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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+12.46%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$86.7B
AUM Growth
-$2.25B
Cap. Flow
-$11.4B
Cap. Flow %
-13.16%
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 Technology 1.7%
2 Consumer Discretionary 1.09%
3 Communication Services 0.67%
4 Industrials 0.49%
5 Financials 0.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SREV
1776
PUT
DELISTED
ServiceSource International, Inc.
SREV
$418K ﹤0.01%
250,000
– –
RDS.A
1777
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$418K ﹤0.01%
7,100
-17,000
-71% -$993K
HIBB
1778
DELISTED
Hibbett, Inc. Common Stock
HIBB
$418K ﹤0.01%
+14,904
New +$378K
VNO icon
1779
Vornado Realty Trust
VNO
$7.27B
$417K ﹤0.01%
+6,277
New +$406K
GME icon
1780
GameStop
GME
$8.63B
$415K ﹤0.01%
273,124
+190,736
+232% +$280K
CPRI icon
1781
Capri Holdings
CPRI
$1.72B
$414K ﹤0.01%
10,856
-115,067
-91% -$3.97M
JE
1782
DELISTED
Just Energy Group Inc
JE
$414K ﹤0.01%
7,461
-4,703
-39% -$338K
MTSI icon
1783
CALL
MACOM Technology Solutions
MTSI
$23B
$412K ﹤0.01%
15,500
– –
BMY.RT
1784
PUT
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$411K ﹤0.01%
+136,500
New +$355K
AKS
1785
CALL
DELISTED
AK Steel Holding Corp
AKS
$411K ﹤0.01%
125,000
– –
FOXA icon
1786
Fox Class A
FOXA
$25.9B
$410K ﹤0.01%
11,065
-26,773
-71% -$917K
GGAL icon
1787
CALL
Galicia Financial Group
GGAL
$7.51B
$410K ﹤0.01%
25,400
-9,300
-27% -$123K
TAP icon
1788
Molson Coors Class B
TAP
$7.95B
$410K ﹤0.01%
7,598
+6,227
+454% +$335K
ASUR icon
1789
CALL
Asure Software
ASUR
$252M
$409K ﹤0.01%
+50,000
New +$417K
ASUR icon
1790
PUT
Asure Software
ASUR
$252M
$409K ﹤0.01%
+50,000
New +$417K
CSIQ icon
1791
Canadian Solar
CSIQ
$1.05B
$408K ﹤0.01%
18,466
-96,600
-84% -$1.75M
AAN.A
1792
DELISTED
The Aaron's Company Inc Class A
AAN.A
$404K ﹤0.01%
7,082
+959
+16% +$54.7K
QSR icon
1793
CALL
Restaurant Brands International
QSR
$25.3B
$403K ﹤0.01%
6,300
-72,300
-92% -$4.84M
SNPS icon
1794
PUT
Synopsys
SNPS
$77.7B
$403K ﹤0.01%
2,900
-18,500
-86% -$2.54M
ACB
1795
Aurora Cannabis
ACB
$185M
$398K ﹤0.01%
1,536
+1,497
+3,838% +$558K
CXO
1796
DELISTED
CONCHO RESOURCES INC.
CXO
$398K ﹤0.01%
4,542
+2,608
+135% +$188K
TRP icon
1797
TC Energy
TRP
$66.6B
$395K ﹤0.01%
+7,411
New +$380K
OLLI icon
1798
Ollie's Bargain Outlet
OLLI
$4.71B
$394K ﹤0.01%
6,037
+1,329
+28% +$84.2K
SIG icon
1799
CALL
Signet Jewelers
SIG
$3.65B
$394K ﹤0.01%
18,200
-3,700
-17% -$65.7K
AGNC icon
1800
PUT
AGNC Investment
AGNC
$12.6B
$390K ﹤0.01%
22,100
-186,400
-89% -$3.17M
70 71
72
73 74

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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 withdrew a net $11.4B in Q4 2019, closing 399 positions and reducing 804 holdings. Its most notable exit was Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A, an estimated $16.4M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.81% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Fidelity National Information Services worth $46.8M.

  • 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.