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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 | |
|---|---|---|---|---|---|---|
376
CALL
Yum China
YUMC
$16.3B
| $22.9M | 0.03% |
536,400
+89,000
| +20% | +$3.97M |
|
377
PUT
Delta Air Lines
DAL
$60.1B
| $22.9M | 0.03% |
801,000
+345,600
| +76% | +$17.1M |
|
378
Bank of America
BAC
$442B
| $22.7M | 0.03% |
1,070,017
+830,931
| +348% | +$24.9M |
|
379
CALL
BHP
BHP
$230B
| $22.5M | 0.03% |
687,397
-286,976
| -29% | -$12M |
|
|
380
PUT
BHP
BHP
$230B
| $22.4M | 0.03% |
683,698
+152,456
| +29% | +$6.36M |
|
381
Beyond Meat
BYND
$277M
| $22.4M | 0.03% |
336,012
+313,009
| +1,361% | +$30.4M |
|
382
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $22.3M | 0.03% |
676,805
+315,023
| +87% | +$20.9M |
|
383
CALL
Goldman Sachs
GS
$303B
| $22.2M | 0.03% |
143,800
-266,900
| -65% | -$56.7M |
|
|
B
384
CALL
Barrick Mining
B
$73.2B
| $22.1M | 0.03% |
1,207,700
+449,600
| +59% | +$8.43M |
|
385
PUT
American Tower
AMT
$80.4B
| $22M | 0.03% |
101,100
+79,800
| +375% | +$18.6M |
|
386
PUT
RH
RH
$3.71B
| $22M | 0.03% |
218,600
-131,800
| -38% | -$24.6M |
|
387
Wayfair
W
$14.6B
| $21.9M | 0.03% |
409,333
+327,284
| +399% | +$25M |
|
388
Lockheed Martin
LMT
$136B
| $21.8M | 0.03% |
64,311
+21,947
| +52% | +$8.63M |
|
389
CALL
MetLife
MET
$62.1B
| $21.6M | 0.03% |
707,000
-367,800
| -34% | -$16.3M |
|
390
Humana
HUM
$46.2B
| $21.4M | 0.03% |
68,208
+67,992
| +31,478% | +$22.9M |
|
391
PUT
ConocoPhillips
COP
$141B
| $21.4M | 0.03% |
695,200
+125,000
| +22% | +$6.36M |
|
392
PUT
Edison International
EIX
$26.4B
| $21.3M | 0.03% |
388,600
+177,400
| +84% | +$12.3M |
|
393
PUT
DexCom
DXCM
$32B
| $21.3M | 0.03% |
+316,000
| New | +$19.7M |
|
394
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
| $21.2M | 0.03% |
7,156
-36,577
| -84% | -$59.5M |
|
395
PUT
Arista Networks
ANET
$238B
| $21.1M | 0.03% |
1,667,200
-1,396,800
| -46% | -$18.1M |
|
396
CALL
Zoom
ZM
$30.6B
| $20.9M | 0.03% |
+142,700
| New | +$14.1M |
|
397
JPMorgan Chase
JPM
$950B
| $20.7M | 0.03% |
229,761
+23,338
| +11% | +$2.84M |
|
398
CALL
Chevron
CVX
$366B
| $20.7M | 0.03% |
285,600
+12,800
| +5% | +$1.26M |
|
399
Simon Property Group
SPG
$72.3B
| $20.6M | 0.03% |
375,621
+366,183
| +3,880% | +$43.8M |
|
400
PUT
Microchip Technology
MCHP
$46B
| $20.6M | 0.03% |
606,600
+122,800
| +25% | +$5.78M |
|
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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.