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 | |
|---|---|---|---|---|---|---|
526
CALL
Constellation Brands
STZ
$23.2B
| $12.5M | 0.02% |
86,900
-24,100
| -22% | -$4.25M |
|
527
PUT
Dell
DELL
$293B
| $12.4M | 0.02% |
616,760
-2,565
| -0.4% | -$59.2K |
|
528
Newmont
NEM
$119B
| $12.4M | 0.02% |
272,957
-109,187
| -29% | -$4.93M |
|
529
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $12.4M | 0.02% |
252,000
-77,400
| -23% | -$4.57M |
|
530
PUT
Herbalife
HLF
$1.29B
| $12.2M | 0.02% |
+418,700
| New | +$15.6M |
|
531
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $12.2M | 0.02% |
157,300
+128,714
| +450% | +$11.4M |
|
532
PUT
BP
BP
$107B
| $12.2M | 0.02% |
499,000
+148,500
| +42% | +$4.8M |
|
533
PUT
AGNC Investment
AGNC
$12.9B
| $12.2M | 0.02% |
1,149,400
+1,127,300
| +5,101% | +$18.8M |
|
534
PUT
Snap
SNAP
$9.01B
| $12.2M | 0.02% |
1,022,600
-3,906,500
| -79% | -$60M |
|
535
CALL
MongoDB
MDB
$32.1B
| $12M | 0.02% |
88,100
-170,200
| -66% | -$25.1M |
|
536
PUT
AutoZone
AZO
$51.1B
| $12M | 0.02% |
14,200
-21,500
| -60% | -$22.3M |
|
537
Microchip Technology
MCHP
$46B
| $12M | 0.02% |
354,592
+41,912
| +13% | +$1.97M |
|
538
CALL
Royal Caribbean
RCL
$85.6B
| $12M | 0.02% |
372,900
+170,600
| +84% | +$15.6M |
|
539
CALL
eBay
EBAY
$49.8B
| $12M | 0.02% |
397,800
+12,300
| +3% | +$428K |
|
540
Philip Morris
PM
$295B
| $11.9M | 0.02% |
162,681
+79,917
| +97% | +$6.58M |
|
541
iShares MSCI Brazil ETF
EWZ
$8.95B
| $11.8M | 0.02% |
499,913
+43,673
| +10% | +$1.69M |
|
542
PUT
RTX Corp
RTX
$301B
| $11.7M | 0.02% |
197,799
+106,079
| +116% | +$8.98M |
|
543
PUT
Lyft
LYFT
$6.63B
| $11.7M | 0.02% |
434,900
+137,200
| +46% | +$5.45M |
|
544
CALL
CSX Corp
CSX
$93.1B
| $11.7M | 0.02% |
610,200
+900
| +0.1% | +$21K |
|
545
PUT
NovoCure
NVCR
$1.91B
| $11.6M | 0.01% |
+171,700
| New | +$13.6M |
|
546
CALL
Western Digital
WDC
$150B
| $11.5M | 0.01% |
364,487
-11,642
| -3% | -$516K |
|
|
FTCH
547
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $11.5M | 0.01% |
+1,450,000
| New | +$15.7M |
|
|
548
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $11.4M | 0.01% |
231,600
-183,800
| -44% | -$10.9M |
|
|
TVTY
549
CALL
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $11.3M | 0.01% |
+1,800,000
| New | +$29M |
|
550
CALL
Southwest Airlines
LUV
$23B
| $11.3M | 0.01% |
316,400
+206,700
| +188% | +$10.2M |
|
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.