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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 | |
|---|---|---|---|---|---|---|
1976
PUT
Henry Schein
HSIC
$9.82B
| $172K | ﹤0.01% |
3,400
-9,500
| -74% | -$603K |
|
|
TTM
1977
DELISTED
Tata Motors Limited
TTM
| $171K | ﹤0.01% |
36,127
+29,938
| +484% | +$300K |
|
1978
PUT
DXC Technology
DXC
$1.73B
| $170K | ﹤0.01% |
13,200
-12,800
| -49% | -$339K |
|
1979
PUT
Knight Transportation
KNX
$11.4B
| $170K | ﹤0.01% |
5,200
+2,200
| +73% | +$77.8K |
|
1980
NRG Energy
NRG
$24.8B
| $170K | ﹤0.01% |
6,234
-32,067
| -84% | -$1.1M |
|
1981
CALL
Amphenol
APH
$209B
| $168K | ﹤0.01% |
+9,200
| New | +$219K |
|
|
VBTX
1982
CALL
DELISTED
Veritex Holdings
VBTX
| $168K | ﹤0.01% |
+12,000
| New | +$289K |
|
|
ACOR
1983
DELISTED
Acorda Therapeutics
ACOR
| $168K | ﹤0.01% |
+1,504
| New | +$296K |
|
1984
CALL
Weyerhaeuser
WY
$18.4B
| $167K | ﹤0.01% |
+9,800
| New | +$258K |
|
|
HBI
1985
DELISTED
Hanesbrands
HBI
| $163K | ﹤0.01% |
20,669
+18,627
| +912% | +$236K |
|
|
1986
Amphenol
APH
$209B
| $162K | ﹤0.01% |
+8,900
| New | +$212K |
|
|
1987
Henry Schein
HSIC
$9.82B
| $162K | ﹤0.01% |
3,202
-548
| -15% | -$34.8K |
|
1988
PUT
PVH
PVH
$4.04B
| $162K | ﹤0.01% |
4,300
-11,800
| -73% | -$902K |
|
1989
CALL
Under Armour Class C
UA
$2.53B
| $162K | ﹤0.01% |
20,100
+100
| +0.5% | +$1.43K |
|
|
DO
1990
PUT
DELISTED
Diamond Offshore Drilling
DO
| $162K | ﹤0.01% |
+88,400
| New | +$361K |
|
1991
F5
FFIV
$22.7B
| $161K | ﹤0.01% |
1,511
+1,492
| +7,853% | +$182K |
|
1992
Vermilion Energy
VET
$1.66B
| $160K | ﹤0.01% |
+51,413
| New | +$574K |
|
1993
Alnylam Pharmaceuticals
ALNY
$29.3B
| $158K | ﹤0.01% |
1,454
-1,250
| -46% | -$144K |
|
|
HAPN
1994
CALL
Happen Inc
HAPN
$2.24B
| $157K | ﹤0.01% |
20,000
| – | – |
|
1995
CALL
Linde
LIN
$226B
| $156K | ﹤0.01% |
900
-17,100
| -95% | -$3.37M |
|
1996
Asure Software
ASUR
$250M
| $155K | ﹤0.01% |
25,998
-959
| -4% | -$7.45K |
|
|
HAPN
1997
Happen Inc
HAPN
$2.24B
| $155K | ﹤0.01% |
19,711
-10,005
| -34% | -$111K |
|
1998
Xylem
XYL
$28.1B
| $155K | ﹤0.01% |
+2,377
| New | +$187K |
|
1999
PUT
Church & Dwight Co
CHD
$24.5B
| $154K | ﹤0.01% |
+2,400
| New | +$170K |
|
2000
Teladoc Health
TDOC
$1.3B
| $154K | ﹤0.01% |
992
-1,645
| -62% | -$191K |
|
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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.