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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 | |
|---|---|---|---|---|---|---|
551
CALL
iShares Biotechnology ETF
IBB
$9.71B
| $11.3M | 0.01% |
104,500
+1,400
| +1% | +$161K |
|
552
NextEra Energy
NEE
$177B
| $11.2M | 0.01% |
186,944
+90,872
| +95% | +$5.71M |
|
553
PUT
Sea Limited
SE
$69.5B
| $11.2M | 0.01% |
253,700
+29,600
| +13% | +$1.33M |
|
554
PUT
GDS Holdings
GDS
$6.41B
| $11.2M | 0.01% |
193,300
+187,600
| +3,291% | +$10.5M |
|
555
PUT
Blackstone
BX
$110B
| $11.1M | 0.01% |
244,400
-790,800
| -76% | -$43.7M |
|
|
SPLK
556
DELISTED
Splunk Inc
SPLK
| $11.1M | 0.01% |
87,799
+56,795
| +183% | +$8.36M |
|
|
CTXS
557
DELISTED
Citrix Systems Inc
CTXS
| $11M | 0.01% |
78,041
-20,242
| -21% | -$2.41M |
|
558
PUT
Biogen
BIIB
$30.7B
| $11M | 0.01% |
34,900
-68,500
| -66% | -$20.8M |
|
559
CALL
RTX Corp
RTX
$301B
| $11M | 0.01% |
186,018
-12,925
| -6% | -$1.09M |
|
560
PUT
Cognizant
CTSH
$26B
| $11M | 0.01% |
236,700
+213,100
| +903% | +$12.7M |
|
561
PUT
Bausch Health
BHC
$2.34B
| $11M | 0.01% |
707,600
-750,800
| -51% | -$18.1M |
|
562
PUT
Zoom
ZM
$30.6B
| $11M | 0.01% |
+75,000
| New | +$7.4M |
|
563
PUT
NetApp
NTAP
$37.2B
| $10.8M | 0.01% |
259,800
+145,700
| +128% | +$7.53M |
|
564
PUT
D.R. Horton
DHI
$42.3B
| $10.8M | 0.01% |
316,900
-51,500
| -14% | -$2.68M |
|
565
PUT
Monster Beverage
MNST
$88.5B
| $10.7M | 0.01% |
380,800
+239,800
| +170% | +$7.71M |
|
566
PUT
Edwards Lifesciences
EW
$51.7B
| $10.7M | 0.01% |
170,100
+132,900
| +357% | +$9.58M |
|
567
Medtronic
MDT
$112B
| $10.7M | 0.01% |
118,642
-11,014
| -8% | -$1.17M |
|
568
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $10.7M | 0.01% |
474,200
+437,400
| +1,189% | +$12M |
|
|
LK
569
CALL
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $10.7M | 0.01% |
392,400
+139,100
| +55% | +$5.12M |
|
570
CALL
Virgin Galactic
SPCE
$398M
| $10.7M | 0.01% |
36,055
+26,615
| +282% | +$10.1M |
|
571
Under Armour
UAA
$2.6B
| $10.6M | 0.01% |
1,155,942
+1,106,001
| +2,215% | +$17.8M |
|
|
FISV
572
PUT
Fiserv Inc
FISV
$27.9B
| $10.6M | 0.01% |
112,000
+59,020
| +111% | +$6.56M |
|
|
DOCU
573
CALL
DocuSign
DOCU
$11.5B
| $10.6M | 0.01% |
115,100
-135,300
| -54% | -$10.9M |
|
574
CALL
Stanley Black & Decker
SWK
$15.7B
| $10.6M | 0.01% |
106,000
+6,000
| +6% | +$857K |
|
575
PUT
Kroger
KR
$34.8B
| $10.6M | 0.01% |
351,800
-1,447,300
| -80% | -$42.5M |
|
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HF
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.