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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 | |
|---|---|---|---|---|---|---|
1451
CALL
Progressive
PGR
$124B
| $981K | ﹤0.01% |
+13,300
| New | +$1.03M |
|
1452
PUT
Dropbox
DBX
$7.52B
| $976K | ﹤0.01% |
54,000
-48,100
| -47% | -$875K |
|
1453
Consolidated Edison
ED
$39.3B
| $972K | ﹤0.01% |
12,456
+11,357
| +1,033% | +$996K |
|
1454
Xcel Energy
XEL
$48B
| $963K | ﹤0.01% |
15,977
+11,931
| +295% | +$778K |
|
1455
CALL
Wayfair
W
$14.1B
| $960K | ﹤0.01% |
18,000
-2,600
| -13% | -$199K |
|
1456
PUT
Weibo
WB
$1.96B
| $959K | ﹤0.01% |
29,000
-9,600
| -25% | -$407K |
|
1457
Nucor
NUE
$62.5B
| $958K | ﹤0.01% |
26,598
+17,625
| +196% | +$783K |
|
1458
Global Payments
GPN
$22.8B
| $955K | ﹤0.01% |
6,622
+5,189
| +362% | +$948K |
|
|
BNY
1459
Bank of New York Mellon
BNY
$108B
| $950K | ﹤0.01% |
28,219
-9,518
| -25% | -$400K |
|
1460
PUT
Teradyne
TER
$57.1B
| $948K | ﹤0.01% |
+17,500
| New | +$1.11M |
|
|
EBIX
1461
PUT
DELISTED
Ebix Inc
EBIX
| $947K | ﹤0.01% |
+62,400
| New | +$1.78M |
|
1462
PUT
Sony
SONY
$140B
| $945K | ﹤0.01% |
79,500
+60,500
| +318% | +$793K |
|
|
BBBY
1463
DELISTED
Bed Bath & Beyond Inc
BBBY
| $943K | ﹤0.01% |
223,920
-520,584
| -70% | -$6.06M |
|
1464
PUT
International Flavors & Fragrances
IFF
$21.7B
| $938K | ﹤0.01% |
9,200
-44,700
| -83% | -$5.57M |
|
1465
Encore Capital Group
ECPG
$2.01B
| $935K | ﹤0.01% |
40,000
+21,200
| +113% | +$713K |
|
1466
Quest Diagnostics
DGX
$26.2B
| $931K | ﹤0.01% |
+11,589
| New | +$1.2M |
|
1467
CALL
Synchrony
SYF
$25.4B
| $931K | ﹤0.01% |
57,800
+57,600
| +28,800% | +$1.68M |
|
1468
PUT
Greif
GEF
$4.97B
| $930K | ﹤0.01% |
+29,900
| New | +$1.13M |
|
1469
Murphy USA
MUSA
$10.2B
| $930K | ﹤0.01% |
+11,021
| New | +$1.14M |
|
|
HAYN
1470
DELISTED
Haynes International, Inc.
HAYN
| $930K | ﹤0.01% |
45,128
+45,020
| +41,685% | +$1.18M |
|
1471
MillerKnoll
MLKN
$1.64B
| $918K | ﹤0.01% |
41,372
+40,422
| +4,255% | +$1.4M |
|
1472
Darden Restaurants
DRI
$24.9B
| $916K | ﹤0.01% |
16,822
+16,790
| +52,469% | +$1.63M |
|
|
SPWR
1473
DELISTED
SunPower Corporation Common Stock
SPWR
| $912K | ﹤0.01% |
274,616
+65,586
| +31% | +$345K |
|
1474
CALL
Diamondback Energy
FANG
$55.7B
| $904K | ﹤0.01% |
34,500
-3,300
| -9% | -$208K |
|
|
GRMN
1475
Garmin
GRMN
$60.4B
| $901K | ﹤0.01% |
+12,017
| New | +$1.09M |
|
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.