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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
AMX icon
1076
CALL
America Movil
AMX
$69.2B
$3.2M ﹤0.01%
200,000
-800,000
-80% -$12.5M
TNDM icon
1077
CALL
Tandem Diabetes Care
TNDM
$1.33B
$3.18M ﹤0.01%
53,300
-115,600
-68% -$7.13M
CF icon
1078
CF Industries
CF
$20.9B
$3.17M ﹤0.01%
66,509
+61,292
+1,175% +$2.87M
ALB icon
1079
PUT
Albemarle
ALB
$14.9B
$3.17M ﹤0.01%
43,400
+6,600
+18% +$441K
VFC icon
1080
CALL
VF Corp
VFC
$5.08B
$3.16M ﹤0.01%
31,700
+7,900
+33% +$708K
JWN
1081
PUT
DELISTED
Nordstrom
JWN
$3.15M ﹤0.01%
76,900
-21,100
-22% -$781K
ADP icon
1082
Automatic Data Processing
ADP
$105B
$3.15M ﹤0.01%
18,444
-954
-5% -$158K
TSEM icon
1083
Tower Semiconductor
TSEM
$24.5B
$3.14M ﹤0.01%
130,510
+97,141
+291% +$2.18M
WTRU
1084
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
$3.12M ﹤0.01%
50,000
-543,489
-92% -$32.9M
SNAP icon
1085
Snap
SNAP
$8.98B
$3.1M ﹤0.01%
189,952
+155,231
+447% +$2.28M
KEY icon
1086
CALL
KeyCorp
KEY
$23.2B
$3.1M ﹤0.01%
153,200
-23,400
-13% -$441K
SWKS icon
1087
Skyworks Solutions
SWKS
$11.5B
$3.1M ﹤0.01%
25,626
+23,006
+878% +$2.26M
WWE
1088
CALL
DELISTED
World Wrestling Entertainment
WWE
$3.1M ﹤0.01%
47,800
+43,400
+986% +$2.75M
STLA icon
1089
PUT
Stellantis
STLA
$15.3B
$3.07M ﹤0.01%
208,700
+145,500
+230% +$2.1M
JCI icon
1090
PUT
Johnson Controls International
JCI
$87.8B
$3.06M ﹤0.01%
75,300
-175,300
-70% -$7.4M
MMP
1091
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.05M ﹤0.01%
48,567
+22,223
+84% +$1.38M
KSU
1092
CALL
DELISTED
Kansas City Southern
KSU
$3.05M ﹤0.01%
19,900
+6,900
+53% +$1.01M
HDS
1093
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
$3.04M ﹤0.01%
75,600
-29,800
-28% -$1.19M
SHAK icon
1094
CALL
Shake Shack
SHAK
$2.55B
$3.04M ﹤0.01%
50,900
-84,500
-62% -$6.07M
NRG icon
1095
CALL
NRG Energy
NRG
$24.3B
$3.03M ﹤0.01%
76,200
+75,300
+8,367% +$2.98M
WDAY icon
1096
Workday
WDAY
$44.8B
$3.02M ﹤0.01%
18,374
-16,076
-47% -$2.67M
UPS icon
1097
United Parcel Service
UPS
$84.4B
$3M ﹤0.01%
25,639
+5,445
+27% +$645K
VIAV icon
1098
CALL
Viavi Solutions
VIAV
$9.67B
$3M ﹤0.01%
200,000
– –
OLLI icon
1099
PUT
Ollie's Bargain Outlet
OLLI
$4.3B
$3M ﹤0.01%
45,900
+33,600
+273% +$2.13M
ZNGA
1100
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$2.96M ﹤0.01%
484,400
+66,400
+16% +$411K
42 43
44
45 46

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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.