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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 | |
|---|---|---|---|---|---|---|
|
HES
951
CALL
DELISTED
Hess
HES
| $3.81M | ﹤0.01% |
114,300
+47,200
| +70% | +$2.55M |
|
952
American International
AIG
$41.3B
| $3.8M | ﹤0.01% |
156,680
+25,000
| +19% | +$1.07M |
|
953
PUT
Stryker
SYK
$130B
| $3.8M | ﹤0.01% |
22,800
+16,200
| +245% | +$3.17M |
|
954
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $3.79M | ﹤0.01% |
94,396
-250,044
| -73% | -$11.4M |
|
|
EA
955
CALL
DELISTED
Electronic Arts
EA
| $3.78M | ﹤0.01% |
37,800
-145,500
| -79% | -$15.3M |
|
956
CALL
Universal Display
OLED
$4.19B
| $3.75M | ﹤0.01% |
28,500
-17,000
| -37% | -$2.92M |
|
|
ZEN
957
DELISTED
ZENDESK INC
ZEN
| $3.75M | ﹤0.01% |
58,561
-15,935
| -21% | -$1.24M |
|
958
Tractor Supply
TSCO
$18B
| $3.75M | ﹤0.01% |
221,595
+220,930
| +33,223% | +$3.96M |
|
|
MNDT
959
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $3.75M | ﹤0.01% |
354,300
-338,800
| -49% | -$4.87M |
|
|
BHVN
960
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $3.74M | ﹤0.01% |
+110,000
| New | +$5.03M |
|
961
PUT
Cheniere Energy
LNG
$52.9B
| $3.73M | ﹤0.01% |
111,300
-185,600
| -63% | -$9.51M |
|
962
CALL
Honeywell
HON
$78B
| $3.72M | ﹤0.01% |
29,496
-61,432
| -68% | -$9.49M |
|
963
PUT
Ciena
CIEN
$58.4B
| $3.71M | ﹤0.01% |
93,100
-204,200
| -69% | -$8.38M |
|
964
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
| $3.7M | ﹤0.01% |
888,200
-173,500
| -16% | -$1.41M |
|
|
PXD
965
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.7M | ﹤0.01% |
52,900
-6,700
| -11% | -$796K |
|
966
NovoCure
NVCR
$1.91B
| $3.69M | ﹤0.01% |
+54,775
| New | +$4.33M |
|
967
PUT
Progressive
PGR
$125B
| $3.68M | ﹤0.01% |
49,900
+19,100
| +62% | +$1.47M |
|
968
CALL
Mercado Libre
MELI
$92.3B
| $3.67M | ﹤0.01% |
7,500
-11,000
| -59% | -$6.78M |
|
969
PUT
Exelon
EXC
$47B
| $3.67M | ﹤0.01% |
139,779
+106,131
| +315% | +$3.34M |
|
970
CALL
Clorox
CLX
$12.7B
| $3.66M | ﹤0.01% |
21,100
+14,800
| +235% | +$2.45M |
|
971
Restaurant Brands International
QSR
$25.8B
| $3.65M | ﹤0.01% |
91,318
+89,852
| +6,129% | +$5.09M |
|
972
PNC Financial Services
PNC
$101B
| $3.64M | ﹤0.01% |
37,986
+21,625
| +132% | +$2.91M |
|
973
CALL
Paychex
PAYX
$42.7B
| $3.62M | ﹤0.01% |
57,600
+19,200
| +50% | +$1.53M |
|
974
PUT
Kohl's
KSS
$2.19B
| $3.58M | ﹤0.01% |
245,800
-56,500
| -19% | -$2.12M |
|
975
Eli Lilly
LLY
$1.06T
| $3.57M | ﹤0.01% |
25,721
-117,377
| -82% | -$16.1M |
|
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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.