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 | |
|---|---|---|---|---|---|---|
|
ETFC
1326
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $1.39M | ﹤0.01% |
40,400
-177,700
| -81% | -$7.51M |
|
|
PPLI
1327
PUT
People Inc
PPLI
$3.03B
| $1.38M | ﹤0.01% |
43,085
-689,913
| -94% | -$27.3M |
|
|
TMHC
1328
CALL
DELISTED
Taylor Morrison
TMHC
| $1.38M | ﹤0.01% |
125,000
| – | – |
|
1329
PUT
W.W. Grainger
GWW
$61.1B
| $1.37M | ﹤0.01% |
5,500
-30,900
| -85% | -$9.14M |
|
|
BNY
1330
CALL
Bank of New York Mellon
BNY
$108B
| $1.37M | ﹤0.01% |
40,600
+16,100
| +66% | +$676K |
|
1331
CALL
Western Union
WU
$2.19B
| $1.36M | ﹤0.01% |
75,200
+200
| +0.3% | +$4.9K |
|
|
GRMN
1332
PUT
Garmin
GRMN
$60.4B
| $1.36M | ﹤0.01% |
+18,200
| New | +$1.65M |
|
|
PRFT
1333
CALL
DELISTED
Perficient Inc
PRFT
| $1.35M | ﹤0.01% |
50,000
-65,900
| -57% | -$2.88M |
|
1334
BlackBerry
BB
$5.18B
| $1.35M | ﹤0.01% |
326,943
-369,262
| -53% | -$2.01M |
|
1335
PUT
Prologis
PLD
$132B
| $1.35M | ﹤0.01% |
16,800
+15,700
| +1,427% | +$1.37M |
|
|
WBA
1336
DELISTED
Walgreens Boots Alliance
WBA
| $1.35M | ﹤0.01% |
29,446
-46,825
| -61% | -$2.38M |
|
|
DNKN
1337
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.34M | ﹤0.01% |
25,300
-36,600
| -59% | -$2.54M |
|
1338
CALL
LyondellBasell Industries
LYB
$20.2B
| $1.34M | ﹤0.01% |
26,900
+23,700
| +741% | +$1.74M |
|
|
P
1339
CALL
Everpure Inc
P
$32.6B
| $1.33M | ﹤0.01% |
108,300
+89,300
| +470% | +$1.45M |
|
|
AYX
1340
DELISTED
Alteryx Inc
AYX
| $1.33M | ﹤0.01% |
13,989
+10,208
| +270% | +$1.27M |
|
1341
Mattel
MAT
$4.21B
| $1.32M | ﹤0.01% |
150,130
+92,985
| +163% | +$1.14M |
|
1342
PUT
SBA Communications
SBAC
$19.2B
| $1.32M | ﹤0.01% |
4,900
-23,100
| -83% | -$6.09M |
|
1343
CALL
DexCom
DXCM
$33.1B
| $1.32M | ﹤0.01% |
+19,600
| New | +$1.22M |
|
1344
CALL
Kohl's
KSS
$2.16B
| $1.32M | ﹤0.01% |
90,300
+11,600
| +15% | +$435K |
|
1345
VF Corp
VFC
$5.86B
| $1.31M | ﹤0.01% |
24,256
+4,350
| +22% | +$339K |
|
1346
Ares Capital
ARCC
$14.3B
| $1.31M | ﹤0.01% |
+121,291
| New | +$2.05M |
|
1347
CALL
Conagra Brands
CAG
$7.07B
| $1.3M | ﹤0.01% |
44,500
+21,000
| +89% | +$633K |
|
|
1348
PUT
LyondellBasell Industries
LYB
$20.2B
| $1.3M | ﹤0.01% |
26,200
+21,000
| +404% | +$1.54M |
|
1349
Corpay
CPAY
$26.2B
| $1.3M | ﹤0.01% |
6,987
+6,975
| +58,125% | +$1.92M |
|
1350
Upwork
UPWK
$1.21B
| $1.3M | ﹤0.01% |
201,655
+178,986
| +790% | +$1.54M |
|
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.