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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+12.46%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$86.7B
AUM Growth
-$2.25B
Cap. Flow
-$11.4B
Cap. Flow %
-13.16%
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 Technology 1.7%
2 Consumer Discretionary 1.09%
3 Communication Services 0.67%
4 Industrials 0.49%
5 Financials 0.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EA icon
251
PUT
Electronic Arts
EA
$52.9B
$39.8M 0.05%
370,200
+18,300
+5% +$1.82M
CHNGU
252
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
$39.4M 0.05%
655,950
+277,675
+73% +$14.3M
OKTA icon
253
CALL
Okta
OKTA
$25.7B
$39M 0.04%
337,700
+89,900
+36% +$10.4M
ANET icon
254
PUT
Arista Networks
ANET
$240B
$38.9M 0.04%
3,064,000
+2,222,400
+264% +$29.2M
GWW icon
255
CALL
W.W. Grainger
GWW
$61.4B
$38.4M 0.04%
113,400
+30,300
+36% +$9.62M
GM icon
256
CALL
General Motors
GM
$77.5B
$38.3M 0.04%
1,046,300
+32,300
+3% +$1.17M
BMY icon
257
PUT
Bristol-Myers Squibb
BMY
$135B
$38.2M 0.04%
594,700
+434,000
+270% +$24.9M
KRE icon
258
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.74B
$38.1M 0.04%
654,500
-194,800
-23% -$10.8M
CAG icon
259
Conagra Brands
CAG
$7.18B
$38.1M 0.04%
1,112,123
+154,193
+16% +$4.47M
NOC icon
260
CALL
Northrop Grumman
NOC
$78.4B
$38.1M 0.04%
110,700
+108,700
+5,435% +$38.2M
SAVE
261
DELISTED
Spirit Airlines, Inc.
SAVE
$38M 0.04%
943,345
+202,337
+27% +$7.69M
CAT icon
262
Caterpillar
CAT
$404B
$38M 0.04%
257,283
+153,412
+148% +$21.4M
PDD icon
263
CALL
Pinduoduo
PDD
$130B
$38M 0.04%
1,004,300
+513,000
+104% +$19.2M
OKTA icon
264
PUT
Okta
OKTA
$25.7B
$37.8M 0.04%
328,000
+160,500
+96% +$18.5M
COF icon
265
PUT
Capital One
COF
$136B
$37.7M 0.04%
366,300
+24,200
+7% +$2.33M
ADSK icon
266
CALL
Autodesk
ADSK
$50.1B
$37.6M 0.04%
204,800
-121,500
-37% -$19.7M
AMGN icon
267
Amgen
AMGN
$210B
$37.1M 0.04%
153,930
+6,016
+4% +$1.33M
FIVE icon
268
CALL
Five Below
FIVE
$12.3B
$37.1M 0.04%
290,100
+225,500
+349% +$28.2M
COP icon
269
PUT
ConocoPhillips
COP
$144B
$37.1M 0.04%
570,200
+263,800
+86% +$15.5M
SLV icon
270
CALL
iShares Silver Trust
SLV
$28.8B
$36.7M 0.04%
2,202,800
-1,055,300
-32% -$17.1M
SAVE
271
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
$36.5M 0.04%
905,000
– –
VMC icon
272
PUT
Vulcan Materials
VMC
$36.9B
$36.3M 0.04%
252,100
+15,800
+7% +$2.26M
TFC icon
273
CALL
Truist Financial
TFC
$64.3B
$36.1M 0.04%
640,644
+412,144
+180% +$22.3M
FIVE icon
274
PUT
Five Below
FIVE
$12.3B
$35.8M 0.04%
280,000
+209,200
+295% +$26.2M
PNC icon
275
PUT
PNC Financial Services
PNC
$101B
$35.7M 0.04%
223,900
+84,500
+61% +$12.7M
9 10
11
12 13

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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 withdrew a net $11.4B in Q4 2019, closing 399 positions and reducing 804 holdings. Its most notable exit was Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A, an estimated $16.4M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.81% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Fidelity National Information Services worth $46.8M.

  • 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.