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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
FITB
426
CALL
Fifth Third Bancorp
FITB
$49.1B
$20M 0.02%
650,300
+240,600
+59% +$7.05M
HAL icon
427
CALL
Halliburton
HAL
$30.9B
$19.8M 0.02%
810,500
+407,600
+101% +$8.59M
EA
428
CALL
DELISTED
Electronic Arts
EA
$19.7M 0.02%
183,300
-117,200
-39% -$11.6M
FSLR icon
429
PUT
First Solar
FSLR
$21.8B
$19.7M 0.02%
351,900
-95,100
-21% -$5.22M
LVS icon
430
Las Vegas Sands
LVS
$28.1B
$19.6M 0.02%
283,202
+234,481
+481% +$14.6M
DHI icon
431
PUT
D.R. Horton
DHI
$38.9B
$19.4M 0.02%
368,400
-317,300
-46% -$16.9M
XLB icon
432
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
$19.4M 0.02%
631,844
+584,638
+1,238% +$17.3M
UNP icon
433
CALL
Union Pacific
UNP
$169B
$19.4M 0.02%
107,300
-121,900
-53% -$20.9M
ISRG icon
434
PUT
Intuitive Surgical
ISRG
$125B
$19.4M 0.02%
+98,400
New +$18.4M
RCL icon
435
PUT
Royal Caribbean
RCL
$69.5B
$19.2M 0.02%
144,000
+109,000
+311% +$12.7M
HAS icon
436
PUT
Hasbro
HAS
$12.5B
$19.1M 0.02%
180,400
+128,200
+246% +$13.3M
HSBC icon
437
PUT
HSBC
HSBC
$360B
$19M 0.02%
486,400
+339,000
+230% +$12.9M
TFC icon
438
PUT
Truist Financial
TFC
$61.3B
$18.9M 0.02%
335,054
+318,054
+1,871% +$17.2M
LLY icon
439
Eli Lilly
LLY
$1T
$18.8M 0.02%
143,098
+48,492
+51% +$5.62M
RTX icon
440
CALL
RTX Corp
RTX
$266B
$18.8M 0.02%
198,943
-41,314
-17% -$3.75M
SNY icon
441
CALL
Sanofi
SNY
$103B
$18.7M 0.02%
372,900
+227,200
+156% +$10.6M
XLP icon
442
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$18.6M 0.02%
295,906
-58,036
-16% -$3.58M
DOCU
443
CALL
DocuSign
DOCU
$12B
$18.6M 0.02%
250,400
+87,200
+53% +$5.99M
PRU icon
444
PUT
Prudential Financial
PRU
$40.6B
$18.3M 0.02%
195,500
+188,100
+2,542% +$17.3M
PXD
445
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$18.3M 0.02%
120,600
-29,500
-20% -$3.93M
PFE icon
446
Pfizer
PFE
$158B
$18.3M 0.02%
491,019
+301,365
+159% +$10.7M
YUM icon
447
PUT
Yum! Brands
YUM
$39.6B
$18.2M 0.02%
181,000
-549,600
-75% -$56.9M
F icon
448
PUT
Ford
F
$53.6B
$18.2M 0.02%
1,959,000
+583,600
+42% +$5.25M
RGLD icon
449
CALL
Royal Gold
RGLD
$22.2B
$18.2M 0.02%
149,000
-13,100
-8% -$1.55M
LNG icon
450
PUT
Cheniere Energy
LNG
$57B
$18.1M 0.02%
296,900
-346,200
-54% -$21.3M
16 17
18
19 20

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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.