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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
TCOM icon
776
CALL
Trip.com Group
TCOM
$24.7B
$6.79M 0.01%
202,400
-280,000
-58% -$9.02M
BBY icon
777
Best Buy
BBY
$18.5B
$6.78M 0.01%
77,180
+59,323
+332% +$4.54M
IRM icon
778
CALL
Iron Mountain
IRM
$34.3B
$6.77M 0.01%
212,500
+100,000
+89% +$3.28M
AIG icon
779
American International
AIG
$39.2B
$6.76M 0.01%
131,680
+120,873
+1,118% +$6.4M
SBAC icon
780
PUT
SBA Communications
SBAC
$19.8B
$6.75M 0.01%
+28,000
New +$6.64M
DG icon
781
CALL
Dollar General
DG
$27.5B
$6.74M 0.01%
43,200
+4,600
+12% +$730K
BBD icon
782
PUT
Banco Bradesco
BBD
$36.3B
$6.74M 0.01%
1,002,110
+136,960
+16% +$858K
B
783
PUT
Barrick Mining
B
$73.4B
$6.7M 0.01%
360,100
+89,400
+33% +$1.53M
MPC icon
784
Marathon Petroleum
MPC
$112B
$6.67M 0.01%
110,632
-604,310
-85% -$37.8M
HCA icon
785
CALL
HCA Healthcare
HCA
$91.3B
$6.64M 0.01%
+44,900
New +$6.03M
HSY icon
786
CALL
Hershey
HSY
$34.6B
$6.63M 0.01%
+45,100
New +$6.69M
Z icon
787
Zillow
Z
$7.23B
$6.6M 0.01%
143,640
+90,745
+172% +$3.38M
PXD
788
DELISTED
Pioneer Natural Resource Co.
PXD
$6.58M 0.01%
43,504
+42,611
+4,772% +$5.67M
CPRI icon
789
PUT
Capri Holdings
CPRI
$1.44B
$6.58M 0.01%
172,500
+37,500
+28% +$1.29M
ECPG icon
790
PUT
Encore Capital Group
ECPG
$2.06B
$6.54M 0.01%
185,000
+75,000
+68% +$2.62M
TSCO icon
791
CALL
Tractor Supply
TSCO
$17.7B
$6.52M 0.01%
349,000
+330,000
+1,737% +$6.26M
DTP
792
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
$6.5M 0.01%
+126,825
New +$6.36M
PI icon
793
PUT
Impinj
PI
$5.03B
$6.47M 0.01%
250,400
– –
JOYY
794
PUT
JOYY Inc
JOYY
$3.61B
$6.47M 0.01%
122,500
+100,000
+444% +$5.89M
SUI icon
795
CALL
Sun Communities
SUI
$14.1B
$6.45M 0.01%
+43,000
New +$6.7M
GH icon
796
CALL
Guardant Health
GH
$21.8B
$6.45M 0.01%
+82,500
New +$5.95M
SKX
797
CALL
DELISTED
Skechers
SKX
$6.44M 0.01%
149,000
+94,000
+171% +$3.71M
BG icon
798
Bunge Global
BG
$23.7B
$6.42M 0.01%
111,539
+105,343
+1,700% +$5.83M
BNY
799
PUT
Bank of New York Mellon
BNY
$110B
$6.41M 0.01%
127,300
-108,100
-46% -$5.16M
QRVO icon
800
CALL
Qorvo
QRVO
$9.28B
$6.39M 0.01%
55,000
+7,000
+15% +$677K
30 31
32
33 34

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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.