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 | |
|---|---|---|---|---|---|---|
176
CALL
Medtronic
MDT
$112B
| $60.9M | 0.08% |
675,900
+599,600
| +786% | +$63.8M |
|
177
iShares MSCI Japan ETF
EWJ
$23B
| $60.8M | 0.08% |
1,231,390
+1,208,820
| +5,356% | +$66.5M |
|
178
Sprott Physical Gold and Silver Trust
CEF
$8.06B
| $60.8M | 0.08% |
4,158,543
| – | – |
|
179
Caterpillar
CAT
$387B
| $60.7M | 0.08% |
523,249
+265,966
| +103% | +$34M |
|
180
Applied Materials
AMAT
$428B
| $59.7M | 0.08% |
1,303,089
+823,185
| +172% | +$47.3M |
|
181
PUT
Lowe's Companies
LOW
$125B
| $59.6M | 0.08% |
692,700
-238,100
| -26% | -$26M |
|
182
PUT
ExxonMobil
XOM
$634B
| $57.4M | 0.07% |
1,511,700
+914,100
| +153% | +$50.5M |
|
183
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $56.5M | 0.07% |
637,600
+546,700
| +601% | +$53.1M |
|
184
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $56.3M | 0.07% |
1,033,800
+272,000
| +36% | +$16.5M |
|
185
CALL
Pfizer
PFE
$153B
| $56.3M | 0.07% |
1,817,518
-133,436
| -7% | -$4.55M |
|
186
PUT
Estee Lauder
EL
$32B
| $55.9M | 0.07% |
350,800
+246,100
| +235% | +$47.5M |
|
|
187
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $55.9M | 0.07% |
1,025,400
+925,400
| +925% | +$56.2M |
|
188
PUT
Oracle
ORCL
$423B
| $54.7M | 0.07% |
1,132,600
-494,200
| -30% | -$25.5M |
|
189
IBM
IBM
$224B
| $54.7M | 0.07% |
515,464
+264,064
| +105% | +$33.4M |
|
190
PUT
Humana
HUM
$46.2B
| $54.4M | 0.07% |
173,300
+144,200
| +496% | +$48.6M |
|
191
PUT
Uber
UBER
$153B
| $54.2M | 0.07% |
1,939,400
+390,900
| +25% | +$12.9M |
|
192
Netflix
NFLX
$309B
| $54.1M | 0.07% |
1,441,420
-197,170
| -12% | -$6.98M |
|
193
CALL
Home Depot
HD
$355B
| $54M | 0.07% |
289,400
+16,500
| +6% | +$3.62M |
|
194
CALL
Mastercard
MA
$493B
| $53.2M | 0.07% |
220,200
-300
| -0.1% | -$89.2K |
|
195
Visa
V
$677B
| $52.1M | 0.07% |
323,165
+155,779
| +93% | +$29.3M |
|
196
CALL
General Motors
GM
$76.8B
| $52M | 0.07% |
2,503,100
+1,456,800
| +139% | +$44.5M |
|
197
PUT
Chevron
CVX
$366B
| $51.8M | 0.07% |
715,600
+448,000
| +167% | +$44.3M |
|
198
CALL
Gilead Sciences
GILD
$165B
| $51.8M | 0.07% |
692,600
+307,300
| +80% | +$21.2M |
|
199
CALL
PayPal
PYPL
$50.5B
| $51.7M | 0.07% |
540,500
-441,800
| -45% | -$48.8M |
|
200
CALL
Ford
F
$55.7B
| $51.7M | 0.07% |
10,712,400
+9,552,000
| +823% | +$71.6M |
|
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.