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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 | |
|---|---|---|---|---|---|---|
|
XYZ
226
CALL
Block Inc
XYZ
$47.5B
| $42.6M | 0.05% |
813,200
-635,200
| -44% | -$43.4M |
|
227
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $42.5M | 0.05% |
193,600
-1,370,600
| -88% | -$364M |
|
228
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $42.5M | 0.05% |
2,921,600
+995,200
| +52% | +$23.6M |
|
229
CALL
ExxonMobil
XOM
$634B
| $41.9M | 0.05% |
1,103,800
+614,600
| +126% | +$33.9M |
|
230
CALL
ServiceNow
NOW
$129B
| $41.7M | 0.05% |
728,000
+171,000
| +31% | +$10.7M |
|
231
PUT
Beyond Meat
BYND
$277M
| $41.5M | 0.05% |
623,300
+569,400
| +1,056% | +$55.3M |
|
232
CALL
NXP Semiconductors
NXPI
$60.4B
| $41.4M | 0.05% |
498,700
-89,500
| -15% | -$10.5M |
|
|
233
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| $40.7M | 0.05% |
1,193,928
-5,215,730
| -81% | -$214M |
|
|
CTXS
234
PUT
DELISTED
Citrix Systems Inc
CTXS
| $40.3M | 0.05% |
284,700
+268,000
| +1,605% | +$32M |
|
|
B
235
PUT
Barrick Mining
B
$73.2B
| $40.2M | 0.05% |
2,196,700
+1,836,600
| +510% | +$34.4M |
|
|
SJIU
236
DELISTED
South Jersey Industries, Inc.
SJIU
| $39.8M | 0.05% |
432,898
+176,341
| +69% | +$8.5M |
|
237
UnitedHealth
UNH
$370B
| $39.7M | 0.05% |
159,190
+137,951
| +650% | +$38M |
|
238
Lowe's Companies
LOW
$125B
| $39.2M | 0.05% |
456,000
+413,369
| +970% | +$45.2M |
|
239
Charter Communications
CHTR
$18.2B
| $39.1M | 0.05% |
89,641
+41,097
| +85% | +$20.1M |
|
240
Baidu
BIDU
$37.2B
| $39.1M | 0.05% |
388,030
-223,022
| -36% | -$27.2M |
|
241
PUT
AbbVie
ABBV
$435B
| $38.9M | 0.05% |
510,100
-158,700
| -24% | -$13.5M |
|
242
Qualcomm
QCOM
$176B
| $38.8M | 0.05% |
573,990
+504,428
| +725% | +$41.4M |
|
243
PUT
MetLife
MET
$62.1B
| $38.2M | 0.05% |
1,248,400
-97,300
| -7% | -$4.31M |
|
244
Costco
COST
$420B
| $38.1M | 0.05% |
133,564
+95,524
| +251% | +$29M |
|
245
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $38M | 0.05% |
429,500
+392,900
| +1,073% | +$38.2M |
|
246
PUT
TAL Education Group
TAL
$6.87B
| $37.8M | 0.05% |
709,400
+518,300
| +271% | +$27.9M |
|
247
CALL
VanEck Gold Miners ETF
GDX
$27.4B
| $37.5M | 0.05% |
1,626,500
+738,800
| +83% | +$20.2M |
|
248
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $37M | 0.05% |
1,336,330
+368,690
| +38% | +$11.8M |
|
249
PUT
Lockheed Martin
LMT
$136B
| $36.4M | 0.05% |
107,500
-101,100
| -48% | -$39.8M |
|
250
PUT
Expedia Group
EXPE
$37.3B
| $36.4M | 0.05% |
646,400
+371,500
| +135% | +$35.7M |
|
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.