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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
DVN icon
1101
CALL
Devon Energy
DVN
$53.9B
$2.96M ﹤0.01%
114,000
-176,300
-61% -$3.97M
ASML icon
1102
PUT
ASML
ASML
$664B
$2.96M ﹤0.01%
10,000
+500
+5% +$135K
CTVA icon
1103
PUT
Corteva
CTVA
$56.5B
$2.96M ﹤0.01%
100,000
+81,157
+431% +$2.15M
LOPE icon
1104
CALL
Grand Canyon Education
LOPE
$3.94B
$2.95M ﹤0.01%
+30,800
New +$2.84M
ADM icon
1105
Archer Daniels Midland
ADM
$41.7B
$2.95M ﹤0.01%
+63,558
New +$2.71M
GILD icon
1106
Gilead Sciences
GILD
$181B
$2.94M ﹤0.01%
45,186
-22,594
-33% -$1.47M
DFS
1107
CALL
DELISTED
Discover Financial Services
DFS
$2.94M ﹤0.01%
34,600
-97,400
-74% -$8.03M
BUD icon
1108
AB InBev
BUD
$154B
$2.92M ﹤0.01%
35,604
+9,671
+37% +$805K
DB icon
1109
CALL
Deutsche Bank
DB
$76.4B
$2.91M ﹤0.01%
374,000
+327,800
+710% +$2.46M
ZEN
1110
PUT
DELISTED
ZENDESK INC
ZEN
$2.9M ﹤0.01%
+37,800
New +$2.77M
EW icon
1111
PUT
Edwards Lifesciences
EW
$49.7B
$2.89M ﹤0.01%
+37,200
New +$2.9M
NVTA
1112
CALL
DELISTED
Invitae Corporation
NVTA
$2.89M ﹤0.01%
179,300
+6,800
+4% +$120K
UNG icon
1113
United States Natural Gas Fund
UNG
$546M
$2.88M ﹤0.01%
42,775
-1,445
-3% -$112K
S
1114
DELISTED
Sprint Corporation
S
$2.88M ﹤0.01%
552,564
+435,914
+374% +$2.56M
KMB icon
1115
CALL
Kimberly-Clark
KMB
$32.8B
$2.88M ﹤0.01%
20,900
-120,800
-85% -$16.3M
AIMT
1116
CALL
DELISTED
Aimmune Therapeutics
AIMT
$2.85M ﹤0.01%
+85,000
New +$2.38M
IRBT
1117
CALL
DELISTED
iRobot
IRBT
$2.84M ﹤0.01%
56,100
-194,900
-78% -$9.79M
LUMN icon
1118
CALL
Lumen
LUMN
$7.02B
$2.83M ﹤0.01%
214,000
-136,300
-39% -$1.83M
CCK icon
1119
Crown Holdings
CCK
$12.2B
$2.82M ﹤0.01%
+38,815
New +$2.77M
HGV icon
1120
CALL
Hilton Grand Vacations
HGV
$3.13B
$2.8M ﹤0.01%
81,500
-571,300
-88% -$19.6M
PLNT icon
1121
PUT
Planet Fitness
PLNT
$3.77B
$2.77M ﹤0.01%
+37,100
New +$2.5M
WMGI
1122
CALL
DELISTED
Wright Medical Group Inc
WMGI
$2.75M ﹤0.01%
+90,200
New +$2.36M
JOYY
1123
JOYY Inc
JOYY
$3.61B
$2.75M ﹤0.01%
52,023
+43,876
+539% +$2.58M
ETSY icon
1124
PUT
Etsy
ETSY
$6.53B
$2.74M ﹤0.01%
61,900
+22,400
+57% +$1.07M
MGM icon
1125
MGM Resorts International
MGM
$10.2B
$2.74M ﹤0.01%
82,280
-79,527
-49% -$2.42M
43 44
45
46 47

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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.