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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
2151
Enphase Energy
ENPH
$5.15B
| $79K | ﹤0.01% |
3,012
-8,192
| -73% | -$186K |
|
2152
Humana
HUM
$43.7B
| $79K | ﹤0.01% |
216
-30,560
| -99% | -$9.69M |
|
|
MRTX
2153
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $79K | ﹤0.01% |
610
-118,444
| -99% | -$11.4M |
|
|
TMX
2154
DELISTED
Terminix Global Holdings, Inc.
TMX
| $79K | ﹤0.01% |
+2,034
| New | +$86.5K |
|
|
TMHC
2155
DELISTED
Taylor Morrison
TMHC
| $78K | ﹤0.01% |
+3,580
| New | +$86K |
|
2156
Mohawk Industries
MHK
$9.19B
| $77K | ﹤0.01% |
566
-12,205
| -96% | -$1.66M |
|
2157
CALL
Novavax
NVAX
$1.27B
| $77K | ﹤0.01% |
19,450
| – | – |
|
|
YELL
2158
DELISTED
Yellow Corporation Common Stock
YELL
| $77K | ﹤0.01% |
+30,115
| New | +$103K |
|
2159
Phillips 66
PSX
$81.2B
| $75K | ﹤0.01% |
669
-372
| -36% | -$41.8K |
|
2160
CryoPort
CYRX
$769M
| $74K | ﹤0.01% |
4,484
+489
| +12% | +$7.28K |
|
|
DFS
2161
DELISTED
Discover Financial Services
DFS
| $74K | ﹤0.01% |
872
-31
| -3% | -$2.56K |
|
2162
CALL
Simon Property Group
SPG
$72.9B
| $74K | ﹤0.01% |
+500
| New | +$75K |
|
2163
Iovance Biotherapeutics
IOVA
$1.94B
| $73K | ﹤0.01% |
+2,637
| New | +$60K |
|
|
CIVI
2164
DELISTED
Civitas Resources
CIVI
| $72K | ﹤0.01% |
+3,085
| New | +$61K |
|
2165
Magnite
MGNI
$2.96B
| $71K | ﹤0.01% |
8,691
-67,725
| -89% | -$557K |
|
2166
SolarEdge
SEDG
$2.06B
| $71K | ﹤0.01% |
+749
| New | +$64K |
|
2167
Chubb
CB
$136B
| $70K | ﹤0.01% |
451
-11,986
| -96% | -$1.83M |
|
2168
PUT
Crown Castle
CCI
$32.3B
| $70K | ﹤0.01% |
500
-62,100
| -99% | -$8.47M |
|
|
FISV
2169
CALL
Fiserv Inc
FISV
$28.9B
| $70K | ﹤0.01% |
600
-720
| -55% | -$79.5K |
|
2170
Range Resources
RRC
$8.91B
| $70K | ﹤0.01% |
14,478
-18,054
| -55% | -$72.8K |
|
2171
Akamai
AKAM
$17.8B
| $69K | ﹤0.01% |
+797
| New | +$69.7K |
|
|
APLS
2172
DELISTED
Apellis Pharmaceuticals
APLS
| $69K | ﹤0.01% |
+2,244
| New | +$62.1K |
|
|
SLCA
2173
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $69K | ﹤0.01% |
11,400
| – | – |
|
|
PRTY
2174
DELISTED
Party City Holdco Inc.
PRTY
| $69K | ﹤0.01% |
+29,477
| New | +$111K |
|
2175
CALL
Hain Celestial
HAIN
$50.3M
| $68K | ﹤0.01% |
2,600
-400
| -13% | -$9.56K |
|
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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.