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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
JNJ icon
101
PUT
Johnson & Johnson
JNJ
$647B
$119M 0.14%
818,900
+471,200
+136% +$63.9M
TGT icon
102
PUT
Target
TGT
$72.4B
$118M 0.14%
920,100
-530,900
-37% -$62.3M
NKE icon
103
PUT
Nike
NKE
$55.2B
$113M 0.13%
1,110,500
+405,500
+58% +$38.2M
TLT icon
104
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$112M 0.13%
828,500
-837,000
-50% -$117M
LQD icon
105
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$112M 0.13%
872,700
-956,900
-52% -$122M
LOW icon
106
PUT
Lowe's Companies
LOW
$111B
$111M 0.13%
930,800
-68,400
-7% -$7.82M
HD icon
107
PUT
Home Depot
HD
$310B
$109M 0.13%
500,800
-393,400
-44% -$89.1M
UAL icon
108
PUT
United Airlines
UAL
$34.8B
$109M 0.13%
1,232,100
+421,800
+52% +$37.9M
JD icon
109
PUT
JD.com
JD
$36.5B
$106M 0.12%
3,022,400
+368,600
+14% +$11.9M
PYPL icon
110
CALL
PayPal
PYPL
$45B
$106M 0.12%
982,300
-313,000
-24% -$32.6M
GOOGL icon
111
Alphabet (Google) Class A
GOOGL
$4.04T
$106M 0.12%
1,579,440
+894,760
+131% +$57.7M
BA icon
112
Boeing
BA
$164B
$103M 0.12%
316,589
+265,267
+517% +$93.9M
VZ icon
113
CALL
Verizon
VZ
$207B
$103M 0.12%
1,673,600
-211,600
-11% -$12.8M
SNAP icon
114
CALL
Snap
SNAP
$9.06B
$102M 0.12%
6,216,800
+1,871,000
+43% +$27.5M
EWJ icon
115
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
$101M 0.12%
1,697,200
-79,400
-4% -$4.68M
V icon
116
CALL
Visa
V
$687B
$100M 0.12%
534,800
-95,500
-15% -$17.2M
CMG icon
117
PUT
Chipotle Mexican Grill
CMG
$45.9B
$99.6M 0.11%
5,950,000
-4,145,000
-41% -$66.5M
PEP icon
118
PUT
PepsiCo
PEP
$187B
$99M 0.11%
724,000
+201,300
+39% +$27.4M
XLU icon
119
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
$98.6M 0.11%
3,050,200
+2,464,400
+421% +$78.3M
TSLA icon
120
CALL
Tesla
TSLA
$1.46T
$98.2M 0.11%
3,522,000
-165,000
-4% -$3.58M
SBUX icon
121
PUT
Starbucks
SBUX
$115B
$97.7M 0.11%
1,111,000
+599,000
+117% +$51.1M
CSCO icon
122
PUT
Cisco
CSCO
$431B
$97.5M 0.11%
2,033,000
+766,200
+60% +$35.6M
DIS icon
123
PUT
Walt Disney
DIS
$181B
$94.9M 0.11%
656,000
-13,200
-2% -$1.84M
DE icon
124
PUT
Deere & Co
DE
$182B
$94.6M 0.11%
546,100
-230,000
-30% -$39.6M
GS icon
125
CALL
Goldman Sachs
GS
$300B
$94.4M 0.11%
410,700
-99,600
-20% -$21.6M
3 4
5
6 7

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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.