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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
AVGO icon
51
PUT
Broadcom
AVGO
$1.73T
$275M 0.32%
8,702,000
+694,000
+9% +$21.1M
LQD icon
52
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$249M 0.29%
1,945,000
+1,751,000
+903% +$223M
GOOGL icon
53
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
$248M 0.29%
3,696,000
-2,964,000
-45% -$191M
MU icon
54
CALL
Micron Technology
MU
$1.16T
$246M 0.28%
4,568,300
-1,005,600
-18% -$48M
MRK icon
55
PUT
Merck
MRK
$366B
$241M 0.28%
2,771,541
+2,235,699
+417% +$184M
INTC icon
56
CALL
Intel
INTC
$561B
$238M 0.27%
3,980,000
+645,100
+19% +$36.1M
WFC icon
57
PUT
Wells Fargo
WFC
$272B
$238M 0.27%
4,425,600
+1,892,400
+75% +$99.1M
CAT icon
58
CALL
Caterpillar
CAT
$376B
$236M 0.27%
1,599,500
+610,900
+62% +$85.3M
GOOG icon
59
CALL
Alphabet (Google) Class C
GOOG
$4.01T
$235M 0.27%
3,520,000
-3,664,000
-51% -$236M
QCOM icon
60
CALL
Qualcomm
QCOM
$188B
$231M 0.27%
2,613,200
+694,500
+36% +$58.1M
NVDA icon
61
NVIDIA
NVDA
$5.41T
$225M 0.26%
38,317,440
+27,222,760
+245% +$142M
MRK icon
62
CALL
Merck
MRK
$366B
$213M 0.25%
2,449,386
+1,928,006
+370% +$158M
JPM icon
63
PUT
JPMorgan Chase
JPM
$945B
$207M 0.24%
1,484,300
-380,600
-20% -$48.8M
JNJ icon
64
CALL
Johnson & Johnson
JNJ
$647B
$206M 0.24%
1,415,000
+262,800
+23% +$35.6M
MS icon
65
PUT
Morgan Stanley
MS
$339B
$180M 0.21%
3,518,200
+999,900
+40% +$47.3M
C icon
66
CALL
Citigroup
C
$232B
$178M 0.21%
2,228,700
+338,800
+18% +$25M
T icon
67
CALL
AT&T
T
$173B
$177M 0.2%
5,998,250
+3,902,888
+186% +$113M
JPM icon
68
CALL
JPMorgan Chase
JPM
$945B
$177M 0.2%
1,266,500
-84,200
-6% -$10.8M
EFA icon
69
CALL
iShares MSCI EAFE ETF
EFA
$78.8B
$175M 0.2%
2,520,300
-5,226,500
-67% -$353M
AMAT icon
70
PUT
Applied Materials
AMAT
$372B
$174M 0.2%
2,856,000
+22,800
+0.8% +$1.28M
AMZN icon
71
Amazon
AMZN
$2.72T
$171M 0.2%
1,854,640
+149,740
+9% +$13.3M
BA icon
72
CALL
Boeing
BA
$164B
$169M 0.19%
517,700
-16,300
-3% -$5.77M
TLT icon
73
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$168M 0.19%
1,240,800
+379,000
+44% +$52.8M
AMGN icon
74
PUT
Amgen
AMGN
$212B
$167M 0.19%
694,600
+238,800
+52% +$52.6M
IBM icon
75
PUT
IBM
IBM
$224B
$167M 0.19%
1,302,793
-221,438
-15% -$28.8M
1 2
3
4 5

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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.