We are live on ! Find out more
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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
REGI
1651
CALL
DELISTED
Renewable Energy Group, Inc.
REGI
$606K ﹤0.01%
22,500
-113,100
-83% -$2.05M
UBS icon
1652
CALL
UBS Group
UBS
$173B
$605K ﹤0.01%
+48,100
New +$572K
XEL icon
1653
PUT
Xcel Energy
XEL
$48.1B
$603K ﹤0.01%
+9,500
New +$594K
APA icon
1654
APA Corp
APA
$12.9B
$600K ﹤0.01%
23,460
-74,406
-76% -$1.68M
SONY icon
1655
Sony
SONY
$136B
$600K ﹤0.01%
+44,105
New +$550K
VWO icon
1656
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$600K ﹤0.01%
+13,500
New +$572K
WIX icon
1657
CALL
WIX.com
WIX
$2.55B
$600K ﹤0.01%
+4,900
New +$600K
BIIB icon
1658
Biogen
BIIB
$30.5B
$599K ﹤0.01%
2,018
-23,259
-92% -$6.45M
RF icon
1659
PUT
Regions Financial
RF
$26.8B
$597K ﹤0.01%
34,800
+33,400
+2,386% +$550K
ASML icon
1660
CALL
ASML
ASML
$655B
$593K ﹤0.01%
2,000
+600
+43% +$162K
NOV icon
1661
NOV
NOV
$7.09B
$590K ﹤0.01%
23,535
+5,215
+28% +$117K
MGP
1662
CALL
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$588K ﹤0.01%
+19,000
New +$584K
PRTY
1663
CALL
DELISTED
Party City Holdco Inc.
PRTY
$585K ﹤0.01%
+250,000
New +$941K
WMS icon
1664
PUT
Advanced Drainage Systems
WMS
$11.4B
$583K ﹤0.01%
+15,000
New +$555K
CHRW icon
1665
C.H. Robinson
CHRW
$17.1B
$582K ﹤0.01%
7,444
+6,803
+1,061% +$542K
IVW icon
1666
PUT
iShares S&P 500 Growth ETF
IVW
$77B
$581K ﹤0.01%
+12,000
New +$556K
HMHC
1667
CALL
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$581K ﹤0.01%
+93,000
New +$543K
COTY icon
1668
Coty
COTY
$2.39B
$580K ﹤0.01%
51,597
-132,304
-72% -$1.51M
UVXY icon
1669
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$228M
$580K ﹤0.01%
+18
New +$829K
MCHX icon
1670
Marchex
MCHX
$80.2M
$579K ﹤0.01%
153,072
-71,532
-32% -$257K
NBIS
1671
PUT
Nebius Group N.V.
NBIS
$48.2B
$578K ﹤0.01%
13,300
-24,100
-64% -$899K
ANF icon
1672
PUT
Abercrombie & Fitch
ANF
$4.91B
$577K ﹤0.01%
33,400
-29,000
-46% -$480K
EPC icon
1673
PUT
Edgewell Personal Care
EPC
$1.3B
$576K ﹤0.01%
18,600
– –
SFM icon
1674
PUT
Sprouts Farmers Market
SFM
$8.13B
$575K ﹤0.01%
+29,700
New +$575K
PTON icon
1675
Peloton Interactive
PTON
$2.38B
$573K ﹤0.01%
+20,174
New +$543K
65 66
67
68 69

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.