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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 | |
|---|---|---|---|---|---|---|
676
CALL
LGI Homes
LGIH
$1.4B
| $7.9M | 0.01% |
+175,000
| New | +$13M |
|
677
CALL
iShares Silver Trust
SLV
$30.9B
| $7.9M | 0.01% |
605,000
-1,597,800
| -73% | -$25.1M |
|
678
PUT
Universal Display
OLED
$4.19B
| $7.86M | 0.01% |
59,700
-2,800
| -4% | -$482K |
|
679
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.5B
| $7.85M | 0.01% |
35,800
-251,800
| -88% | -$66.9M |
|
680
United Airlines
UAL
$42.1B
| $7.85M | 0.01% |
248,870
+97,214
| +64% | +$6.43M |
|
681
Southwest Airlines
LUV
$23B
| $7.83M | 0.01% |
219,838
+196,742
| +852% | +$9.75M |
|
682
Petrobras
PBR
$116B
| $7.64M | 0.01% |
1,389,763
+1,293,361
| +1,342% | +$15.4M |
|
683
PUT
iQIYI
IQ
$1.28B
| $7.62M | 0.01% |
428,100
+420,800
| +5,764% | +$9.45M |
|
684
Snap
SNAP
$9.01B
| $7.61M | 0.01% |
640,303
+450,351
| +237% | +$6.91M |
|
685
JD.com
JD
$44.5B
| $7.61M | 0.01% |
187,847
-550,185
| -75% | -$22M |
|
686
PUT
Capital One
COF
$134B
| $7.6M | 0.01% |
150,900
-215,400
| -59% | -$18.9M |
|
687
Dollar General
DG
$27.9B
| $7.59M | 0.01% |
50,267
+42,637
| +559% | +$6.58M |
|
688
CALL
Colgate-Palmolive
CL
$74.4B
| $7.58M | 0.01% |
114,200
+60,100
| +111% | +$4.24M |
|
|
COUP
689
PUT
DELISTED
Coupa Software Incorporated
COUP
| $7.58M | 0.01% |
54,200
-34,400
| -39% | -$5.32M |
|
690
Vale
VALE
$62.6B
| $7.56M | 0.01% |
912,102
+764,477
| +518% | +$8.32M |
|
691
CALL
NetEase
NTES
$84.7B
| $7.54M | 0.01% |
117,500
-4,500
| -4% | -$296K |
|
|
HES
692
PUT
DELISTED
Hess
HES
| $7.45M | 0.01% |
223,400
+68,500
| +44% | +$3.71M |
|
693
Cigna
CI
$74.6B
| $7.44M | 0.01% |
41,974
-65,335
| -61% | -$12.7M |
|
694
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $7.44M | 0.01% |
252,000
+246,800
| +4,746% | +$9.03M |
|
695
CALL
iShares MSCI Japan ETF
EWJ
$22.8B
| $7.43M | 0.01% |
150,500
+112,200
| +293% | +$6.17M |
|
|
XIFR
696
CALL
XPLR Infrastructure LP
XIFR
$1.08B
| $7.37M | 0.01% |
+171,400
| New | +$9.08M |
|
|
FTCH
697
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $7.3M | 0.01% |
+924,544
| New | +$9.98M |
|
698
CALL
Skywest
SKYW
$4.34B
| $7.3M | 0.01% |
+278,700
| New | +$13.6M |
|
|
CERN
699
CALL
DELISTED
Cerner Corp
CERN
| $7.29M | 0.01% |
+115,800
| New | +$8.24M |
|
700
PUT
Paycom
PAYC
$9.69B
| $7.29M | 0.01% |
+36,100
| New | +$9.89M |
|
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.