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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 | |
|---|---|---|---|---|---|---|
1926
Amplify Alternative Harvest ETF
MJ
$105M
| $217K | ﹤0.01% |
1,587
+556
| +54% | +$98.7K |
|
1927
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $217K | ﹤0.01% |
3,100
-7,300
| -70% | -$641K |
|
|
WW
1928
CALL
DELISTED
WW International
WW
| $217K | ﹤0.01% |
12,900
-100
| -0.8% | -$3.11K |
|
|
HTZ
1929
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $216K | ﹤0.01% |
35,100
-302,400
| -90% | -$4.09M |
|
|
RETA
1930
PUT
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $213K | ﹤0.01% |
+1,500
| New | +$290K |
|
1931
PUT
Ingersoll Rand
IR
$33.7B
| $212K | ﹤0.01% |
+8,536
| New | +$271K |
|
|
EVA
1932
DELISTED
Enviva Inc.
EVA
| $212K | ﹤0.01% |
+7,943
| New | +$276K |
|
1933
PUT
Chewy
CHWY
$9.63B
| $210K | ﹤0.01% |
+5,600
| New | +$164K |
|
|
SAFM
1934
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $210K | ﹤0.01% |
+1,700
| New | +$237K |
|
1935
CALL
Cintas
CTAS
$81.3B
| $208K | ﹤0.01% |
+4,800
| New | +$314K |
|
1936
CALL
AGNC Investment
AGNC
$12.9B
| $207K | ﹤0.01% |
19,500
-18,700
| -49% | -$312K |
|
|
1937
Vanguard Real Estate ETF
VNQ
$39.1B
| $207K | ﹤0.01% |
2,970
-1,042
| -26% | -$91.5K |
|
1938
PUT
The Mosaic Company
MOS
$7.33B
| $203K | ﹤0.01% |
18,800
+9,300
| +98% | +$158K |
|
1939
Sanofi
SNY
$104B
| $203K | ﹤0.01% |
4,633
-758
| -14% | -$36.3K |
|
1940
Northern Trust
NTRS
$33.9B
| $202K | ﹤0.01% |
+2,681
| New | +$246K |
|
1941
PUT
Travelzoo
TZOO
$75.4M
| $202K | ﹤0.01% |
+51,500
| New | +$454K |
|
1942
PUT
Vermilion Energy
VET
$1.66B
| $202K | ﹤0.01% |
+65,000
| New | +$725K |
|
|
WRK
1943
DELISTED
WestRock Company
WRK
| $201K | ﹤0.01% |
+7,104
| New | +$255K |
|
1944
PUT
Trex
TREX
$5.01B
| $200K | ﹤0.01% |
+5,000
| New | +$234K |
|
|
1945
Travelzoo
TZOO
$75.4M
| $200K | ﹤0.01% |
+50,839
| New | +$448K |
|
|
MRSH
1946
PUT
Marsh
MRSH
$91.5B
| $199K | ﹤0.01% |
+2,300
| New | +$245K |
|
1947
Williams Companies
WMB
$86.1B
| $199K | ﹤0.01% |
14,080
-314,904
| -96% | -$6.1M |
|
1948
Alcoa
AA
$13.2B
| $197K | ﹤0.01% |
31,948
-38,737
| -55% | -$532K |
|
1949
CALL
Regenxbio
RGNX
$708M
| $194K | ﹤0.01% |
+6,000
| New | +$250K |
|
|
MMP
1950
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $192K | ﹤0.01% |
5,253
-43,314
| -89% | -$2.33M |
|
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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.