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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 | |
|---|---|---|---|---|---|---|
701
PUT
KB Home
KBH
$3.59B
| $7.28M | 0.01% |
402,100
+111,500
| +38% | +$3.57M |
|
702
CALL
Altria Group
MO
$114B
| $7.25M | 0.01% |
187,500
+109,000
| +139% | +$4.84M |
|
703
Lumen
LUMN
$6.44B
| $7.25M | 0.01% |
765,931
+513,438
| +203% | +$6.42M |
|
704
Verizon
VZ
$196B
| $7.23M | 0.01% |
134,610
+66,975
| +99% | +$3.83M |
|
705
CALL
Sanofi
SNY
$104B
| $7.19M | 0.01% |
164,400
-208,500
| -56% | -$9.98M |
|
|
AGN
706
DELISTED
Allergan plc
AGN
| $7.18M | 0.01% |
40,564
+39,937
| +6,370% | +$7.52M |
|
707
Trip.com Group
TCOM
$29.1B
| $7.18M | 0.01% |
306,238
+151,534
| +98% | +$4.72M |
|
708
Edison International
EIX
$26.4B
| $7.18M | 0.01% |
131,025
+129,754
| +10,209% | +$8.99M |
|
709
Elevance Health
ELV
$85.5B
| $7.17M | 0.01% |
31,581
+23,874
| +310% | +$6.51M |
|
710
PUT
Eaton
ETN
$174B
| $7.15M | 0.01% |
92,000
+28,400
| +45% | +$2.6M |
|
711
CALL
Kroger
KR
$34.8B
| $7.15M | 0.01% |
237,300
-4,154,300
| -95% | -$122M |
|
|
GRUB
712
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $7.14M | 0.01% |
87,750
-31,600
| -26% | -$3.11M |
|
713
General Dynamics
GD
$106B
| $7.13M | 0.01% |
53,901
+52,764
| +4,641% | +$8.76M |
|
714
NetApp
NTAP
$37.2B
| $7.06M | 0.01% |
169,387
+148,071
| +695% | +$7.66M |
|
715
Walmart Inc
WMT
$890B
| $7.06M | 0.01% |
186,306
-400,503
| -68% | -$15.4M |
|
716
CALL
Dell
DELL
$293B
| $7.05M | 0.01% |
351,589
+300,883
| +593% | +$6.94M |
|
717
Marathon Petroleum
MPC
$83.7B
| $7.04M | 0.01% |
297,895
+187,263
| +169% | +$8.63M |
|
718
Freeport-McMoran
FCX
$97.5B
| $7.04M | 0.01% |
1,042,186
-233,726
| -18% | -$2.45M |
|
719
CALL
Zscaler
ZS
$27.3B
| $7.03M | 0.01% |
115,400
+1,400
| +1% | +$77.1K |
|
720
CALL
T. Rowe Price
TROW
$24.3B
| $7.01M | 0.01% |
71,800
+1,500
| +2% | +$184K |
|
721
Arista Networks
ANET
$238B
| $7.01M | 0.01% |
553,632
+287,744
| +108% | +$3.74M |
|
722
CALL
Cognizant
CTSH
$26B
| $7M | 0.01% |
150,700
+3,200
| +2% | +$191K |
|
723
Bausch Health
BHC
$2.34B
| $7M | 0.01% |
451,513
+375,819
| +496% | +$9.06M |
|
724
General Motors
GM
$76.8B
| $6.98M | 0.01% |
335,762
+125,276
| +60% | +$3.83M |
|
725
CALL
NextEra Energy
NEE
$177B
| $6.95M | 0.01% |
115,600
+59,600
| +106% | +$3.75M |
|
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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.