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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
CZR
1026
PUT
DELISTED
Caesars Entertainment Corporation
CZR
$3.51M ﹤0.01%
258,300
+250,000
+3,012% +$3.17M
FANG icon
1027
CALL
Diamondback Energy
FANG
$56.7B
$3.51M ﹤0.01%
37,800
+36,800
+3,680% +$3.06M
SRPT icon
1028
Sarepta Therapeutics
SRPT
$2.33B
$3.5M ﹤0.01%
27,115
+22,328
+466% +$2.25M
VAR
1029
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
$3.49M ﹤0.01%
+24,600
New +$3.14M
MLCO icon
1030
CALL
Melco Resorts & Entertainment
MLCO
$1.92B
$3.48M ﹤0.01%
143,900
+35,900
+33% +$781K
CSIQ icon
1031
PUT
Canadian Solar
CSIQ
$914M
$3.47M ﹤0.01%
157,200
– –
NOC icon
1032
Northrop Grumman
NOC
$73.2B
$3.45M ﹤0.01%
10,039
+726
+8% +$255K
ACM icon
1033
CALL
Aecom
ACM
$8.24B
$3.45M ﹤0.01%
80,000
+62,500
+357% +$2.59M
RIG icon
1034
PUT
Transocean
RIG
$6.38B
$3.45M ﹤0.01%
501,000
+229,800
+85% +$1.18M
CZR
1035
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$3.45M ﹤0.01%
253,400
– –
MMP
1036
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.44M ﹤0.01%
54,800
-210,300
-79% -$13.1M
SLV icon
1037
PUT
iShares Silver Trust
SLV
$32.7B
$3.44M ﹤0.01%
206,500
-479,900
-70% -$7.77M
CVSA
1038
CALL
Covista Inc
CVSA
$4.29B
$3.43M ﹤0.01%
+98,200
New +$3.38M
FLG
1039
CALL
Flagstar Bank National Association
FLG
$5.5B
$3.43M ﹤0.01%
+95,000
New +$3.51M
FLG
1040
PUT
Flagstar Bank National Association
FLG
$5.5B
$3.43M ﹤0.01%
+95,000
New +$3.51M
GD icon
1041
CALL
General Dynamics
GD
$95.4B
$3.42M ﹤0.01%
19,400
-93,200
-83% -$16.7M
MGLN
1042
DELISTED
Magellan Health Services, Inc.
MGLN
$3.41M ﹤0.01%
+43,631
New +$3.07M
TRIP icon
1043
PUT
TripAdvisor
TRIP
$1.03B
$3.41M ﹤0.01%
112,300
+2,100
+2% +$70.7K
NOMD icon
1044
Nomad Foods
NOMD
$1.56B
$3.41M ﹤0.01%
+152,442
New +$3.11M
IQ icon
1045
CALL
iQIYI
IQ
$901M
$3.41M ﹤0.01%
161,500
+104,900
+185% +$1.93M
GLW icon
1046
Corning
GLW
$145B
$3.41M ﹤0.01%
117,018
-21,044
-15% -$611K
ABCB icon
1047
CALL
Ameris Bancorp
ABCB
$5.64B
$3.4M ﹤0.01%
80,000
– –
FXE icon
1048
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$3.4M ﹤0.01%
32,000
+14,700
+85% +$1.54M
GRUB
1049
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$3.39M ﹤0.01%
34,872
+2,484
+8% +$227K
SINA
1050
PUT
DELISTED
Sina Corp
SINA
$3.39M ﹤0.01%
84,900
+67,900
+399% +$2.61M
40 41
42
43 44

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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.