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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
MET icon
201
CALL
MetLife
MET
$60.8B
$54.8M 0.06%
1,074,800
-108,800
-9% -$5.25M
RACE icon
202
CALL
Ferrari
RACE
$70.7B
$54.7M 0.06%
330,500
-97,100
-23% -$15.7M
PFE icon
203
PUT
Pfizer
PFE
$158B
$54.5M 0.06%
1,465,692
-365,422
-20% -$13M
SBUX icon
204
CALL
Starbucks
SBUX
$114B
$54M 0.06%
614,000
+107,500
+21% +$9.17M
PEP icon
205
CALL
PepsiCo
PEP
$187B
$53.5M 0.06%
391,500
+102,100
+35% +$13.9M
NFLX icon
206
Netflix
NFLX
$317B
$53M 0.06%
1,638,590
-1,376,720
-46% -$40.8M
HDB icon
207
CALL
HDFC Bank
HDB
$113B
$52.6M 0.06%
+1,660,000
New +$50.6M
WDC icon
208
PUT
Western Digital
WDC
$174B
$52.2M 0.06%
1,088,035
-378,643
-26% -$15.8M
ADI icon
209
PUT
Analog Devices
ADI
$177B
$52.2M 0.06%
439,000
-86,100
-16% -$9.7M
KR icon
210
PUT
Kroger
KR
$34.6B
$52.2M 0.06%
1,799,100
-217,300
-11% -$5.76M
CRM icon
211
PUT
Salesforce
CRM
$201B
$51.3M 0.06%
315,100
-44,900
-12% -$7.04M
INTC icon
212
Intel
INTC
$562B
$49.8M 0.06%
832,680
+220,229
+36% +$12.3M
CBRL icon
213
CALL
Cracker Barrel
CBRL
$1.14B
$49.7M 0.06%
+323,500
New +$50.9M
RH icon
214
CALL
RH
RH
$2.64B
$49.5M 0.06%
232,100
-140,900
-38% -$27.5M
XBI icon
215
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$49.4M 0.06%
519,100
+73,800
+17% +$6.38M
PM icon
216
PUT
Philip Morris
PM
$289B
$49.4M 0.06%
580,000
+212,300
+58% +$17.5M
STZ icon
217
PUT
Constellation Brands
STZ
$20.8B
$49.2M 0.06%
259,500
+117,600
+83% +$22.2M
SBUX icon
218
Starbucks
SBUX
$114B
$49.1M 0.06%
558,921
+210,227
+60% +$17.9M
KO icon
219
PUT
Coca-Cola
KO
$377B
$49M 0.06%
886,000
-525,000
-37% -$28.2M
SPLK
220
PUT
DELISTED
Splunk Inc
SPLK
$48.6M 0.06%
324,700
+183,500
+130% +$24.1M
XLP icon
221
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$48M 0.06%
761,800
+486,100
+176% +$29.9M
XLK icon
222
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
$47.7M 0.06%
1,039,600
+106,200
+11% +$4.55M
PG icon
223
PUT
Procter & Gamble
PG
$331B
$47.6M 0.05%
381,200
+60,600
+19% +$7.41M
BHP icon
224
CALL
BHP
BHP
$234B
$47.6M 0.05%
974,373
+430,464
+79% +$19.6M
SPOT icon
225
PUT
Spotify
SPOT
$108B
$47M 0.05%
314,100
-28,500
-8% -$3.91M
7 8
9
10 11

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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.