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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 | |
|---|---|---|---|---|---|---|
901
CALL
Floor & Decor
FND
$6.68B
| $4.3M | 0.01% |
134,000
+44,000
| +49% | +$2.05M |
|
902
iQIYI
IQ
$1.28B
| $4.3M | 0.01% |
241,597
+49,077
| +25% | +$1.1M |
|
903
PUT
MSCI
MSCI
$40.9B
| $4.28M | 0.01% |
+14,800
| New | +$4.19M |
|
|
SKX
904
DELISTED
Skechers
SKX
| $4.25M | 0.01% |
179,137
+173,000
| +2,819% | +$5.97M |
|
|
HTZ
905
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $4.25M | 0.01% |
687,400
+351,400
| +105% | +$4.75M |
|
906
PUT
Deutsche Bank
DB
$71.5B
| $4.23M | 0.01% |
658,600
+193,100
| +41% | +$1.6M |
|
|
ALXN
907
DELISTED
Alexion Pharmaceuticals
ALXN
| $4.22M | 0.01% |
46,972
+38,092
| +429% | +$3.74M |
|
908
PUT
Parker-Hannifin
PH
$135B
| $4.21M | 0.01% |
32,400
+31,400
| +3,140% | +$5.68M |
|
909
CALL
SolarEdge
SEDG
$1.95B
| $4.21M | 0.01% |
51,400
+38,400
| +295% | +$4.06M |
|
910
PUT
Southwest Airlines
LUV
$23B
| $4.21M | 0.01% |
118,000
-127,000
| -52% | -$6.3M |
|
911
PUT
Albemarle
ALB
$15.5B
| $4.2M | 0.01% |
74,600
+31,200
| +72% | +$2.39M |
|
912
CALL
Brookfield
BN
$108B
| $4.2M | 0.01% |
+266,119
| New | +$5.48M |
|
913
Capri Holdings
CPRI
$1.74B
| $4.18M | 0.01% |
387,894
+377,038
| +3,473% | +$9.9M |
|
914
CALL
Dominion Energy
D
$59.3B
| $4.16M | 0.01% |
57,600
+51,000
| +773% | +$4.16M |
|
915
PUT
Cardinal Health
CAH
$55.4B
| $4.16M | 0.01% |
86,700
+36,700
| +73% | +$1.91M |
|
|
GRUB
916
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.14M | 0.01% |
50,850
-83,650
| -62% | -$8.22M |
|
917
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $4.14M | 0.01% |
159,900
+72,900
| +84% | +$2.06M |
|
918
CALL
Weibo
WB
$1.95B
| $4.14M | 0.01% |
124,900
+80,600
| +182% | +$3.41M |
|
919
CALL
Enbridge
ENB
$112B
| $4.13M | 0.01% |
142,000
+139,100
| +4,797% | +$5.16M |
|
920
CALL
Keurig Dr Pepper
KDP
$40.8B
| $4.1M | 0.01% |
169,000
+85,000
| +101% | +$2.29M |
|
921
Lyft
LYFT
$6.63B
| $4.1M | 0.01% |
152,745
+136,676
| +851% | +$5.43M |
|
922
CALL
Sherwin-Williams
SHW
$89.8B
| $4.09M | 0.01% |
26,700
-11,400
| -30% | -$2.06M |
|
|
923
PUT
SolarEdge
SEDG
$1.95B
| $4.08M | 0.01% |
49,800
+38,800
| +353% | +$4.1M |
|
924
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $4.05M | 0.01% |
38,800
+6,800
| +21% | +$710K |
|
925
Shake Shack
SHAK
$2.87B
| $4.04M | 0.01% |
107,058
+85,168
| +389% | +$5.04M |
|
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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.