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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 | |
|---|---|---|---|---|---|---|
2001
Synopsys
SNPS
$76.7B
| $186K | ﹤0.01% |
1,335
+399
| +43% | +$54.7K |
|
2002
Exelon
EXC
$47.1B
| $185K | ﹤0.01% |
5,674
+4,097
| +260% | +$133K |
|
2003
S&P Global
SPGI
$121B
| $185K | ﹤0.01% |
679
-54,682
| -99% | -$14.2M |
|
2004
CALL
Boyd Gaming
BYD
$6.13B
| $183K | ﹤0.01% |
6,100
-5,200
| -46% | -$146K |
|
2005
PUT
Global Payments
GPN
$23.9B
| $183K | ﹤0.01% |
1,000
+800
| +400% | +$137K |
|
2006
TJX Companies
TJX
$177B
| $181K | ﹤0.01% |
2,963
+1,085
| +58% | +$64.2K |
|
|
HUYA
2007
Huya Inc
HUYA
$558M
| $180K | ﹤0.01% |
10,004
+4
| +0% | +$85 |
|
2008
PUT
Welltower
WELL
$171B
| $180K | ﹤0.01% |
+2,200
| New | +$188K |
|
2009
Deutsche Bank
DB
$71.5B
| $178K | ﹤0.01% |
22,845
-201,275
| -90% | -$1.51M |
|
2010
PUT
Guidewire Software
GWRE
$13.3B
| $176K | ﹤0.01% |
1,600
-2,000
| -56% | -$224K |
|
2011
PUT
Waste Management
WM
$89.7B
| $171K | ﹤0.01% |
1,500
+300
| +25% | +$33.9K |
|
|
SFIX
2012
Stitch Fix
SFIX
$550M
| $170K | ﹤0.01% |
+6,631
| New | +$154K |
|
|
MDRX
2013
DELISTED
Veradigm Inc. Common Stock
MDRX
| $170K | ﹤0.01% |
17,368
-26,923
| -61% | -$284K |
|
2014
Zoetis
ZTS
$31.2B
| $169K | ﹤0.01% |
+1,280
| New | +$159K |
|
|
MDR
2015
PUT
DELISTED
McDermott International
MDR
| $169K | ﹤0.01% |
250,000
-29,600
| -11% | -$37.8K |
|
2016
PUT
F5
FFIV
$23.4B
| $168K | ﹤0.01% |
1,200
-4,200
| -78% | -$592K |
|
2017
PUT
Oneok
OKE
$55B
| $167K | ﹤0.01% |
2,200
+1,700
| +340% | +$122K |
|
2018
Kornit Digital
KRNT
$781M
| $166K | ﹤0.01% |
+4,851
| New | +$161K |
|
2019
Integer Holdings
ITGR
$4.25B
| $164K | ﹤0.01% |
+2,033
| New | +$155K |
|
|
MDP
2020
DELISTED
Meredith Corporation
MDP
| $163K | ﹤0.01% |
+5,018
| New | +$179K |
|
2021
PUT
Rockwell Automation
ROK
$50.1B
| $162K | ﹤0.01% |
800
-20,400
| -96% | -$3.78M |
|
2022
CALL
Motorola Solutions
MSI
$72.7B
| $161K | ﹤0.01% |
1,000
+700
| +233% | +$115K |
|
2023
Adtran
ADTN
$645M
| $159K | ﹤0.01% |
+16,097
| New | +$153K |
|
2024
Cemex
CX
$16.7B
| $159K | ﹤0.01% |
+42,052
| New | +$160K |
|
2025
International Paper
IP
$22.4B
| $159K | ﹤0.01% |
3,636
+3,156
| +658% | +$132K |
|
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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.