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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 | |
|---|---|---|---|---|---|---|
351
Chevron
CVX
$366B
| $25.3M | 0.03% |
349,448
+260,822
| +294% | +$25.8M |
|
352
CALL
VeriSign
VRSN
$26.6B
| $25.2M | 0.03% |
+140,000
| New | +$27.5M |
|
353
CALL
Analog Devices
ADI
$190B
| $25.2M | 0.03% |
280,600
-7,200
| -3% | -$787K |
|
|
CTXS
354
CALL
DELISTED
Citrix Systems Inc
CTXS
| $25.1M | 0.03% |
177,500
+173,600
| +4,451% | +$20.7M |
|
355
Morgan Stanley
MS
$340B
| $25.1M | 0.03% |
738,375
+385,128
| +109% | +$18.1M |
|
356
CALL
Baidu
BIDU
$37.2B
| $25.1M | 0.03% |
248,600
-351,900
| -59% | -$42.9M |
|
357
Pinduoduo
PDD
$131B
| $24.8M | 0.03% |
687,979
+624,117
| +977% | +$22.8M |
|
358
CALL
Nasdaq
NDAQ
$52.9B
| $24.7M | 0.03% |
+780,000
| New | +$27.6M |
|
359
Johnson & Johnson
JNJ
$625B
| $24.7M | 0.03% |
188,113
+67,979
| +57% | +$9.64M |
|
360
CALL
Baker Hughes
BKR
$61.1B
| $24.5M | 0.03% |
2,336,600
-4,000
| -0.2% | -$75.1K |
|
|
361
PUT
Baker Hughes
BKR
$61.1B
| $24.5M | 0.03% |
2,335,600
-15,900
| -0.7% | -$299K |
|
362
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $24.4M | 0.03% |
447,154
+151,248
| +51% | +$9.18M |
|
363
CALL
Tencent Music
TME
$15.6B
| $24.3M | 0.03% |
2,417,400
+2,067,400
| +591% | +$25.4M |
|
364
CALL
American Tower
AMT
$80.4B
| $24.1M | 0.03% |
110,600
+61,100
| +123% | +$14.2M |
|
365
CALL
Delta Air Lines
DAL
$60.1B
| $24M | 0.03% |
840,300
+292,600
| +53% | +$14.5M |
|
366
CALL
Skyworks Solutions
SWKS
$10.6B
| $23.9M | 0.03% |
267,400
+92,400
| +53% | +$9.86M |
|
367
Constellation Brands
STZ
$23.2B
| $23.9M | 0.03% |
166,756
+112,019
| +205% | +$19.8M |
|
368
CALL
Lyft
LYFT
$6.63B
| $23.9M | 0.03% |
888,400
+887,700
| +126,814% | +$35.3M |
|
369
PUT
Hershey
HSY
$36.6B
| $23.8M | 0.03% |
179,600
+177,500
| +8,452% | +$26.2M |
|
370
Ford
F
$55.7B
| $23.8M | 0.03% |
4,925,255
+4,517,969
| +1,109% | +$33.9M |
|
|
XLNX
371
PUT
DELISTED
Xilinx Inc
XLNX
| $23.3M | 0.03% |
298,600
-365,300
| -55% | -$31.8M |
|
372
PUT
American Electric Power
AEP
$68.4B
| $23.3M | 0.03% |
290,800
+282,700
| +3,490% | +$26.7M |
|
|
373
CALL
Morgan Stanley
MS
$340B
| $23.1M | 0.03% |
678,200
-104,400
| -13% | -$4.92M |
|
374
PUT
American Airlines Group
AAL
$10.6B
| $23.1M | 0.03% |
1,891,300
+277,100
| +17% | +$6.32M |
|
375
CALL
Johnson Controls International
JCI
$92.2B
| $22.9M | 0.03% |
850,600
-226,200
| -21% | -$8.43M |
|
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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.