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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
CMCSA icon
276
PUT
Comcast
CMCSA
$87.3B
$35.6M 0.04%
792,800
+169,700
+27% +$7.55M
SIVB
277
PUT
DELISTED
SVB Financial Group
SIVB
$35.2M 0.04%
140,300
+96,000
+217% +$21.8M
GM icon
278
PUT
General Motors
GM
$73.5B
$34.8M 0.04%
950,600
+191,500
+25% +$6.96M
AAL icon
279
CALL
American Airlines Group
AAL
$8.57B
$34.8M 0.04%
1,213,200
+535,700
+79% +$15.3M
PBR icon
280
PUT
Petrobras
PBR
$135B
$34.6M 0.04%
2,173,500
+543,600
+33% +$8.3M
XOP icon
281
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$34.6M 0.04%
365,125
-37,475
-9% -$3.25M
XOP icon
282
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$34.3M 0.04%
361,782
+60,634
+20% +$5.26M
ADI icon
283
CALL
Analog Devices
ADI
$177B
$34.2M 0.04%
287,800
+3,000
+1% +$338K
XOM icon
284
CALL
ExxonMobil
XOM
$675B
$34.1M 0.04%
489,200
-244,600
-33% -$16.9M
FDX icon
285
FedEx
FDX
$73.2B
$34.1M 0.04%
225,657
+115,694
+105% +$17.8M
MDB icon
286
CALL
MongoDB
MDB
$28.9B
$34M 0.04%
258,300
+42,400
+20% +$5.57M
URI icon
287
PUT
United Rentals
URI
$64B
$34M 0.04%
203,800
+44,400
+28% +$6.45M
GILD icon
288
PUT
Gilead Sciences
GILD
$181B
$33.9M 0.04%
521,100
+318,800
+158% +$20.8M
GDX icon
289
VanEck Gold Miners ETF
GDX
$30.2B
$33.6M 0.04%
1,147,636
-373,496
-25% -$10.2M
VALE icon
290
PUT
Vale
VALE
$65.7B
$33.5M 0.04%
2,539,000
+1,084,100
+75% +$13M
PNC icon
291
CALL
PNC Financial Services
PNC
$96B
$33.4M 0.04%
208,900
+44,400
+27% +$6.67M
CVX icon
292
CALL
Chevron
CVX
$419B
$32.9M 0.04%
272,800
-239,100
-47% -$28.2M
MDB icon
293
PUT
MongoDB
MDB
$28.9B
$32.7M 0.04%
248,700
+111,200
+81% +$14.6M
PPLI
294
PUT
People Inc
PPLI
$2.81B
$32.6M 0.04%
732,998
+33,013
+5% +$1.33M
FXI icon
295
iShares China Large-Cap ETF
FXI
$4.12B
$32.5M 0.04%
745,785
-2,475,157
-77% -$103M
CVX icon
296
PUT
Chevron
CVX
$419B
$32.2M 0.04%
267,600
-211,800
-44% -$24.9M
IBM icon
297
IBM
IBM
$226B
$32.2M 0.04%
251,400
+91,810
+58% +$11.9M
INTU icon
298
PUT
Intuit
INTU
$85.9B
$32.1M 0.04%
122,600
-2,800
-2% -$732K
NEE.PRO
299
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$32.1M 0.04%
625,315
+231,776
+59% +$11.6M
DAL icon
300
CALL
Delta Air Lines
DAL
$51.8B
$32M 0.04%
547,700
+488,800
+830% +$27.4M
10 11
12
13 14

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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.