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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
RY icon
826
CALL
Royal Bank of Canada
RY
$286B
$6M 0.01%
75,800
– –
BBWI icon
827
PUT
Bath & Body Works
BBWI
$3.57B
$6M 0.01%
409,571
+382,233
+1,398% +$5.52M
XHB icon
828
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
$5.97M 0.01%
131,300
+57,100
+77% +$2.58M
LUV icon
829
CALL
Southwest Airlines
LUV
$18.9B
$5.92M 0.01%
109,700
-6,800
-6% -$377K
DY icon
830
PUT
Dycom Industries
DY
$8.76B
$5.89M 0.01%
+125,000
New +$6.08M
MMP
831
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$5.88M 0.01%
93,500
-225,500
-71% -$14M
EB
832
CALL
DELISTED
Eventbrite
EB
$5.86M 0.01%
+290,300
New +$5.55M
PI icon
833
Impinj
PI
$5.03B
$5.85M 0.01%
226,071
+126,481
+127% +$3.93M
GT icon
834
PUT
Goodyear
GT
$1.66B
$5.83M 0.01%
375,000
-72,700
-16% -$1.14M
PZZA icon
835
Papa John's
PZZA
$712M
$5.82M 0.01%
92,128
-5,005
-5% -$296K
NEE icon
836
NextEra Energy
NEE
$172B
$5.82M 0.01%
96,072
+22,684
+31% +$1.32M
MAS icon
837
Masco
MAS
$13.7B
$5.8M 0.01%
120,860
+112,000
+1,264% +$5.09M
TTD icon
838
CALL
Trade Desk
TTD
$6.52B
$5.74M 0.01%
221,000
-693,000
-76% -$15.6M
AAP icon
839
CALL
Advance Auto Parts
AAP
$2.62B
$5.73M 0.01%
+35,800
New +$5.74M
EMB icon
840
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
$5.73M 0.01%
50,000
+49,000
+4,900% +$5.54M
VMC icon
841
Vulcan Materials
VMC
$32.4B
$5.72M 0.01%
39,725
+30,059
+311% +$4.3M
ZEN
842
DELISTED
ZENDESK INC
ZEN
$5.71M 0.01%
74,496
+45,645
+158% +$3.34M
HEI icon
843
PUT
HEICO Corp
HEI
$43.6B
$5.71M 0.01%
+50,000
New +$6.15M
MOS icon
844
The Mosaic Company
MOS
$8.33B
$5.71M 0.01%
263,751
+239,524
+989% +$4.75M
SO icon
845
CALL
Southern Company
SO
$102B
$5.66M 0.01%
88,900
+62,500
+237% +$3.87M
RIO icon
846
PUT
Rio Tinto
RIO
$169B
$5.64M 0.01%
95,000
+64,100
+207% +$3.48M
SGI
847
PUT
Somnigroup International
SGI
$14.4B
$5.64M 0.01%
259,200
+83,600
+48% +$1.75M
SPGI icon
848
CALL
S&P Global
SPGI
$123B
$5.63M 0.01%
20,600
-65,500
-76% -$17M
CMI icon
849
PUT
Cummins
CMI
$76.4B
$5.62M 0.01%
31,400
-28,000
-47% -$4.93M
SPWR
850
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$5.61M 0.01%
1,098,982
+296,085
+37% +$1.65M
32 33
34
35 36

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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.