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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
GIS icon
976
General Mills
GIS
$19.8B
$4.04M ﹤0.01%
75,334
+42,072
+126% +$2.22M
WHR icon
977
PUT
Whirlpool
WHR
$2.4B
$4.04M ﹤0.01%
27,300
-13,800
-34% -$2.08M
RL icon
978
PUT
Ralph Lauren
RL
$20B
$4.03M ﹤0.01%
34,400
-20,300
-37% -$2.14M
TJX icon
979
CALL
TJX Companies
TJX
$139B
$4.01M ﹤0.01%
65,700
-22,200
-25% -$1.31M
KSS icon
980
CALL
Kohl's
KSS
$1.99B
$4.01M ﹤0.01%
78,700
-56,600
-42% -$2.88M
VRSN icon
981
PUT
VeriSign
VRSN
$25.9B
$4.01M ﹤0.01%
+20,800
New +$3.91M
TBT icon
982
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
$3.98M ﹤0.01%
+150,000
New +$3.83M
DRI icon
983
CALL
Darden Restaurants
DRI
$23.8B
$3.96M ﹤0.01%
+36,300
New +$4.12M
CNP icon
984
CALL
CenterPoint Energy
CNP
$26.2B
$3.94M ﹤0.01%
+144,300
New +$3.92M
REG icon
985
Regency Centers
REG
$13.8B
$3.93M ﹤0.01%
62,363
+40,780
+189% +$2.68M
SM icon
986
PUT
SM Energy
SM
$9.03B
$3.93M ﹤0.01%
350,000
– –
MO icon
987
CALL
Altria Group
MO
$113B
$3.92M ﹤0.01%
78,500
-86,800
-53% -$4.09M
FISV
988
Fiserv Inc
FISV
$25.9B
$3.91M ﹤0.01%
33,827
+29,286
+645% +$3.23M
TLRA
989
PUT
DELISTED
Telaria, Inc.
TLRA
$3.88M ﹤0.01%
440,000
+240,000
+120% +$1.88M
CVNA icon
990
Carvana
CVNA
$52.8B
$3.84M ﹤0.01%
208,590
-127,425
-38% -$2.13M
LIN icon
991
CALL
Linde
LIN
$215B
$3.83M ﹤0.01%
+18,000
New +$3.63M
SHOP icon
992
PUT
Shopify
SHOP
$163B
$3.82M ﹤0.01%
96,000
-28,000
-23% -$947K
IMMU
993
CALL
DELISTED
Immunomedics Inc
IMMU
$3.81M ﹤0.01%
180,000
+30,000
+20% +$529K
F icon
994
Ford
F
$53.6B
$3.79M ﹤0.01%
407,286
-128,909
-24% -$1.16M
CCL icon
995
CALL
Carnival Corporation Ltd
CCL
$31.1B
$3.77M ﹤0.01%
74,200
-23,100
-24% -$1.03M
INFO
996
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
$3.77M ﹤0.01%
+50,000
New +$3.56M
GD icon
997
PUT
General Dynamics
GD
$95.4B
$3.76M ﹤0.01%
21,300
-111,800
-84% -$20.1M
PCG icon
998
PUT
PG&E
PCG
$31.3B
$3.75M ﹤0.01%
345,000
+275,000
+393% +$2.36M
MET icon
999
MetLife
MET
$60.8B
$3.74M ﹤0.01%
73,463
-129,525
-64% -$6.25M
XLV icon
1000
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$3.73M ﹤0.01%
36,600
-88,000
-71% -$8.46M
38 39
40
41 42

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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.