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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-17.35%
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
$77.8B
AUM Growth
-$8.84B
(-10%)
Cap. Flow
+$7.56B
Cap. Flow
% of AUM
9.71%
Top 10 Holdings %
Top 10 Hldgs %
42.33%
Holding
2,937
New
511
Increased
992
Reduced
821
Closed
514
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$236M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$187M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$164M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$157M |
| 5 |
Palo Alto Networks
PANW
|
+$152M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$413M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$214M |
| 3 |
NVIDIA
NVDA
|
+$144M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$66.8M |
| 5 |
Fidelity National Information Services
FIS
|
+$44.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.68% |
| 2 | Consumer Discretionary | 1.59% |
| 3 | Communication Services | 1.42% |
| 4 | Industrials | 0.74% |
| 5 | Financials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
476
PUT
CME Group
CME
$94.8B
| $14.1M | 0.02% |
81,800
+42,000
| +106% | +$8.36M |
|
|
DCUE
477
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
| $14.1M | 0.02% |
72,709
-66,017
| -48% | -$6.88M |
|
478
PUT
Sherwin-Williams
SHW
$89.8B
| $14.1M | 0.02% |
91,800
+37,800
| +70% | +$6.82M |
|
479
PUT
Vale
VALE
$62.6B
| $14M | 0.02% |
1,693,800
-845,200
| -33% | -$9.2M |
|
480
Analog Devices
ADI
$190B
| $14M | 0.02% |
155,620
+88,516
| +132% | +$9.68M |
|
|
CYBR
481
DELISTED
CyberArk
CYBR
| $13.9M | 0.02% |
162,725
+162,345
| +42,722% | +$18.7M |
|
482
PUT
Under Armour
UAA
$2.6B
| $13.9M | 0.02% |
1,510,100
+997,100
| +194% | +$16M |
|
|
SCHW
483
CALL
Charles Schwab
SCHW
$187B
| $13.9M | 0.02% |
413,400
+210,900
| +104% | +$8.85M |
|
|
SPLK
484
CALL
DELISTED
Splunk Inc
SPLK
| $13.9M | 0.02% |
110,000
-26,500
| -19% | -$3.9M |
|
485
PUT
Viatris
VTRS
$18.9B
| $13.9M | 0.02% |
929,800
-288,300
| -24% | -$5.52M |
|
486
NXP Semiconductors
NXPI
$60.4B
| $13.8M | 0.02% |
166,887
+69,069
| +71% | +$8.1M |
|
487
CALL
Ulta Beauty
ULTA
$24.3B
| $13.8M | 0.02% |
78,600
+12,700
| +19% | +$3.17M |
|
488
ServiceNow
NOW
$129B
| $13.8M | 0.02% |
240,915
-148,885
| -38% | -$9.31M |
|
489
PUT
HCA Healthcare
HCA
$89.5B
| $13.7M | 0.02% |
152,900
+147,400
| +2,680% | +$19.1M |
|
490
PUT
Dollar Tree
DLTR
$25.2B
| $13.7M | 0.02% |
187,100
+1,900
| +1% | +$162K |
|
491
CALL
American Electric Power
AEP
$68.4B
| $13.7M | 0.02% |
171,600
+157,800
| +1,143% | +$14.9M |
|
492
PUT
Seagate
STX
$184B
| $13.7M | 0.02% |
281,000
-503,500
| -64% | -$26.9M |
|
493
PUT
iShares MSCI Mexico ETF
EWW
$1.92B
| $13.7M | 0.02% |
482,600
+226,700
| +89% | +$9.45M |
|
494
PUT
Shopify
SHOP
$195B
| $13.7M | 0.02% |
328,000
+232,000
| +242% | +$10.5M |
|
495
CALL
Marathon Petroleum
MPC
$83.7B
| $13.6M | 0.02% |
576,800
-1,550,100
| -73% | -$71.4M |
|
496
CALL
Blackrock
BLK
$176B
| $13.6M | 0.02% |
30,900
+22,800
| +281% | +$11.2M |
|
497
PUT
Petrobras
PBR
$116B
| $13.6M | 0.02% |
2,466,800
+293,300
| +13% | +$3.5M |
|
498
PUT
CSX Corp
CSX
$93.1B
| $13.5M | 0.02% |
704,400
-506,700
| -42% | -$11.8M |
|
499
CALL
SLB Ltd
SLB
$75B
| $13.4M | 0.02% |
997,000
+358,500
| +56% | +$10.4M |
|
500
CALL
Northrop Grumman
NOC
$81.2B
| $13.4M | 0.02% |
44,200
-66,500
| -60% | -$23.1M |
|
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Parallax Volatility Advisers's Q1 2020 Portfolio in Review
As of Q1 2020, Parallax Volatility Advisers held 2,937 positions worth $77.8B, down 10% from $86.7B the previous quarter. Its ten largest holdings account for 42% of the portfolio.
Parallax Volatility Advisers deployed $7.56B of net new capital in Q1 2020, opening 511 new positions and adding to 992 existing holdings. Its largest new stake was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6: 971,812 shares worth $109M.
By sector, the portfolio is most concentrated in Technology at 2.7% of assets, up from 1.7% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $413M trimmed.
- Parallax Volatility Advisers's largest Q1 2020 buy was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6: 971,812 shares worth $109M.
- Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q1 2020, an estimated $236M increase.
- Parallax Volatility Advisers's biggest Q1 2020 reduction was Invesco QQQ Trust, cutting an estimated $413M.
- Parallax Volatility Advisers fully exited Change Healthcare Inc. Tangible Equity Units in Q1 2020, selling an estimated $39.4M.
- Parallax Volatility Advisers's ten largest holdings make up 42% of its $77.8B portfolio in Q1 2020.
- Parallax Volatility Advisers opened 511 new positions and closed 514 in Q1 2020.
- Parallax Volatility Advisers's portfolio value fell 10% quarter-over-quarter to $77.8B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2020, filed 15 May 2020.