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 | |
|---|---|---|---|---|---|---|
51
PUT
Bristol-Myers Squibb
BMY
$132B
| $218M | 0.28% |
3,908,800
+3,314,100
| +557% | +$203M |
|
52
Microsoft
MSFT
$3.71T
| $216M | 0.28% |
1,369,144
+470,789
| +52% | +$77.4M |
|
53
CALL
Alibaba
BABA
$308B
| $213M | 0.27% |
1,095,900
-377,600
| -26% | -$78.8M |
|
54
CALL
PepsiCo
PEP
$190B
| $208M | 0.27% |
1,729,300
+1,337,800
| +342% | +$181M |
|
55
PUT
Broadcom
AVGO
$2.04T
| $183M | 0.24% |
7,716,000
-986,000
| -11% | -$27.8M |
|
|
56
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
| $183M | 0.23% |
3,415,200
+894,900
| +36% | +$56.8M |
|
|
57
CALL
NVIDIA
NVDA
$5.42T
| $181M | 0.23% |
27,416,000
-43,200,000
| -61% | -$273M |
|
58
CALL
Bank of America
BAC
$442B
| $178M | 0.23% |
8,389,600
+4,293,300
| +105% | +$129M |
|
59
PUT
Charter Communications
CHTR
$18.2B
| $178M | 0.23% |
407,700
+314,800
| +339% | +$154M |
|
60
PUT
Johnson & Johnson
JNJ
$625B
| $176M | 0.23% |
1,338,600
+519,700
| +63% | +$73.7M |
|
|
61
CALL
Charter Communications
CHTR
$18.2B
| $175M | 0.22% |
400,500
+381,000
| +1,954% | +$186M |
|
62
PUT
Costco
COST
$420B
| $174M | 0.22% |
609,600
+133,200
| +28% | +$40.4M |
|
63
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
| $174M | 0.22% |
7,374,800
+951,000
| +15% | +$36.7M |
|
64
PUT
VanEck Semiconductor ETF
SMH
$73.2B
| $172M | 0.22% |
2,942,000
+2,503,400
| +571% | +$169M |
|
65
PUT
Caterpillar
CAT
$387B
| $166M | 0.21% |
1,432,900
+543,800
| +61% | +$69.5M |
|
66
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
| $166M | 0.21% |
1,007,751
+823,755
| +448% | +$123M |
|
|
CFXA
67
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $161M | 0.21% |
738,204
+217,471
| +42% | +$30.1M |
|
|
68
CALL
Alphabet (Google) Class C
GOOG
$4.32T
| $161M | 0.21% |
2,766,000
-754,000
| -21% | -$51.2M |
|
69
PUT
Home Depot
HD
$355B
| $159M | 0.2% |
850,100
+349,300
| +70% | +$76.7M |
|
|
70
iShares MSCI EAFE ETF
EFA
$80.2B
| $156M | 0.2% |
2,920,554
+2,576,443
| +749% | +$164M |
|
71
PUT
Texas Instruments
TXN
$261B
| $149M | 0.19% |
1,493,000
+362,500
| +32% | +$43.5M |
|
72
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $148M | 0.19% |
809,800
+506,300
| +167% | +$108M |
|
73
PUT
Starbucks
SBUX
$120B
| $143M | 0.18% |
2,174,200
+1,063,200
| +96% | +$86M |
|
74
PUT
Target
TGT
$68B
| $142M | 0.18% |
1,528,300
+608,200
| +66% | +$67.5M |
|
75
CALL
Booking.com
BKNG
$161B
| $135M | 0.17% |
2,512,500
-3,067,500
| -55% | -$215M |
|
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.