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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
AYX
1276
CALL
DELISTED
Alteryx Inc
AYX
$1.86M ﹤0.01%
18,600
+13,800
+288% +$1.4M
HOG icon
1277
CALL
Harley-Davidson
HOG
$2.78B
$1.86M ﹤0.01%
50,000
+23,500
+89% +$875K
PS
1278
CALL
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$1.86M ﹤0.01%
+108,000
New +$1.84M
PS
1279
PUT
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$1.86M ﹤0.01%
+108,000
New +$1.84M
CTXS
1280
PUT
DELISTED
Citrix Systems Inc
CTXS
$1.85M ﹤0.01%
16,700
+6,600
+65% +$710K
LPSN
1281
CALL
DELISTED
LivePerson
LPSN
$1.85M ﹤0.01%
3,333
+1,000
+43% +$574K
PTON icon
1282
CALL
Peloton Interactive
PTON
$2.22B
$1.85M ﹤0.01%
+65,000
New +$1.75M
KWEB icon
1283
KraneShares CSI China Internet ETF
KWEB
$4.78B
$1.84M ﹤0.01%
37,866
+20,622
+120% +$943K
IEF icon
1284
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$1.84M ﹤0.01%
16,700
+15,000
+882% +$1.67M
SU icon
1285
PUT
Suncor Energy
SU
$80.7B
$1.84M ﹤0.01%
56,000
-16,300
-23% -$509K
TMX
1286
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
$1.84M ﹤0.01%
+47,500
New +$2.02M
NCLH icon
1287
PUT
Norwegian Cruise Line
NCLH
$6.82B
$1.83M ﹤0.01%
+31,400
New +$1.66M
DBX icon
1288
PUT
Dropbox
DBX
$7.52B
$1.83M ﹤0.01%
102,100
+8,700
+9% +$164K
DUK icon
1289
CALL
Duke Energy
DUK
$93.9B
$1.82M ﹤0.01%
20,000
-80,000
-80% -$7.33M
ALLY icon
1290
PUT
Ally Financial
ALLY
$12.7B
$1.82M ﹤0.01%
59,600
+1,300
+2% +$40.6K
SF
1291
CALL
Stifel
SF
$12.2B
$1.82M ﹤0.01%
67,500
– –
WORK
1292
PUT
DELISTED
Slack Technologies, Inc.
WORK
$1.8M ﹤0.01%
+80,000
New +$1.78M
WB icon
1293
PUT
Weibo
WB
$1.63B
$1.79M ﹤0.01%
38,600
-92,900
-71% -$4.35M
HAYN
1294
CALL
DELISTED
Haynes International, Inc.
HAYN
$1.79M ﹤0.01%
+50,000
New +$1.8M
NUAN
1295
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$1.78M ﹤0.01%
100,000
-15,500
-13% -$257K
S
1296
PUT
DELISTED
Sprint Corporation
S
$1.78M ﹤0.01%
340,700
+334,500
+5,395% +$1.96M
NSC icon
1297
PUT
Norfolk Southern
NSC
$72.6B
$1.77M ﹤0.01%
9,100
-2,600
-22% -$488K
UCTT
1298
PUT
Ultra Clean Holdings
UCTT
$3.4B
$1.76M ﹤0.01%
+75,000
New +$1.52M
TLRY icon
1299
CALL
Tilray
TLRY
$579M
$1.75M ﹤0.01%
10,240
– –
WAB icon
1300
CALL
Wabtec
WAB
$47.4B
$1.75M ﹤0.01%
+22,500
New +$1.67M
50 51
52
53 54

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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.