We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
251
PUT
Ulta Beauty
ULTA
$24.3B
| $36.1M | 0.05% |
205,200
+98,500
| +92% | +$24.6M |
|
252
CALL
Estee Lauder
EL
$32B
| $36M | 0.05% |
225,800
+220,700
| +4,327% | +$42.6M |
|
253
PUT
Gilead Sciences
GILD
$165B
| $35.9M | 0.05% |
479,900
-41,200
| -8% | -$2.85M |
|
254
CALL
Mondelez International
MDLZ
$79.9B
| $35.8M | 0.05% |
715,100
+585,300
| +451% | +$31.7M |
|
255
PUT
Analog Devices
ADI
$190B
| $35.7M | 0.05% |
398,600
-40,400
| -9% | -$4.42M |
|
|
NEE.PRP
256
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
| $35.2M | 0.05% |
+380,889
| New | +$16M |
|
257
Goldman Sachs
GS
$303B
| $35.2M | 0.05% |
227,621
+89,005
| +64% | +$18.9M |
|
258
Oracle
ORCL
$423B
| $35M | 0.04% |
724,009
+580,251
| +404% | +$29.9M |
|
259
PUT
iShares MSCI Brazil ETF
EWZ
$8.95B
| $34.8M | 0.04% |
1,477,200
-8,798,200
| -86% | -$340M |
|
260
PUT
Dollar General
DG
$27.9B
| $34.7M | 0.04% |
230,100
+137,600
| +149% | +$21.2M |
|
|
261
PUT
Mondelez International
MDLZ
$79.9B
| $34.6M | 0.04% |
690,500
+466,100
| +208% | +$25.2M |
|
262
Mastercard
MA
$493B
| $34.5M | 0.04% |
142,883
+49,555
| +53% | +$14.7M |
|
|
ATVI
263
PUT
DELISTED
Activision Blizzard
ATVI
| $34.3M | 0.04% |
575,800
-923,800
| -62% | -$54.8M |
|
264
TSMC
TSM
$2.18T
| $34.2M | 0.04% |
714,864
+678,848
| +1,885% | +$37.1M |
|
265
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $34.2M | 0.04% |
578,800
+454,300
| +365% | +$34.2M |
|
266
Intuitive Surgical
ISRG
$134B
| $34.1M | 0.04% |
206,835
+195,858
| +1,784% | +$35.9M |
|
267
PUT
NextEra Energy
NEE
$177B
| $34.1M | 0.04% |
566,400
+114,800
| +25% | +$7.22M |
|
268
PUT
Eli Lilly
LLY
$1.06T
| $34M | 0.04% |
245,000
+56,500
| +30% | +$7.76M |
|
269
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $33.9M | 0.04% |
842,600
-584,200
| -41% | -$26.7M |
|
270
PUT
Take-Two Interactive
TTWO
$46.1B
| $33.8M | 0.04% |
285,100
+81,500
| +40% | +$9.63M |
|
271
PUT
SLB Ltd
SLB
$75B
| $33.8M | 0.04% |
2,501,700
+1,340,700
| +115% | +$38.8M |
|
272
PUT
Constellation Brands
STZ
$23.2B
| $33.4M | 0.04% |
232,900
-26,600
| -10% | -$4.69M |
|
273
CALL
Salesforce
CRM
$158B
| $33.2M | 0.04% |
230,900
+79,500
| +53% | +$13.6M |
|
274
CALL
Deere & Co
DE
$168B
| $32.9M | 0.04% |
238,200
-279,100
| -54% | -$44.1M |
|
275
CALL
Union Pacific
UNP
$174B
| $32.8M | 0.04% |
232,800
+125,500
| +117% | +$20.7M |
|
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.