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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
CL icon
1001
CALL
Colgate-Palmolive
CL
$70.2B
$3.73M ﹤0.01%
54,100
-92,600
-63% -$6.31M
FXE icon
1002
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$3.71M ﹤0.01%
34,900
– –
BTU icon
1003
CALL
Peabody Energy
BTU
$3.58B
$3.69M ﹤0.01%
+405,000
New +$4.65M
FIS icon
1004
PUT
Fidelity National Information Services
FIS
$19.6B
$3.69M ﹤0.01%
+26,500
New +$3.55M
TD icon
1005
CALL
Toronto Dominion Bank
TD
$195B
$3.68M ﹤0.01%
65,600
+1,600
+3% +$90.7K
VRTX icon
1006
CALL
Vertex Pharmaceuticals
VRTX
$132B
$3.68M ﹤0.01%
16,800
+11,300
+205% +$2.29M
WEX icon
1007
CALL
WEX
WEX
$6.34B
$3.67M ﹤0.01%
+17,500
New +$3.51M
LITE icon
1008
CALL
Lumentum
LITE
$88.7B
$3.63M ﹤0.01%
45,700
+16,400
+56% +$1.07M
DB icon
1009
PUT
Deutsche Bank
DB
$76.4B
$3.62M ﹤0.01%
465,500
+362,900
+354% +$2.72M
CAR icon
1010
PUT
Avis
CAR
$4.69B
$3.6M ﹤0.01%
111,700
+95,300
+581% +$2.86M
USFD icon
1011
CALL
US Foods
USFD
$21.1B
$3.6M ﹤0.01%
+85,900
New +$3.45M
VMW
1012
CALL
DELISTED
VMware, Inc
VMW
$3.6M ﹤0.01%
+23,700
New +$3.71M
HBAN icon
1013
PUT
Huntington Bancshares
HBAN
$33.6B
$3.59M ﹤0.01%
238,300
– –
TRIP icon
1014
TripAdvisor
TRIP
$1.03B
$3.59M ﹤0.01%
118,225
+57,199
+94% +$1.93M
ENPH icon
1015
CALL
Enphase Energy
ENPH
$4.85B
$3.59M ﹤0.01%
137,300
+78,900
+135% +$1.8M
TXT icon
1016
PUT
Textron
TXT
$13.7B
$3.59M ﹤0.01%
+80,400
New +$3.72M
PRKS icon
1017
CALL
United Parks & Resorts
PRKS
$1.76B
$3.58M ﹤0.01%
113,000
+2,900
+3% +$83.7K
TME icon
1018
PUT
Tencent Music
TME
$12.9B
$3.58M ﹤0.01%
+304,900
New +$3.92M
SINA
1019
CALL
DELISTED
Sina Corp
SINA
$3.58M ﹤0.01%
89,500
+64,700
+261% +$2.48M
STMP
1020
CALL
DELISTED
Stamps.com, Inc.
STMP
$3.58M ﹤0.01%
42,800
– –
YUMC icon
1021
PUT
Yum China
YUMC
$14.5B
$3.56M ﹤0.01%
74,100
+70,300
+1,850% +$3.12M
RL icon
1022
CALL
Ralph Lauren
RL
$20B
$3.55M ﹤0.01%
30,300
-200
-0.7% -$21.1K
MGLN
1023
CALL
DELISTED
Magellan Health Services, Inc.
MGLN
$3.54M ﹤0.01%
+45,300
New +$3.19M
BRFS
1024
PUT
DELISTED
BRF SA
BRFS
$3.54M ﹤0.01%
+406,700
New +$3.51M
CMCSA icon
1025
Comcast
CMCSA
$87.3B
$3.53M ﹤0.01%
78,452
+70,490
+885% +$3.14M
39 40
41
42 43

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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.