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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
UNH icon
126
PUT
UnitedHealth
UNH
$353B
$93.5M 0.11%
318,000
+222,900
+234% +$58.3M
WYNN icon
127
CALL
Wynn Resorts
WYNN
$9.29B
$93.4M 0.11%
672,400
+415,800
+162% +$50.6M
IEF icon
128
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$92.4M 0.11%
838,306
+529,479
+171% +$59M
MCD icon
129
PUT
McDonald's
MCD
$179B
$91.2M 0.11%
461,500
+15,000
+3% +$2.98M
XLF icon
130
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54B
$90.9M 0.1%
2,954,100
+693,200
+31% +$20.3M
XYZ
131
CALL
Block Inc
XYZ
$47.7B
$90.6M 0.1%
1,448,400
+567,900
+64% +$36.3M
JD icon
132
CALL
JD.com
JD
$36.5B
$90.4M 0.1%
2,567,100
+52,600
+2% +$1.7M
T icon
133
PUT
AT&T
T
$172B
$89.8M 0.1%
3,043,479
+61,699
+2% +$1.78M
DE icon
134
CALL
Deere & Co
DE
$183B
$89.6M 0.1%
517,300
-292,000
-36% -$50.3M
ATVI
135
PUT
DELISTED
Activision Blizzard
ATVI
$89.1M 0.1%
1,499,600
+85,100
+6% +$4.71M
NKE icon
136
CALL
Nike
NKE
$55.4B
$88.1M 0.1%
869,900
+351,600
+68% +$33.1M
CSCO icon
137
CALL
Cisco
CSCO
$431B
$88M 0.1%
1,835,700
-526,400
-22% -$24.5M
CMG icon
138
CALL
Chipotle Mexican Grill
CMG
$45.6B
$87.1M 0.1%
5,200,000
-5,665,000
-52% -$90.9M
META icon
139
Meta Platforms (Facebook)
META
$1.66T
$86.9M 0.1%
423,584
-207,725
-33% -$40.2M
GE icon
140
CALL
GE Aerospace
GE
$338B
$86.6M 0.1%
1,556,720
+662,864
+74% +$34.2M
BKNG icon
141
Booking.com
BKNG
$130B
$86.5M 0.1%
1,053,100
+305,475
+41% +$24M
ORCL icon
142
PUT
Oracle
ORCL
$466B
$86.2M 0.1%
1,626,800
-5,400
-0.3% -$297K
PANW icon
143
PUT
Palo Alto Networks
PANW
$273B
$86.1M 0.1%
2,234,400
+1,149,000
+106% +$43.5M
UAL icon
144
CALL
United Airlines
UAL
$34.8B
$84.9M 0.1%
963,700
+501,600
+109% +$45M
LOW icon
145
CALL
Lowe's Companies
LOW
$111B
$84.6M 0.1%
706,600
+145,600
+26% +$16.6M
XOP icon
146
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$84.4M 0.1%
890,125
+255,100
+40% +$22.1M
WYNN icon
147
PUT
Wynn Resorts
WYNN
$9.29B
$82.3M 0.1%
593,000
+184,000
+45% +$22.4M
CFXA
148
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$82.2M 0.09%
520,733
+108,511
+26% +$15.6M
DIA icon
149
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$82M 0.09%
287,600
-1,427,000
-83% -$393M
C icon
150
Citigroup
C
$231B
$81.7M 0.09%
1,022,970
+690,214
+207% +$51M
4 5
6
7 8

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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.