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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 | |
|---|---|---|---|---|---|---|
|
ETFC
1001
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $3.37M | ﹤0.01% |
98,200
-115,700
| -54% | -$4.89M |
|
1002
Universal Display
OLED
$4.19B
| $3.36M | ﹤0.01% |
25,477
+17,938
| +238% | +$3.09M |
|
1003
PUT
Ralph Lauren
RL
$23.6B
| $3.34M | ﹤0.01% |
50,000
+15,600
| +45% | +$1.64M |
|
1004
PUT
United States Natural Gas Fund
UNG
$478M
| $3.33M | ﹤0.01% |
66,250
-27,500
| -29% | -$1.6M |
|
1005
Martin Marietta Materials
MLM
$33B
| $3.32M | ﹤0.01% |
17,560
+10,235
| +140% | +$2.45M |
|
1006
CALL
Corteva
CTVA
$51.3B
| $3.32M | ﹤0.01% |
141,250
-24,900
| -15% | -$685K |
|
1007
CALL
Five Below
FIVE
$13.5B
| $3.31M | ﹤0.01% |
47,100
-243,000
| -84% | -$24.7M |
|
1008
PUT
Yeti Holdings
YETI
$3.95B
| $3.3M | ﹤0.01% |
+169,000
| New | +$5.01M |
|
1009
CALL
Stryker
SYK
$130B
| $3.3M | ﹤0.01% |
19,800
+17,100
| +633% | +$3.34M |
|
1010
CALL
Cirrus Logic
CRUS
$6.26B
| $3.28M | ﹤0.01% |
+50,000
| New | +$3.7M |
|
1011
PUT
Illumina
ILMN
$28.4B
| $3.28M | ﹤0.01% |
12,336
-41,737
| -77% | -$11.7M |
|
1012
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $3.27M | ﹤0.01% |
363,700
+148,100
| +69% | +$1.52M |
|
|
RDS.B
1013
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $3.27M | ﹤0.01% |
+100,000
| New | +$4.69M |
|
1014
PUT
Occidental Petroleum
OXY
$55.9B
| $3.24M | ﹤0.01% |
279,400
+5,821
| +2% | +$191K |
|
1015
CALL
Dow Inc
DOW
$21.2B
| $3.23M | ﹤0.01% |
110,650
-36,700
| -25% | -$1.56M |
|
|
FL
1016
DELISTED
Foot Locker
FL
| $3.23M | ﹤0.01% |
146,662
-204,589
| -58% | -$6.95M |
|
1017
PUT
Dycom Industries
DY
$12.3B
| $3.22M | ﹤0.01% |
125,700
+700
| +0.6% | +$24.7K |
|
1018
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $3.22M | ﹤0.01% |
+200,000
| New | +$4.33M |
|
1019
CALL
Qorvo
QRVO
$8.74B
| $3.21M | ﹤0.01% |
39,800
-15,200
| -28% | -$1.52M |
|
|
ABMD
1020
PUT
DELISTED
Abiomed Inc
ABMD
| $3.2M | ﹤0.01% |
+22,000
| New | +$3.65M |
|
1021
CarMax
KMX
$8.26B
| $3.2M | ﹤0.01% |
59,447
+48,227
| +430% | +$4.08M |
|
1022
Altria Group
MO
$114B
| $3.19M | ﹤0.01% |
82,437
+58,878
| +250% | +$2.61M |
|
1023
Paychex
PAYX
$42.7B
| $3.19M | ﹤0.01% |
50,645
+48,940
| +2,870% | +$3.91M |
|
1024
CALL
Huazhu Hotels Group
HTHT
$13B
| $3.17M | ﹤0.01% |
+110,400
| New | +$3.76M |
|
|
IPHI
1025
PUT
DELISTED
INPHI CORPORATION
IPHI
| $3.17M | ﹤0.01% |
+40,000
| New | +$3.11M |
|
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.