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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 | |
|---|---|---|---|---|---|---|
1826
MarketAxess Holdings
MKTX
$5.72B
| $319K | ﹤0.01% |
+960
| New | +$334K |
|
1827
PUT
Regions Financial
RF
$26.7B
| $319K | ﹤0.01% |
35,500
+700
| +2% | +$9.8K |
|
1828
State Street
STT
$51B
| $319K | ﹤0.01% |
+5,987
| New | +$416K |
|
|
SPR
1829
CALL
DELISTED
Spirit AeroSystems
SPR
| $316K | ﹤0.01% |
+13,200
| New | +$730K |
|
1830
CALL
Agilent Technologies
A
$41.7B
| $315K | ﹤0.01% |
4,400
-2,000
| -31% | -$161K |
|
|
MRTX
1831
PUT
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $315K | ﹤0.01% |
4,100
-300
| -7% | -$26.9K |
|
1832
Houlihan Lokey
HLI
$8.6B
| $314K | ﹤0.01% |
6,029
-10,708
| -64% | -$555K |
|
1833
PUT
FirstEnergy
FE
$27.1B
| $313K | ﹤0.01% |
7,800
+7,400
| +1,850% | +$344K |
|
1834
eHealth
EHTH
$41.6M
| $311K | ﹤0.01% |
2,205
+2,087
| +1,769% | +$239K |
|
1835
MasTec
MTZ
$21.9B
| $311K | ﹤0.01% |
9,507
-17,039
| -64% | -$867K |
|
1836
Etsy
ETSY
$7.55B
| $310K | ﹤0.01% |
8,073
-43,351
| -84% | -$2.12M |
|
1837
Xerox
XRX
$424M
| $310K | ﹤0.01% |
16,347
+16,151
| +8,240% | +$513K |
|
1838
PUT
Ollie's Bargain Outlet
OLLI
$4.83B
| $307K | ﹤0.01% |
6,600
-39,300
| -86% | -$2.02M |
|
1839
Johnson Controls International
JCI
$91.9B
| $306K | ﹤0.01% |
11,350
| – | – |
|
1840
AstraZeneca
AZN
$251B
| $304K | ﹤0.01% |
3,408
+35
| +1% | +$3.29K |
|
1841
PUT
Welltower
WELL
$169B
| $304K | ﹤0.01% |
6,600
+4,400
| +200% | +$325K |
|
|
BBBY
1842
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $304K | ﹤0.01% |
72,000
+54,600
| +314% | +$636K |
|
1843
Travelers Companies
TRV
$78.6B
| $303K | ﹤0.01% |
3,049
+2,071
| +212% | +$258K |
|
1844
Polaris
PII
$3.99B
| $302K | ﹤0.01% |
6,270
+6,215
| +11,300% | +$510K |
|
1845
PUT
Weyerhaeuser
WY
$18.2B
| $302K | ﹤0.01% |
+17,800
| New | +$468K |
|
1846
WillScot Mobile Mini Holdings
WSC
$4.27B
| $300K | ﹤0.01% |
+29,654
| New | +$482K |
|
1847
CALL
Asure Software
ASUR
$244M
| $298K | ﹤0.01% |
50,000
| – | – |
|
|
1848
PUT
Asure Software
ASUR
$244M
| $298K | ﹤0.01% |
50,000
| – | – |
|
1849
PUT
Omeros
OMER
$968M
| $298K | ﹤0.01% |
+22,300
| New | +$297K |
|
1850
PUT
Raymond James Financial
RJF
$34.4B
| $298K | ﹤0.01% |
+7,050
| New | +$398K |
|
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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.