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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+12.46%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$86.7B
AUM Growth
-$2.25B
Cap. Flow
+$626M
Cap. Flow %
0.72%
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 Miscellaneous 94.57%
2 Technology 1.71%
3 Consumer Discretionary 1.09%
4 Communication Services 0.67%
5 Industrials 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FIS icon
226
Fidelity National Information Services
FIS
$19.8B
$46.8M 0.05%
+336,621
New +$45.1M
STX icon
227
PUT
Seagate
STX
$198B
$46.7M 0.05%
784,500
+151,600
+24% +$8.71M
SLB icon
228
PUT
SLB Ltd
SLB
$83.4B
$46.7M 0.05%
1,161,000
+286,200
+33% +$10.2M
WDAY icon
229
PUT
Workday
WDAY
$44.5B
$46.4M 0.05%
282,300
-144,400
-34% -$24M
AAL icon
230
PUT
American Airlines Group
AAL
$8.47B
$46.3M 0.05%
1,614,200
+591,000
+58% +$16.9M
PYPL icon
231
PayPal
PYPL
$45.4B
$46.3M 0.05%
427,597
+155,659
+57% +$16.2M
UBER icon
232
PUT
Uber
UBER
$148B
$46.1M 0.05%
1,548,500
+1,393,500
+899% +$41.3M
USO icon
233
PUT
United States Oil Fund
USO
$1.79B
$45.7M 0.05%
445,675
-96,013
-18% -$9.12M
CHTR icon
234
PUT
Charter Communications
CHTR
$16.6B
$45.1M 0.05%
92,900
-56,000
-38% -$25.8M
UPS icon
235
PUT
United Parcel Service
UPS
$85B
$44.4M 0.05%
379,600
+68,600
+22% +$8.12M
LVS icon
236
PUT
Las Vegas Sands
LVS
$27.7B
$44.3M 0.05%
641,000
+495,800
+341% +$30.9M
JCI icon
237
CALL
Johnson Controls International
JCI
$86.4B
$43.8M 0.05%
1,076,800
-114,100
-10% -$4.81M
BHC icon
238
PUT
Bausch Health
BHC
$2.27B
$43.6M 0.05%
1,458,400
+201,100
+16% +$5.23M
ZEN
239
CALL
DELISTED
ZENDESK INC
ZEN
$43.3M 0.05%
565,300
+341,700
+153% +$25M
AZO icon
240
PUT
AutoZone
AZO
$47.1B
$42.5M 0.05%
35,700
+34,700
+3,470% +$40.1M
VXX icon
241
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$137M
$42.3M 0.05%
43,733
– –
NEM icon
242
CALL
Newmont
NEM
$133B
$42.3M 0.05%
973,500
-379,400
-28% -$14.8M
SWKS icon
243
PUT
Skyworks Solutions
SWKS
$12.9B
$42.1M 0.05%
348,300
+237,700
+215% +$23.4M
XOM icon
244
PUT
ExxonMobil
XOM
$681B
$41.7M 0.05%
597,600
-229,600
-28% -$15.9M
BX icon
245
CALL
Blackstone
BX
$94.1B
$41.1M 0.05%
734,400
+472,700
+181% +$24.5M
FCX icon
246
PUT
Freeport-McMoran
FCX
$102B
$40.9M 0.05%
3,115,400
+1,574,600
+102% +$17.3M
EMB icon
247
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.4B
$40.5M 0.05%
353,495
+348,167
+6,535% +$39.3M
NEM icon
248
PUT
Newmont
NEM
$133B
$40.2M 0.05%
925,000
-921,600
-50% -$36M
MS icon
249
CALL
Morgan Stanley
MS
$335B
$40M 0.05%
782,600
-67,800
-8% -$3.21M
ONB icon
250
CALL
Old National Bancorp
ONB
$9.7B
$39.8M 0.05%
2,177,600
-377,500
-15% -$6.78M
8 9
10
11 12

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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's Q4 2019 filing shows 540 new, 934 increased, 804 reduced and 399 closed positions. Its largest new stake was Fidelity National Information Services: 336,621 shares worth $46.8M. The largest sale was Invesco QQQ Trust, an estimated $410M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 96% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.