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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 | |
|---|---|---|---|---|---|---|
876
CALL
Hyatt Hotels
H
$16.7B
| $4.53M | 0.01% |
+94,600
| New | +$7.15M |
|
|
IRBT
877
PUT
DELISTED
iRobot
IRBT
| $4.53M | 0.01% |
110,800
-90,900
| -45% | -$4.36M |
|
878
Halliburton
HAL
$26.6B
| $4.49M | 0.01% |
655,909
+180,181
| +38% | +$3.14M |
|
879
PUT
Archer Daniels Midland
ADM
$36.9B
| $4.49M | 0.01% |
127,500
+110,100
| +633% | +$4.5M |
|
880
Edwards Lifesciences
EW
$51.7B
| $4.48M | 0.01% |
71,304
+66,576
| +1,408% | +$4.8M |
|
881
CALL
Encompass Health
EHC
$12.4B
| $4.48M | 0.01% |
87,990
| – | – |
|
882
VeriSign
VRSN
$26.6B
| $4.48M | 0.01% |
24,878
+19,686
| +379% | +$3.87M |
|
883
Norfolk Southern
NSC
$75.1B
| $4.47M | 0.01% |
30,647
+25,517
| +497% | +$4.71M |
|
|
RDS.A
884
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.47M | 0.01% |
128,200
+95,000
| +286% | +$4.44M |
|
885
CALL
Keysight
KEYS
$58.3B
| $4.47M | 0.01% |
+53,400
| New | +$5.07M |
|
886
CALL
Exelon
EXC
$47B
| $4.45M | 0.01% |
169,502
+168,661
| +20,055% | +$5.3M |
|
887
Marvell Technology
MRVL
$196B
| $4.44M | 0.01% |
196,297
+28,959
| +17% | +$694K |
|
|
ZEN
888
PUT
DELISTED
ZENDESK INC
ZEN
| $4.44M | 0.01% |
69,400
+31,600
| +84% | +$2.47M |
|
889
Tyson Foods
TSN
$20.4B
| $4.43M | 0.01% |
76,555
+14,978
| +24% | +$1.12M |
|
890
State Street Industrial Select Sector SPDR ETF
XLI
$34.6B
| $4.43M | 0.01% |
75,035
-114,135
| -60% | -$8.6M |
|
891
Five Below
FIVE
$13.5B
| $4.42M | 0.01% |
62,789
-45,658
| -42% | -$4.65M |
|
892
CALL
Peloton Interactive
PTON
$2.49B
| $4.41M | 0.01% |
166,200
+101,200
| +156% | +$2.81M |
|
893
PUT
Align Technology
ALGN
$12.3B
| $4.4M | 0.01% |
25,300
-30,300
| -54% | -$7.26M |
|
894
CALL
Enterprise Products Partners
EPD
$81.7B
| $4.38M | 0.01% |
306,900
-57,300
| -16% | -$1.33M |
|
895
PUT
Magnite
MGNI
$3.55B
| $4.38M | 0.01% |
+788,200
| New | +$7.24M |
|
896
PUT
ASML
ASML
$669B
| $4.37M | 0.01% |
16,700
+6,700
| +67% | +$1.91M |
|
897
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $4.36M | 0.01% |
45,100
-4,900
| -10% | -$540K |
|
|
DFS
898
DELISTED
Discover Financial Services
DFS
| $4.34M | 0.01% |
121,811
+120,939
| +13,869% | +$8.01M |
|
899
Zscaler
ZS
$27.3B
| $4.31M | 0.01% |
70,865
+58,943
| +494% | +$3.24M |
|
900
PUT
Hasbro
HAS
$13.2B
| $4.3M | 0.01% |
60,100
-120,300
| -67% | -$10.4M |
|
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.