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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
DG icon
526
PUT
Dollar General
DG
$27.5B
$14.4M 0.02%
92,500
+9,100
+11% +$1.44M
CDW icon
527
CALL
CDW
CDW
$17.8B
$14.3M 0.02%
+100,000
New +$13.2M
CPRI icon
528
CALL
Capri Holdings
CPRI
$1.44B
$14.1M 0.02%
370,000
+100,000
+37% +$3.45M
B
529
CALL
Barrick Mining
B
$73.4B
$14.1M 0.02%
758,100
+570,300
+304% +$9.79M
DVA icon
530
CALL
DaVita
DVA
$11.7B
$14.1M 0.02%
187,300
+99,000
+112% +$6.57M
BBY icon
531
CALL
Best Buy
BBY
$18.5B
$14M 0.02%
159,800
+21,700
+16% +$1.66M
APA icon
532
CALL
APA Corp
APA
$15.7B
$14M 0.02%
548,400
+453,900
+480% +$10.3M
PZZA icon
533
PUT
Papa John's
PZZA
$712M
$14M 0.02%
221,700
+44,900
+25% +$2.66M
EBAY icon
534
CALL
eBay
EBAY
$46.1B
$13.9M 0.02%
385,500
+36,800
+11% +$1.33M
HYG icon
535
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$13.9M 0.02%
157,866
+152,366
+2,770% +$13.3M
FIVE icon
536
Five Below
FIVE
$13.6B
$13.9M 0.02%
108,447
+99,189
+1,071% +$12.4M
APA icon
537
PUT
APA Corp
APA
$15.7B
$13.8M 0.02%
540,500
+262,900
+95% +$5.95M
SPGI icon
538
PUT
S&P Global
SPGI
$123B
$13.8M 0.02%
50,400
-155,700
-76% -$40.5M
RIO icon
539
CALL
Rio Tinto
RIO
$169B
$13.7M 0.02%
231,000
+41,200
+22% +$2.23M
FL
540
DELISTED
Foot Locker
FL
$13.7M 0.02%
351,251
+23,822
+7% +$1M
COUP
541
CALL
DELISTED
Coupa Software Incorporated
COUP
$13.7M 0.02%
93,600
+27,500
+42% +$3.93M
REGN icon
542
PUT
Regeneron Pharmaceuticals
REGN
$83.2B
$13.6M 0.02%
36,300
+35,000
+2,692% +$11.8M
TTWO icon
543
CALL
Take-Two Interactive
TTWO
$39.5B
$13.6M 0.02%
111,300
-7,300
-6% -$889K
TSM icon
544
PUT
TSMC
TSM
$2.26T
$13.6M 0.02%
234,100
+45,200
+24% +$2.4M
TSLA icon
545
Tesla
TSLA
$1.45T
$13.5M 0.02%
484,590
-1,218,435
-72% -$26.4M
MMM icon
546
3M
MMM
$84.8B
$13.5M 0.02%
91,472
+61,108
+201% +$8.56M
K
547
PUT
DELISTED
Kellanova
K
$13.4M 0.02%
206,504
-125,563
-38% -$7.61M
AIG icon
548
PUT
American International
AIG
$39.2B
$13.4M 0.02%
261,000
+78,000
+43% +$4.13M
LNW
549
DELISTED
Light & Wonder
LNW
$13.4M 0.02%
500,072
+189,427
+61% +$4.88M
UAL icon
550
United Airlines
UAL
$34.8B
$13.4M 0.02%
151,656
+46,363
+44% +$4.16M
20 21
22
23 24

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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.