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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 | |
|---|---|---|---|---|---|---|
151
eBay
EBAY
$49.7B
| $73M | 0.09% |
2,429,391
+2,305,155
| +1,855% | +$80.3M |
|
152
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $73M | 0.09% |
5,580,000
-370,000
| -6% | -$5.85M |
|
153
Walt Disney
DIS
$181B
| $72.8M | 0.09% |
754,070
+584,791
| +345% | +$73.9M |
|
154
PUT
Baidu
BIDU
$37.2B
| $72.5M | 0.09% |
718,900
-500,800
| -41% | -$61M |
|
155
Target
TGT
$68B
| $71.9M | 0.09% |
773,606
+694,338
| +876% | +$77.1M |
|
156
PUT
iShares US Real Estate ETF
IYR
$4.65B
| $70.8M | 0.09% |
1,017,400
+982,000
| +2,774% | +$86.9M |
|
157
PUT
Goldman Sachs
GS
$303B
| $70.7M | 0.09% |
457,200
-159,400
| -26% | -$33.8M |
|
158
CALL
Wells Fargo
WFC
$264B
| $70.6M | 0.09% |
2,461,400
+240,100
| +11% | +$10.2M |
|
159
PUT
JD.com
JD
$44.5B
| $69.8M | 0.09% |
1,722,500
-1,299,900
| -43% | -$51.9M |
|
160
CALL
AbbVie
ABBV
$435B
| $69.6M | 0.09% |
913,900
+685,900
| +301% | +$58.4M |
|
161
Home Depot
HD
$355B
| $69.6M | 0.09% |
372,522
+279,721
| +301% | +$61.4M |
|
162
Starbucks
SBUX
$120B
| $69.5M | 0.09% |
1,057,388
+498,467
| +89% | +$40.3M |
|
163
Intel
INTC
$513B
| $69.3M | 0.09% |
1,279,739
+447,059
| +54% | +$26.4M |
|
164
CALL
GE Aerospace
GE
$384B
| $68.7M | 0.09% |
1,734,805
+178,085
| +11% | +$9.5M |
|
165
Cisco
CSCO
$479B
| $68.4M | 0.09% |
1,741,215
+1,113,419
| +177% | +$48.8M |
|
166
PUT
Deere & Co
DE
$168B
| $67.6M | 0.09% |
489,000
-57,100
| -10% | -$9.03M |
|
167
PUT
PepsiCo
PEP
$190B
| $66.4M | 0.09% |
553,100
-170,900
| -24% | -$23.1M |
|
|
168
CALL
Walt Disney
DIS
$181B
| $65.3M | 0.08% |
676,100
+572,600
| +553% | +$72.4M |
|
169
PUT
Morgan Stanley
MS
$340B
| $65M | 0.08% |
1,910,600
-1,607,600
| -46% | -$75.7M |
|
170
CALL
Walmart Inc
WMT
$890B
| $64.8M | 0.08% |
1,710,900
+1,179,000
| +222% | +$45.4M |
|
171
CALL
United Parcel Service
UPS
$88.9B
| $64.5M | 0.08% |
690,600
+68,800
| +11% | +$7.13M |
|
172
CALL
TSMC
TSM
$2.18T
| $63.9M | 0.08% |
1,337,300
+963,700
| +258% | +$52.7M |
|
173
Micron Technology
MU
$991B
| $63.5M | 0.08% |
1,509,320
+942,516
| +166% | +$49M |
|
|
174
PUT
TSMC
TSM
$2.18T
| $62.4M | 0.08% |
1,305,000
+1,070,900
| +457% | +$58.6M |
|
175
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $62.1M | 0.08% |
801,400
+282,300
| +54% | +$25M |
|
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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.