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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
NEE icon
1051
CALL
NextEra Energy
NEE
$172B
$3.39M ﹤0.01%
+56,000
New +$3.27M
ANET icon
1052
Arista Networks
ANET
$243B
$3.38M ﹤0.01%
265,888
+219,264
+470% +$2.88M
LOPE icon
1053
PUT
Grand Canyon Education
LOPE
$3.94B
$3.37M ﹤0.01%
+35,200
New +$3.25M
BUD icon
1054
CALL
AB InBev
BUD
$154B
$3.36M ﹤0.01%
41,000
-7,100
-15% -$591K
DAL icon
1055
Delta Air Lines
DAL
$51.8B
$3.36M ﹤0.01%
57,467
-67,600
-54% -$3.79M
REGN icon
1056
Regeneron Pharmaceuticals
REGN
$83.2B
$3.36M ﹤0.01%
8,939
+8,588
+2,447% +$2.89M
XIFR
1057
PUT
XPLR Infrastructure LP
XIFR
$1.11B
$3.35M ﹤0.01%
+63,700
New +$3.31M
NPO icon
1058
PUT
Enpro
NPO
$6.37B
$3.34M ﹤0.01%
+50,000
New +$3.32M
ABB
1059
DELISTED
ABB Ltd
ABB
$3.34M ﹤0.01%
+138,755
New +$2.97M
WDC icon
1060
Western Digital
WDC
$174B
$3.34M ﹤0.01%
69,542
+64,388
+1,249% +$2.69M
LUMN icon
1061
Lumen
LUMN
$7.02B
$3.33M ﹤0.01%
252,493
+232,342
+1,153% +$3.12M
TRP icon
1062
PUT
TC Energy
TRP
$66.1B
$3.33M ﹤0.01%
+62,500
New +$3.21M
CME icon
1063
CALL
CME Group
CME
$98.8B
$3.33M ﹤0.01%
16,600
-78,100
-82% -$16M
DISH
1064
CALL
DELISTED
DISH Network Corp.
DISH
$3.32M ﹤0.01%
93,600
-20,900
-18% -$724K
SMH icon
1065
VanEck Semiconductor ETF
SMH
$69.9B
$3.31M ﹤0.01%
46,828
-173,862
-79% -$11.4M
RTN
1066
PUT
DELISTED
Raytheon Company
RTN
$3.3M ﹤0.01%
15,000
-99,900
-87% -$21.1M
IYR icon
1067
PUT
iShares US Real Estate ETF
IYR
$4.27B
$3.29M ﹤0.01%
35,400
-314,600
-90% -$29.2M
SO icon
1068
PUT
Southern Company
SO
$102B
$3.29M ﹤0.01%
51,700
+35,200
+213% +$2.18M
TRV icon
1069
CALL
Travelers Companies
TRV
$76.5B
$3.29M ﹤0.01%
+24,000
New +$3.27M
AMBA icon
1070
CALL
Ambarella
AMBA
$3.04B
$3.27M ﹤0.01%
54,100
-7,400
-12% -$410K
PAYX icon
1071
CALL
Paychex
PAYX
$40.8B
$3.27M ﹤0.01%
38,400
+10,900
+40% +$920K
XME icon
1072
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$3.25M ﹤0.01%
111,091
+6,602
+6% +$180K
CASY icon
1073
PUT
Casey's General Stores
CASY
$23.3B
$3.24M ﹤0.01%
+20,400
New +$3.38M
XHB icon
1074
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
$3.21M ﹤0.01%
70,400
+36,200
+106% +$1.64M
TWNKW
1075
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
$3.2M ﹤0.01%
1,625,581
+165,941
+11% +$250K
41 42
43
44 45

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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.