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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 | |
|---|---|---|---|---|---|---|
1151
PUT
Allstate
ALL
$68.6B
| $2.21M | ﹤0.01% |
24,100
-55,200
| -70% | -$6M |
|
|
PARA
1152
PUT
DELISTED
Paramount Global Class B
PARA
| $2.21M | ﹤0.01% |
157,858
-147,611
| -48% | -$4.23M |
|
1153
CALL
Yext
YEXT
$575M
| $2.21M | ﹤0.01% |
+216,700
| New | +$3.11M |
|
1154
BioMarin Pharmaceuticals
BMRN
$12.7B
| $2.2M | ﹤0.01% |
26,066
+23,191
| +807% | +$2M |
|
1155
CALL
Deckers Outdoor
DECK
$13.1B
| $2.2M | ﹤0.01% |
+98,400
| New | +$2.74M |
|
1156
PUT
VF Corp
VFC
$5.89B
| $2.18M | ﹤0.01% |
40,400
-13,800
| -25% | -$1.08M |
|
1157
PUT
Peloton Interactive
PTON
$2.43B
| $2.18M | ﹤0.01% |
82,100
+7,100
| +9% | +$197K |
|
1158
PUT
Ally Financial
ALLY
$13.4B
| $2.17M | ﹤0.01% |
150,000
+90,400
| +152% | +$2.38M |
|
1159
Sysco
SYY
$40.4B
| $2.16M | ﹤0.01% |
47,396
+46,251
| +4,039% | +$3.2M |
|
1160
PUT
HP
HPQ
$27.5B
| $2.16M | ﹤0.01% |
124,400
-177,600
| -59% | -$3.59M |
|
1161
State Street SPDR S&P Metals & Mining ETF
XME
$4.51B
| $2.16M | ﹤0.01% |
133,895
+22,804
| +21% | +$529K |
|
1162
PUT
Intercontinental Exchange
ICE
$85.2B
| $2.16M | ﹤0.01% |
+26,700
| New | +$2.42M |
|
|
FL
1163
CALL
DELISTED
Foot Locker
FL
| $2.15M | ﹤0.01% |
97,700
-111,200
| -53% | -$3.78M |
|
1164
CF Industries
CF
$17.8B
| $2.14M | ﹤0.01% |
78,800
+12,291
| +18% | +$456K |
|
1165
Pinterest
PINS
$13.7B
| $2.13M | ﹤0.01% |
138,294
+123,670
| +846% | +$2.41M |
|
1166
New Oriental
EDU
$9.09B
| $2.13M | ﹤0.01% |
19,700
+15,706
| +393% | +$2.02M |
|
1167
Veeva Systems
VEEV
$38B
| $2.13M | ﹤0.01% |
13,590
+10,472
| +336% | +$1.54M |
|
|
CATM
1168
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $2.11M | ﹤0.01% |
101,000
| – | – |
|
1169
PUT
Workday
WDAY
$44.9B
| $2.11M | ﹤0.01% |
16,200
-266,100
| -94% | -$44.8M |
|
1170
CALL
PENN Entertainment
PENN
$2.61B
| $2.1M | ﹤0.01% |
+165,800
| New | +$4.17M |
|
1171
PUT
DuPont de Nemours
DD
$19.2B
| $2.09M | ﹤0.01% |
48,915
-37,687
| -44% | -$2.31M |
|
1172
PUT
Xcel Energy
XEL
$48B
| $2.09M | ﹤0.01% |
34,600
+25,100
| +264% | +$1.64M |
|
1173
VanEck Semiconductor ETF
SMH
$70.8B
| $2.08M | ﹤0.01% |
35,464
-11,364
| -24% | -$766K |
|
|
PARA
1174
DELISTED
Paramount Global Class B
PARA
| $2.07M | ﹤0.01% |
147,487
-115,744
| -44% | -$3.32M |
|
1175
PUT
BlackBerry
BB
$5.25B
| $2.06M | ﹤0.01% |
500,000
-1,100,000
| -69% | -$5.98M |
|
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.