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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 | |
|---|---|---|---|---|---|---|
1026
CALL
Tower Semiconductor
TSEM
$29.6B
| $3.15M | ﹤0.01% |
198,000
-5,000
| -2% | -$104K |
|
|
ZNGA
1027
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.13M | ﹤0.01% |
456,915
+357,656
| +360% | +$2.35M |
|
1028
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.54B
| $3.13M | ﹤0.01% |
95,900
-105,700
| -52% | -$5.17M |
|
1029
ASML
ASML
$674B
| $3.12M | ﹤0.01% |
11,925
+10,144
| +570% | +$2.89M |
|
|
LK
1030
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $3.12M | ﹤0.01% |
114,757
+107,014
| +1,382% | +$3.94M |
|
1031
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $3.11M | ﹤0.01% |
193,141
+177,302
| +1,119% | +$3.84M |
|
1032
CALL
ICF International
ICFI
$1.67B
| $3.09M | ﹤0.01% |
+45,000
| New | +$3.67M |
|
|
SPWR
1033
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $3.09M | ﹤0.01% |
930,401
-168,581
| -15% | -$887K |
|
1034
CALL
MGM Resorts International
MGM
$11B
| $3.09M | ﹤0.01% |
261,300
-2,600
| -1% | -$66.9K |
|
1035
CALL
Hilton Worldwide
HLT
$70B
| $3.08M | ﹤0.01% |
45,200
+26,000
| +135% | +$2.53M |
|
1036
PUT
Darden Restaurants
DRI
$24.5B
| $3.08M | ﹤0.01% |
+56,600
| New | +$5.51M |
|
1037
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$145M
| $3.08M | ﹤0.01% |
+1,040
| New | +$1.69M |
|
1038
CALL
Illinois Tool Works
ITW
$84B
| $3.06M | ﹤0.01% |
+21,500
| New | +$3.65M |
|
1039
CALL
Northern Trust
NTRS
$34.3B
| $3.02M | ﹤0.01% |
+40,000
| New | +$3.67M |
|
1040
CALL
Simon Property Group
SPG
$71.3B
| $3.02M | ﹤0.01% |
55,000
+54,500
| +10,900% | +$6.52M |
|
1041
PUT
Goodyear
GT
$1.75B
| $3M | ﹤0.01% |
515,700
+140,700
| +38% | +$1.54M |
|
1042
PUT
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
| $3M | ﹤0.01% |
+22,500
| New | +$2.9M |
|
|
INFO
1043
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $3M | ﹤0.01% |
50,000
| – | – |
|
1044
PUT
Linde
LIN
$225B
| $2.96M | ﹤0.01% |
17,100
+14,900
| +677% | +$2.94M |
|
1045
PUT
Vail Resorts
MTN
$5.23B
| $2.95M | ﹤0.01% |
+20,000
| New | +$4.3M |
|
1046
CALL
Intercontinental Exchange
ICE
$85.3B
| $2.95M | ﹤0.01% |
+36,600
| New | +$3.32M |
|
1047
PUT
Green Plains
GPRE
$1.06B
| $2.95M | ﹤0.01% |
607,400
+13,000
| +2% | +$140K |
|
1048
Blackstone
BX
$111B
| $2.94M | ﹤0.01% |
64,619
+19,908
| +45% | +$1.1M |
|
1049
CALL
Chegg
CHGG
$98.3M
| $2.93M | ﹤0.01% |
82,000
+50,000
| +156% | +$1.95M |
|
1050
PUT
Enbridge
ENB
$112B
| $2.91M | ﹤0.01% |
100,100
+100,000
| +100,000% | +$3.71M |
|
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.