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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 | |
|---|---|---|---|---|---|---|
576
CALL
Cigna
CI
$74.6B
| $10.6M | 0.01% |
59,700
-54,200
| -48% | -$10.5M |
|
577
PUT
Lumen
LUMN
$6.44B
| $10.6M | 0.01% |
1,118,000
+355,200
| +47% | +$4.44M |
|
578
PUT
United Rentals
URI
$72.4B
| $10.5M | 0.01% |
102,300
-101,500
| -50% | -$13.5M |
|
|
DOCU
579
PUT
DocuSign
DOCU
$11.5B
| $10.5M | 0.01% |
113,600
-58,800
| -34% | -$4.73M |
|
580
PUT
Emerson Electric
EMR
$88.3B
| $10.5M | 0.01% |
219,600
+105,500
| +92% | +$6.95M |
|
581
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $10.4M | 0.01% |
+100,000
| New | +$10.4M |
|
582
ConocoPhillips
COP
$141B
| $10.4M | 0.01% |
337,724
+143,574
| +74% | +$7.3M |
|
583
Nike
NKE
$61.9B
| $10.4M | 0.01% |
125,519
-125,117
| -50% | -$11.6M |
|
584
PUT
Invesco Senior Loan ETF
BKLN
$6.74B
| $10.4M | 0.01% |
507,000
-680,000
| -57% | -$14.8M |
|
585
AbbVie
ABBV
$435B
| $10.4M | 0.01% |
136,029
+121,555
| +840% | +$10.4M |
|
586
CALL
US Bancorp
USB
$99.6B
| $10.4M | 0.01% |
300,800
+94,300
| +46% | +$4.55M |
|
587
PUT
Best Buy
BBY
$17.3B
| $10.3M | 0.01% |
181,500
-90,800
| -33% | -$7.2M |
|
588
PUT
Marathon Petroleum
MPC
$83.7B
| $10.3M | 0.01% |
436,600
-499,100
| -53% | -$23M |
|
589
CALL
American International
AIG
$41.3B
| $10.3M | 0.01% |
424,930
+73,500
| +21% | +$3.15M |
|
590
CALL
Copart
CPRT
$27.5B
| $10.3M | 0.01% |
+600,000
| New | +$13.4M |
|
|
ICPT
591
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $10.2M | 0.01% |
162,600
+152,600
| +1,526% | +$13.7M |
|
|
XLNX
592
CALL
DELISTED
Xilinx Inc
XLNX
| $10.2M | 0.01% |
131,300
-103,000
| -44% | -$8.97M |
|
593
PUT
STAAR Surgical
STAA
$1.21B
| $10.2M | 0.01% |
317,200
+32,200
| +11% | +$1.09M |
|
594
PUT
AB InBev
BUD
$165B
| $10.2M | 0.01% |
231,400
+170,700
| +281% | +$11.1M |
|
|
HUYA
595
PUT
Huya Inc
HUYA
$558M
| $10.2M | 0.01% |
+600,000
| New | +$11.1M |
|
596
CALL
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $10.1M | 0.01% |
251,600
-788,000
| -76% | -$36M |
|
597
CALL
Shopify
SHOP
$195B
| $10.1M | 0.01% |
242,000
+177,000
| +272% | +$7.98M |
|
598
CALL
Bilibili
BILI
$7.84B
| $10.1M | 0.01% |
+430,300
| New | +$10.4M |
|
599
PUT
Pinterest
PINS
$13.4B
| $10.1M | 0.01% |
652,600
+633,000
| +3,230% | +$12.3M |
|
600
American Express
AXP
$230B
| $10.1M | 0.01% |
117,620
+37,892
| +48% | +$4.41M |
|
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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.