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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 | |
|---|---|---|---|---|---|---|
626
AGNC Investment
AGNC
$12.9B
| $9.23M | 0.01% |
872,755
+872,707
| +1,818,140% | +$14.6M |
|
627
CALL
STAAR Surgical
STAA
$1.21B
| $9.19M | 0.01% |
285,000
-78,800
| -22% | -$2.66M |
|
|
DISH
628
PUT
DELISTED
DISH Network Corp.
DISH
| $9.17M | 0.01% |
458,600
+193,700
| +73% | +$6.28M |
|
629
PUT
Carvana
CVNA
$77.9B
| $9.16M | 0.01% |
831,500
+364,500
| +78% | +$5.64M |
|
|
AVYA
630
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $9.16M | 0.01% |
1,132,000
+984,500
| +667% | +$11.7M |
|
631
PUT
Vulcan Materials
VMC
$36.9B
| $9.07M | 0.01% |
83,900
-168,200
| -67% | -$21.5M |
|
632
CALL
Enphase Energy
ENPH
$5.53B
| $9.05M | 0.01% |
280,500
+143,200
| +104% | +$5.4M |
|
633
CALL
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.31B
| $9.04M | 0.01% |
+95,400
| New | +$10M |
|
634
PUT
Southern Company
SO
$107B
| $8.99M | 0.01% |
166,100
+114,400
| +221% | +$7.25M |
|
635
Knight Transportation
KNX
$11.4B
| $8.95M | 0.01% |
272,815
-94,663
| -26% | -$3.35M |
|
|
636
PUT
Enphase Energy
ENPH
$5.53B
| $8.89M | 0.01% |
275,400
+254,700
| +1,230% | +$9.6M |
|
637
CALL
AutoZone
AZO
$51.1B
| $8.89M | 0.01% |
10,500
-3,300
| -24% | -$3.43M |
|
638
RH
RH
$3.71B
| $8.87M | 0.01% |
88,300
-30,027
| -25% | -$5.6M |
|
639
Skyworks Solutions
SWKS
$10.6B
| $8.85M | 0.01% |
99,042
+73,416
| +286% | +$7.84M |
|
|
SCHW
640
PUT
Charles Schwab
SCHW
$187B
| $8.79M | 0.01% |
261,600
-117,700
| -31% | -$4.94M |
|
641
Marriott International
MAR
$92.3B
| $8.78M | 0.01% |
117,313
+87,307
| +291% | +$10.9M |
|
642
CALL
Sea Limited
SE
$69.5B
| $8.74M | 0.01% |
197,300
-178,700
| -48% | -$8.01M |
|
|
ALXN
643
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $8.72M | 0.01% |
97,100
+58,800
| +154% | +$5.77M |
|
644
D.R. Horton
DHI
$42.3B
| $8.71M | 0.01% |
256,050
+212,250
| +485% | +$11M |
|
|
645
CALL
RH
RH
$3.71B
| $8.66M | 0.01% |
86,300
-145,800
| -63% | -$27.2M |
|
646
CALL
Truist Financial
TFC
$64B
| $8.66M | 0.01% |
280,700
-359,944
| -56% | -$17M |
|
647
CALL
Microchip Technology
MCHP
$46B
| $8.65M | 0.01% |
255,000
+166,000
| +187% | +$7.81M |
|
648
Royal Caribbean
RCL
$85.6B
| $8.57M | 0.01% |
266,303
+116,004
| +77% | +$10.6M |
|
649
Spotify
SPOT
$100B
| $8.57M | 0.01% |
70,543
+56,571
| +405% | +$8.01M |
|
650
PUT
Clorox
CLX
$12.7B
| $8.54M | 0.01% |
49,300
+38,100
| +340% | +$6.29M |
|
Similar funds
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.