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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 | |
|---|---|---|---|---|---|---|
1051
PUT
Baxter International
BAX
$14.2B
| $2.91M | ﹤0.01% |
35,900
-17,500
| -33% | -$1.51M |
|
1052
PUT
Whirlpool
WHR
$2.82B
| $2.9M | ﹤0.01% |
33,800
+6,500
| +24% | +$854K |
|
1053
PUT
Incyte
INCY
$24.4B
| $2.88M | ﹤0.01% |
39,400
-76,800
| -66% | -$5.8M |
|
1054
Zoetis
ZTS
$30B
| $2.88M | ﹤0.01% |
24,500
+23,220
| +1,814% | +$3.06M |
|
|
K
1055
CALL
DELISTED
Kellanova
K
| $2.88M | ﹤0.01% |
51,120
-112,464
| -69% | -$6.9M |
|
1056
CALL
ON Semiconductor
ON
$31.6B
| $2.88M | ﹤0.01% |
231,400
-219,600
| -49% | -$4.3M |
|
1057
Hershey
HSY
$36.6B
| $2.88M | ﹤0.01% |
21,703
+19,090
| +731% | +$2.82M |
|
1058
CALL
Energy Transfer Partners
ET
$69.3B
| $2.87M | ﹤0.01% |
624,500
-1,326,000
| -68% | -$14.1M |
|
|
THS
1059
CALL
DELISTED
Treehouse Foods
THS
| $2.87M | ﹤0.01% |
+65,000
| New | +$2.8M |
|
|
VMW
1060
CALL
DELISTED
VMware, Inc
VMW
| $2.87M | ﹤0.01% |
23,700
| – | – |
|
|
QVCGA
1061
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $2.87M | ﹤0.01% |
+9,682
| New | +$3.46M |
|
1062
PUT
Abercrombie & Fitch
ANF
$5B
| $2.87M | ﹤0.01% |
315,100
+281,700
| +843% | +$4.08M |
|
|
DFS
1063
CALL
DELISTED
Discover Financial Services
DFS
| $2.87M | ﹤0.01% |
80,300
+45,700
| +132% | +$3.03M |
|
1064
PUT
Hilton Worldwide
HLT
$71.5B
| $2.87M | ﹤0.01% |
42,000
+41,200
| +5,150% | +$4.01M |
|
|
K
1065
PUT
DELISTED
Kellanova
K
| $2.86M | ﹤0.01% |
50,694
-155,810
| -75% | -$9.55M |
|
1066
Qorvo
QRVO
$8.74B
| $2.85M | ﹤0.01% |
35,361
+35,320
| +86,146% | +$3.53M |
|
1067
CALL
United States Oil Fund
USO
$1.67B
| $2.84M | ﹤0.01% |
84,254
-28,034
| -25% | -$2.16M |
|
1068
CALL
CrowdStrike
CRWD
$218B
| $2.83M | ﹤0.01% |
+203,200
| New | +$2.87M |
|
1069
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $2.83M | ﹤0.01% |
5,800
-25,100
| -81% | -$10.4M |
|
1070
CALL
Cardinal Health
CAH
$55.4B
| $2.81M | ﹤0.01% |
+58,700
| New | +$3.05M |
|
1071
PUT
Global Payments
GPN
$22.8B
| $2.81M | ﹤0.01% |
19,500
+18,500
| +1,850% | +$3.38M |
|
1072
AB InBev
BUD
$165B
| $2.81M | ﹤0.01% |
63,650
+28,046
| +79% | +$1.83M |
|
1073
CALL
Steel Dynamics
STLD
$37.6B
| $2.81M | ﹤0.01% |
+124,600
| New | +$3.41M |
|
|
TIF
1074
PUT
DELISTED
Tiffany & Co.
TIF
| $2.8M | ﹤0.01% |
21,600
-136,600
| -86% | -$18M |
|
1075
Carvana
CVNA
$77.9B
| $2.8M | ﹤0.01% |
254,050
+45,460
| +22% | +$703K |
|
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.