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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 | |
|---|---|---|---|---|---|---|
1101
Align Technology
ALGN
$12.5B
| $2.59M | ﹤0.01% |
14,893
+5,557
| +60% | +$1.33M |
|
1102
Monster Beverage
MNST
$89.9B
| $2.58M | ﹤0.01% |
91,808
-58,218
| -39% | -$1.87M |
|
1103
L3Harris
LHX
$54B
| $2.56M | ﹤0.01% |
14,218
+13,730
| +2,814% | +$2.81M |
|
1104
CALL
Equinix
EQIX
$102B
| $2.56M | ﹤0.01% |
+4,100
| New | +$2.45M |
|
1105
PUT
First Solar
FSLR
$25.7B
| $2.56M | ﹤0.01% |
71,000
-280,900
| -80% | -$13.4M |
|
1106
CALL
NetApp
NTAP
$39.2B
| $2.56M | ﹤0.01% |
61,200
-66,200
| -52% | -$3.42M |
|
|
LNW
1107
DELISTED
Light & Wonder
LNW
| $2.54M | ﹤0.01% |
262,110
-237,962
| -48% | -$4.87M |
|
1108
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.14B
| $2.53M | ﹤0.01% |
6,000
| – | – |
|
1109
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $2.52M | ﹤0.01% |
26,593
+26,408
| +14,275% | +$2.77M |
|
1110
CALL
Baxter International
BAX
$14.2B
| $2.52M | ﹤0.01% |
31,000
-23,800
| -43% | -$2.05M |
|
|
COUP
1111
DELISTED
Coupa Software Incorporated
COUP
| $2.52M | ﹤0.01% |
18,006
+11,531
| +178% | +$1.78M |
|
|
BCOV
1112
DELISTED
Brightcove, Inc.
BCOV
| $2.5M | ﹤0.01% |
359,250
+299,880
| +505% | +$2.41M |
|
1113
CALL
APA Corp
APA
$13.9B
| $2.49M | ﹤0.01% |
596,600
+48,200
| +9% | +$1.07M |
|
1114
PUT
Consolidated Edison
ED
$39.3B
| $2.49M | ﹤0.01% |
31,900
+30,300
| +1,894% | +$2.66M |
|
1115
PUT
Corpay
CPAY
$25.9B
| $2.48M | ﹤0.01% |
13,300
+5,600
| +73% | +$1.55M |
|
1116
CALL
Lumentum
LITE
$66.7B
| $2.48M | ﹤0.01% |
33,600
-12,100
| -26% | -$952K |
|
1117
CALL
Best Buy
BBY
$17.3B
| $2.46M | ﹤0.01% |
43,200
-116,600
| -73% | -$9.25M |
|
|
DOCU
1118
DocuSign
DOCU
$11.4B
| $2.45M | ﹤0.01% |
26,515
+24,777
| +1,426% | +$1.99M |
|
1119
PUT
Phillips 66
PSX
$83.9B
| $2.42M | ﹤0.01% |
45,200
+43,000
| +1,955% | +$3.5M |
|
1120
PUT
Corteva
CTVA
$51.3B
| $2.42M | ﹤0.01% |
102,800
+2,800
| +3% | +$77K |
|
1121
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $2.4M | ﹤0.01% |
149,200
-800
| -0.5% | -$17.3K |
|
1122
CALL
Moderna
MRNA
$24B
| $2.4M | ﹤0.01% |
+80,000
| New | +$1.84M |
|
1123
CALL
Global Payments
GPN
$22.9B
| $2.39M | ﹤0.01% |
+16,600
| New | +$3.03M |
|
1124
Parker-Hannifin
PH
$134B
| $2.39M | ﹤0.01% |
18,428
+17,338
| +1,591% | +$3.14M |
|
|
IRBT
1125
DELISTED
iRobot
IRBT
| $2.39M | ﹤0.01% |
58,445
-27,548
| -32% | -$1.32M |
|
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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.