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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 | |
|---|---|---|---|---|---|---|
76
PUT
Walmart Inc
WMT
$890B
| $135M | 0.17% |
3,567,600
+1,546,800
| +77% | +$59.5M |
|
77
PUT
Mercado Libre
MELI
$92.3B
| $134M | 0.17% |
274,600
-501,200
| -65% | -$309M |
|
78
PUT
Bank of America
BAC
$442B
| $130M | 0.17% |
6,142,200
-3,709,000
| -38% | -$111M |
|
79
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
| $129M | 0.17% |
+43,566
| New | +$70.9M |
|
80
CALL
VanEck Semiconductor ETF
SMH
$73.2B
| $128M | 0.16% |
2,183,000
+2,175,000
| +27,188% | +$147M |
|
81
CALL
Netflix
NFLX
$309B
| $126M | 0.16% |
3,356,000
-742,000
| -18% | -$26.3M |
|
82
CALL
Visa
V
$677B
| $125M | 0.16% |
773,900
+239,100
| +45% | +$45M |
|
83
PUT
Blackrock
BLK
$176B
| $123M | 0.16% |
280,000
+244,800
| +695% | +$121M |
|
|
84
Palo Alto Networks
PANW
$297B
| $123M | 0.16% |
4,492,638
+4,361,364
| +3,322% | +$152M |
|
85
CALL
CVS Health
CVS
$122B
| $123M | 0.16% |
2,068,000
+140,800
| +7% | +$9.4M |
|
86
PUT
Boeing
BA
$185B
| $122M | 0.16% |
821,200
-204,500
| -20% | -$56M |
|
87
Alibaba
BABA
$308B
| $121M | 0.16% |
623,451
+246,491
| +65% | +$51.4M |
|
88
PUT
Mastercard
MA
$493B
| $121M | 0.15% |
499,200
+232,400
| +87% | +$69.1M |
|
89
PUT
ServiceNow
NOW
$129B
| $120M | 0.15% |
2,088,000
+673,500
| +48% | +$42.1M |
|
90
PUT
Applied Materials
AMAT
$428B
| $118M | 0.15% |
2,580,900
-275,100
| -10% | -$15.8M |
|
91
PUT
3M
MMM
$94.3B
| $117M | 0.15% |
1,026,407
+816,748
| +390% | +$107M |
|
92
CALL
Advanced Micro Devices
AMD
$789B
| $117M | 0.15% |
2,571,800
-428,800
| -14% | -$20.7M |
|
93
PUT
Cisco
CSCO
$479B
| $116M | 0.15% |
2,940,200
+907,200
| +45% | +$39.8M |
|
94
PUT
IBM
IBM
$224B
| $115M | 0.15% |
1,086,480
-216,313
| -17% | -$27.4M |
|
95
Union Pacific
UNP
$174B
| $115M | 0.15% |
816,428
+755,316
| +1,236% | +$125M |
|
96
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $114M | 0.15% |
5,459,200
-4,670,100
| -46% | -$129M |
|
|
NEE.PRO
97
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $113M | 0.14% |
1,153,469
+528,154
| +84% | +$27.2M |
|
98
CALL
Costco
COST
$420B
| $110M | 0.14% |
384,900
+346,400
| +900% | +$105M |
|
|
BDXA
99
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
| $109M | 0.14% |
+971,812
| New | +$58.8M |
|
100
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $109M | 0.14% |
1,567,000
+1,330,000
| +561% | +$118M |
|
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.