We are live on ! Find out more
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
AGN
601
PUT
DELISTED
Allergan plc
AGN
$11.5M 0.01%
60,000
+26,400
+79% +$4.76M
EXAS
602
CALL
DELISTED
Exact Sciences
EXAS
$11.5M 0.01%
124,000
-19,300
-13% -$1.7M
MNDT
603
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$11.5M 0.01%
693,100
-60,900
-8% -$977K
AMT icon
604
CALL
American Tower
AMT
$81.7B
$11.4M 0.01%
49,500
-201,300
-80% -$43.8M
COST icon
605
CALL
Costco
COST
$400B
$11.3M 0.01%
38,500
-19,400
-34% -$5.77M
AFL icon
606
PUT
Aflac
AFL
$57.5B
$11.3M 0.01%
213,400
+151,200
+243% +$8.03M
OXY icon
607
PUT
Occidental Petroleum
OXY
$61.3B
$11.3M 0.01%
273,579
+105,940
+63% +$4.24M
WFC icon
608
Wells Fargo
WFC
$271B
$11.2M 0.01%
209,063
-41,027
-16% -$2.15M
COST icon
609
Costco
COST
$400B
$11.2M 0.01%
38,040
+30,660
+415% +$9.11M
UAA icon
610
PUT
Under Armour
UAA
$2.1B
$11.1M 0.01%
513,000
+373,600
+268% +$7.25M
PARA
611
DELISTED
Paramount Global Class B
PARA
$11M 0.01%
263,231
+244,472
+1,303% +$9.47M
UNP icon
612
Union Pacific
UNP
$169B
$11M 0.01%
61,112
+38,034
+165% +$6.51M
CNC icon
613
CALL
Centene
CNC
$31.6B
$11M 0.01%
175,100
-276,300
-61% -$15M
ON icon
614
CALL
ON Semiconductor
ON
$27.6B
$11M 0.01%
451,000
-222,200
-33% -$4.69M
CTXS
615
DELISTED
Citrix Systems Inc
CTXS
$10.9M 0.01%
98,283
+95,409
+3,320% +$10.3M
LNG icon
616
CALL
Cheniere Energy
LNG
$57B
$10.9M 0.01%
177,900
-370,300
-68% -$22.8M
F icon
617
CALL
Ford
F
$53.6B
$10.8M 0.01%
1,160,400
-107,300
-8% -$965K
CIEN icon
618
CALL
Ciena
CIEN
$47.9B
$10.8M 0.01%
252,500
+77,900
+45% +$2.97M
HOLX
619
PUT
DELISTED
Hologic
HOLX
$10.7M 0.01%
+205,000
New +$10.2M
CVX icon
620
Chevron
CVX
$419B
$10.7M 0.01%
88,626
+645
+0.7% +$76K
HUM icon
621
PUT
Humana
HUM
$48B
$10.7M 0.01%
29,100
-11,400
-28% -$3.62M
K
622
CALL
DELISTED
Kellanova
K
$10.6M 0.01%
163,584
+120,984
+284% +$7.33M
MELI icon
623
CALL
Mercado Libre
MELI
$95.1B
$10.6M 0.01%
18,500
+14,800
+400% +$8.19M
HAS icon
624
CALL
Hasbro
HAS
$12.5B
$10.6M 0.01%
100,000
-2,800
-3% -$291K
OKTA icon
625
Okta
OKTA
$30.2B
$10.5M 0.01%
91,389
+12,462
+16% +$1.43M
23 24
25
26 27

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.