23B
| $238K | ﹤0.01% |
184,500
| – | – |
|
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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.