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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 | |
|---|---|---|---|---|---|---|
1126
CALL
Atlassian
TEAM
$38B
| $2.39M | ﹤0.01% |
17,400
+4,000
| +30% | +$559K |
|
1127
CALL
Iron Mountain
IRM
$36B
| $2.38M | ﹤0.01% |
100,000
-112,500
| -53% | -$3.41M |
|
1128
CALL
Macy's
M
$6.72B
| $2.37M | ﹤0.01% |
483,800
+199,600
| +70% | +$2.71M |
|
1129
PUT
Waste Management
WM
$90.4B
| $2.37M | ﹤0.01% |
25,600
+24,100
| +1,607% | +$2.76M |
|
1130
CALL
TransDigm Group
TDG
$67.7B
| $2.37M | ﹤0.01% |
+7,400
| New | +$4.03M |
|
1131
Ferrari
RACE
$71.6B
| $2.35M | ﹤0.01% |
15,412
+8,605
| +126% | +$1.39M |
|
1132
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.53B
| $2.35M | ﹤0.01% |
145,500
+90,100
| +163% | +$2.09M |
|
1133
Biogen
BIIB
$30.7B
| $2.34M | ﹤0.01% |
7,407
+5,389
| +267% | +$1.64M |
|
|
CONN
1134
DELISTED
Conn's Inc.
CONN
| $2.34M | ﹤0.01% |
+559,640
| New | +$4.57M |
|
1135
PUT
Vipshop
VIPS
$7.52B
| $2.34M | ﹤0.01% |
+150,000
| New | +$2.13M |
|
1136
Kohl's
KSS
$2.18B
| $2.33M | ﹤0.01% |
159,791
+75,230
| +89% | +$2.82M |
|
1137
Archer Daniels Midland
ADM
$38.4B
| $2.32M | ﹤0.01% |
65,921
+2,363
| +4% | +$96.6K |
|
|
EXAS
1138
DELISTED
Exact Sciences
EXAS
| $2.32M | ﹤0.01% |
39,940
+34,609
| +649% | +$2.81M |
|
1139
PUT
Dominion Energy
D
$58.9B
| $2.3M | ﹤0.01% |
31,900
+19,400
| +155% | +$1.58M |
|
|
ZEN
1140
CALL
DELISTED
ZENDESK INC
ZEN
| $2.3M | ﹤0.01% |
36,000
-529,300
| -94% | -$41.3M |
|
1141
EOG Resources
EOG
$73.7B
| $2.3M | ﹤0.01% |
64,015
-189,489
| -75% | -$12.3M |
|
|
BNY
1142
PUT
Bank of New York Mellon
BNY
$108B
| $2.3M | ﹤0.01% |
68,300
-59,000
| -46% | -$2.48M |
|
|
TSG
1143
PUT
DELISTED
The Stars Group Inc.
TSG
| $2.3M | ﹤0.01% |
+112,500
| New | +$2.53M |
|
1144
PUT
Advance Auto Parts
AAP
$3.37B
| $2.27M | ﹤0.01% |
24,300
-20,600
| -46% | -$2.67M |
|
1145
PUT
Copa Holdings
CPA
$5.65B
| $2.27M | ﹤0.01% |
+50,000
| New | +$4.28M |
|
1146
CALL
Match Group
MTCH
$8.44B
| $2.26M | ﹤0.01% |
34,200
-41,200
| -55% | -$3.03M |
|
|
1147
Copa Holdings
CPA
$5.65B
| $2.24M | ﹤0.01% |
+49,489
| New | +$4.23M |
|
1148
SolarEdge
SEDG
$1.97B
| $2.24M | ﹤0.01% |
27,351
+26,602
| +3,552% | +$2.81M |
|
1149
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
| $2.22M | ﹤0.01% |
25,082
-224,828
| -90% | -$21.8M |
|
|
ATH
1150
PUT
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.21M | ﹤0.01% |
+89,200
| New | +$3.55M |
|
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.