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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 | |
|---|---|---|---|---|---|---|
1951
FirstEnergy
FE
$27.1B
| $190K | ﹤0.01% |
4,750
-11,105
| -70% | -$516K |
|
1952
CDW
CDW
$17B
| $189K | ﹤0.01% |
2,030
-1,105
| -35% | -$135K |
|
1953
Energy Transfer Partners
ET
$70.5B
| $189K | ﹤0.01% |
41,014
-31,679
| -44% | -$338K |
|
1954
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$15B
| $189K | ﹤0.01% |
4,500
-100,000
| -96% | -$4.73M |
|
|
QVCGA
1955
DELISTED
QVC Group Inc Series A
QVCGA
| $187K | ﹤0.01% |
+633
| New | +$226K |
|
1956
Omeros
OMER
$959M
| $186K | ﹤0.01% |
+13,893
| New | +$185K |
|
1957
PUT
Cerence
CRNC
$414M
| $185K | ﹤0.01% |
12,000
| – | – |
|
1958
Ollie's Bargain Outlet
OLLI
$4.83B
| $185K | ﹤0.01% |
3,986
-2,051
| -34% | -$105K |
|
|
1959
iShares Expanded Tech-Software Sector ETF
IGV
$15B
| $184K | ﹤0.01% |
4,370
+4,260
| +3,873% | +$201K |
|
1960
SM Energy
SM
$7.36B
| $184K | ﹤0.01% |
150,943
+140,768
| +1,383% | +$995K |
|
1961
PUT
Signet Jewelers
SIG
$3.71B
| $183K | ﹤0.01% |
28,200
-26,600
| -49% | -$545K |
|
1962
Teradyne
TER
$57.9B
| $183K | ﹤0.01% |
+3,373
| New | +$214K |
|
|
WWE
1963
DELISTED
World Wrestling Entertainment
WWE
| $183K | ﹤0.01% |
5,400
-209
| -4% | -$10.1K |
|
1964
PUT
Amphenol
APH
$210B
| $182K | ﹤0.01% |
+10,000
| New | +$238K |
|
1965
Repay Holdings
RPAY
$321M
| $179K | ﹤0.01% |
+12,500
| New | +$205K |
|
1966
PUT
Agios Pharmaceuticals
AGIO
$1.95B
| $177K | ﹤0.01% |
+5,000
| New | +$231K |
|
1967
iShares US Home Construction ETF
ITB
$2.34B
| $175K | ﹤0.01% |
6,047
+3,729
| +161% | +$160K |
|
1968
PUT
Realty Income
O
$58.1B
| $175K | ﹤0.01% |
3,612
-2,580
| -42% | -$180K |
|
1969
Qiagen
QGEN
$9.07B
| $175K | ﹤0.01% |
+3,957
| New | +$155K |
|
|
HMHC
1970
CALL
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $175K | ﹤0.01% |
93,000
| – | – |
|
1971
CALL
Harley-Davidson
HOG
$2.67B
| $174K | ﹤0.01% |
9,200
-40,800
| -82% | -$1.23M |
|
|
WRK
1972
PUT
DELISTED
WestRock Company
WRK
| $174K | ﹤0.01% |
+6,200
| New | +$223K |
|
|
HBI
1973
PUT
DELISTED
Hanesbrands
HBI
| $173K | ﹤0.01% |
22,000
+18,500
| +529% | +$234K |
|
1974
CALL
H&R Block
HRB
$5.8B
| $173K | ﹤0.01% |
12,300
+2,300
| +23% | +$48.2K |
|
|
DO
1975
DELISTED
Diamond Offshore Drilling
DO
| $173K | ﹤0.01% |
94,778
+63,634
| +204% | +$260K |
|
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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.