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 | |
|---|---|---|---|---|---|---|
726
Thermo Fisher Scientific
TMO
$220B
| $6.93M | 0.01% |
24,422
-30,389
| -55% | -$9.58M |
|
727
PUT
Golar LNG
GLNG
$5.13B
| $6.92M | 0.01% |
878,800
+519,300
| +144% | +$5.7M |
|
728
Accenture
ACN
$108B
| $6.91M | 0.01% |
42,324
-6,530
| -13% | -$1.26M |
|
729
Sherwin-Williams
SHW
$89.8B
| $6.91M | 0.01% |
45,099
+36,141
| +403% | +$6.52M |
|
730
PUT
Five Below
FIVE
$13.5B
| $6.9M | 0.01% |
98,100
-181,900
| -65% | -$18.5M |
|
731
CALL
Old National Bancorp
ONB
$10.2B
| $6.9M | 0.01% |
523,000
-1,654,600
| -76% | -$27.6M |
|
732
CALL
Trip.com Group
TCOM
$29.1B
| $6.79M | 0.01% |
289,400
+87,000
| +43% | +$2.71M |
|
|
BCOV
733
PUT
DELISTED
Brightcove, Inc.
BCOV
| $6.77M | 0.01% |
971,000
+790,000
| +436% | +$6.36M |
|
734
CALL
Entegris
ENTG
$23.2B
| $6.72M | 0.01% |
+150,000
| New | +$7.78M |
|
735
CALL
State Street SPDR S&P Retail ETF
XRT
$654M
| $6.69M | 0.01% |
224,600
+111,100
| +98% | +$4.5M |
|
736
PUT
iShares Biotechnology ETF
IBB
$9.71B
| $6.68M | 0.01% |
62,000
-700
| -1% | -$80.6K |
|
737
CALL
American Airlines Group
AAL
$10.6B
| $6.68M | 0.01% |
548,100
-665,100
| -55% | -$15.2M |
|
738
CALL
Eaton
ETN
$174B
| $6.66M | 0.01% |
85,700
+19,900
| +30% | +$1.82M |
|
739
CALL
Pinterest
PINS
$13.4B
| $6.63M | 0.01% |
429,600
+399,100
| +1,309% | +$7.77M |
|
740
PUT
ZTO Express
ZTO
$17.9B
| $6.62M | 0.01% |
250,000
+150,000
| +150% | +$3.64M |
|
741
Corning
GLW
$143B
| $6.62M | 0.01% |
322,038
+205,020
| +175% | +$5.35M |
|
742
PUT
Cencora
COR
$61.2B
| $6.61M | 0.01% |
74,600
-25,400
| -25% | -$2.24M |
|
743
CALL
Quest Diagnostics
DGX
$26.3B
| $6.6M | 0.01% |
+82,200
| New | +$8.51M |
|
744
Southern Company
SO
$107B
| $6.58M | 0.01% |
121,461
+82,428
| +211% | +$5.22M |
|
745
CALL
Tyson Foods
TSN
$20.4B
| $6.57M | 0.01% |
113,600
+108,500
| +2,127% | +$8.11M |
|
746
CALL
iShares MSCI Canada ETF
EWC
$6.46B
| $6.55M | 0.01% |
+300,000
| New | +$8.21M |
|
|
WORK
747
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $6.55M | 0.01% |
244,000
+164,000
| +205% | +$3.96M |
|
748
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $6.54M | 0.01% |
221,488
+211,106
| +2,033% | +$7.72M |
|
|
AYX
749
PUT
DELISTED
Alteryx Inc
AYX
| $6.52M | 0.01% |
68,500
+15,600
| +29% | +$1.94M |
|
750
Cognizant
CTSH
$26B
| $6.48M | 0.01% |
139,485
+125,883
| +925% | +$7.5M |
|
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.