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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 | |
|---|---|---|---|---|---|---|
776
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $6.07M | 0.01% |
461,000
+386,800
| +521% | +$13.8M |
|
777
CALL
PG&E
PCG
$38.5B
| $6.07M | 0.01% |
675,000
-229,100
| -25% | -$3.04M |
|
778
CALL
S&P Global
SPGI
$120B
| $6.07M | 0.01% |
24,700
+4,100
| +20% | +$1.12M |
|
779
PUT
Tower Semiconductor
TSEM
$28.5B
| $6.06M | 0.01% |
380,500
+177,500
| +87% | +$3.7M |
|
780
Honeywell
HON
$78B
| $6.05M | 0.01% |
47,949
+3,188
| +7% | +$492K |
|
781
PUT
Martin Marietta Materials
MLM
$33B
| $6.04M | 0.01% |
31,900
+29,200
| +1,081% | +$6.98M |
|
782
PUT
Halliburton
HAL
$26.6B
| $6.04M | 0.01% |
880,900
-363,900
| -29% | -$6.33M |
|
783
Delta Air Lines
DAL
$60.1B
| $6.02M | 0.01% |
211,008
+153,541
| +267% | +$7.61M |
|
784
PUT
CarMax
KMX
$8.26B
| $6.01M | 0.01% |
111,700
+5,800
| +5% | +$491K |
|
785
Seagate
STX
$184B
| $5.99M | 0.01% |
122,716
+102,622
| +511% | +$5.48M |
|
|
B
786
Barrick Mining
B
$73.2B
| $5.98M | 0.01% |
326,448
+64,837
| +25% | +$1.22M |
|
787
Sturm, Ruger & Co
RGR
$593M
| $5.97M | 0.01% |
+117,309
| New | +$5.76M |
|
788
PUT
Sysco
SYY
$40.3B
| $5.92M | 0.01% |
129,700
+128,400
| +9,877% | +$8.88M |
|
789
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $5.92M | 0.01% |
262,600
-265,400
| -50% | -$7.29M |
|
790
PUT
US Bancorp
USB
$99.6B
| $5.92M | 0.01% |
171,800
-82,900
| -33% | -$4M |
|
791
Herbalife
HLF
$1.29B
| $5.91M | 0.01% |
202,698
+196,103
| +2,974% | +$7.3M |
|
792
Abbott
ABT
$187B
| $5.91M | 0.01% |
74,836
+57,605
| +334% | +$4.81M |
|
793
General Mills
GIS
$19.7B
| $5.89M | 0.01% |
111,661
+36,327
| +48% | +$1.92M |
|
|
LK
794
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $5.88M | 0.01% |
216,100
+147,500
| +215% | +$5.43M |
|
795
PUT
MGM Resorts International
MGM
$11.2B
| $5.85M | 0.01% |
496,200
+100,400
| +25% | +$2.58M |
|
796
American Tower
AMT
$80.4B
| $5.82M | 0.01% |
26,719
-17,711
| -40% | -$4.12M |
|
797
CALL
Southern Company
SO
$107B
| $5.77M | 0.01% |
106,600
+17,700
| +20% | +$1.12M |
|
798
CALL
Bausch Health
BHC
$2.34B
| $5.76M | 0.01% |
371,800
-204,000
| -35% | -$4.92M |
|
799
CALL
Kraft Heinz
KHC
$30B
| $5.75M | 0.01% |
232,700
-37,700
| -14% | -$1.03M |
|
800
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $5.74M | 0.01% |
117,060
-206,990
| -64% | -$12.2M |
|
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.