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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
PG icon
401
CALL
Procter & Gamble
PG
$331B
$21.5M 0.02%
172,000
-48,000
-22% -$5.87M
YUMC icon
402
CALL
Yum China
YUMC
$14.5B
$21.5M 0.02%
447,400
+438,400
+4,871% +$19.5M
XYZ
403
Block Inc
XYZ
$47.7B
$21.4M 0.02%
342,313
-179,870
-34% -$11.5M
MCD icon
404
CALL
McDonald's
MCD
$179B
$21.4M 0.02%
108,200
-122,200
-53% -$24.2M
EOG icon
405
EOG Resources
EOG
$77.1B
$21.2M 0.02%
253,504
+232,052
+1,082% +$17M
SWKS icon
406
CALL
Skyworks Solutions
SWKS
$11.5B
$21.2M 0.02%
175,000
+70,200
+67% +$6.9M
TIF
407
PUT
DELISTED
Tiffany & Co.
TIF
$21.1M 0.02%
158,200
-443,100
-74% -$52.4M
WMT icon
408
CALL
Walmart Inc
WMT
$840B
$21.1M 0.02%
531,900
-1,898,100
-78% -$75.4M
XLI icon
409
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$21.1M 0.02%
258,600
+178,800
+224% +$14.3M
STZ icon
410
CALL
Constellation Brands
STZ
$20.8B
$21.1M 0.02%
111,000
+14,600
+15% +$2.76M
ABT icon
411
CALL
Abbott
ABT
$182B
$21M 0.02%
242,200
+3,300
+1% +$276K
ORLY icon
412
CALL
O'Reilly Automotive
ORLY
$69.6B
$21M 0.02%
718,500
-112,500
-14% -$3.22M
ABT icon
413
PUT
Abbott
ABT
$182B
$20.9M 0.02%
241,000
+55,600
+30% +$4.66M
HPQ icon
414
CALL
HP
HPQ
$29.2B
$20.9M 0.02%
1,017,500
-264,100
-21% -$5M
TWLO icon
415
CALL
Twilio
TWLO
$34.9B
$20.9M 0.02%
212,700
-60,800
-22% -$6.21M
XLY icon
416
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$20.7M 0.02%
329,400
+163,400
+98% +$9.94M
CPB icon
417
CALL
Campbell Soup
CPB
$6.52B
$20.6M 0.02%
417,500
+207,200
+99% +$9.82M
CVS icon
418
CVS Health
CVS
$122B
$20.6M 0.02%
277,371
-311,203
-53% -$21.9M
SLV icon
419
iShares Silver Trust
SLV
$32.7B
$20.5M 0.02%
1,226,995
+767,800
+167% +$12.4M
SPLK
420
CALL
DELISTED
Splunk Inc
SPLK
$20.4M 0.02%
136,500
+82,900
+155% +$10.9M
XLY icon
421
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$20.3M 0.02%
324,050
+42,040
+15% +$2.56M
HD icon
422
Home Depot
HD
$310B
$20.3M 0.02%
92,801
-20,868
-18% -$4.73M
ABBV icon
423
CALL
AbbVie
ABBV
$443B
$20.2M 0.02%
228,000
+62,800
+38% +$5.21M
RCL icon
424
Royal Caribbean
RCL
$69.5B
$20.1M 0.02%
150,299
+123,270
+456% +$14.4M
NUE icon
425
CALL
Nucor
NUE
$58.5B
$20M 0.02%
355,700
+100,300
+39% +$5.47M
15 16
17
18 19

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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.