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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Newell Brands
NWL
$2.56B
| $2.79M | ﹤0.01% |
210,200
-103,900
| -33% | -$1.79M |
|
1077
Ralph Lauren
RL
$23.6B
| $2.78M | ﹤0.01% |
41,596
+40,361
| +3,268% | +$4.24M |
|
1078
CALL
Sysco
SYY
$40.3B
| $2.76M | ﹤0.01% |
+60,500
| New | +$4.19M |
|
|
BBBY
1079
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $2.75M | ﹤0.01% |
653,700
+622,500
| +1,995% | +$7.25M |
|
1080
Dow Inc
DOW
$21.2B
| $2.74M | ﹤0.01% |
93,839
+48,086
| +105% | +$2.04M |
|
1081
CALL
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $2.72M | ﹤0.01% |
+60,000
| New | +$2.95M |
|
1082
Vulcan Materials
VMC
$36.9B
| $2.71M | ﹤0.01% |
25,108
-14,617
| -37% | -$1.87M |
|
1083
PUT
Zimmer Biomet
ZBH
$18.4B
| $2.7M | ﹤0.01% |
+27,501
| New | +$3.6M |
|
1084
CALL
Archer Daniels Midland
ADM
$36.9B
| $2.7M | ﹤0.01% |
76,700
-98,300
| -56% | -$4.02M |
|
|
HAYN
1085
PUT
DELISTED
Haynes International, Inc.
HAYN
| $2.68M | ﹤0.01% |
+130,000
| New | +$3.42M |
|
|
HES
1086
DELISTED
Hess
HES
| $2.68M | ﹤0.01% |
80,427
-48,141
| -37% | -$2.6M |
|
1087
CALL
Consolidated Edison
ED
$39.9B
| $2.68M | ﹤0.01% |
+34,300
| New | +$3.01M |
|
|
PXD
1088
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.68M | ﹤0.01% |
38,200
-82,400
| -68% | -$9.79M |
|
1089
PUT
Lumentum
LITE
$69.3B
| $2.66M | ﹤0.01% |
36,100
+8,200
| +29% | +$645K |
|
1090
PUT
iShares US Home Construction ETF
ITB
$2.41B
| $2.65M | ﹤0.01% |
91,700
-3,200
| -3% | -$137K |
|
|
MXIM
1091
PUT
DELISTED
Maxim Integrated Products
MXIM
| $2.65M | ﹤0.01% |
+54,400
| New | +$3.12M |
|
1092
PUT
Rio Tinto
RIO
$164B
| $2.64M | ﹤0.01% |
58,000
-37,000
| -39% | -$1.9M |
|
1093
Ross Stores
ROST
$81.9B
| $2.64M | ﹤0.01% |
30,374
-36,279
| -54% | -$3.87M |
|
1094
Abercrombie & Fitch
ANF
$5B
| $2.64M | ﹤0.01% |
290,570
+290,445
| +232,356% | +$4.21M |
|
1095
PUT
Crown Castle
CCI
$32.2B
| $2.64M | ﹤0.01% |
18,300
+17,800
| +3,560% | +$2.65M |
|
1096
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$293M
| $2.63M | ﹤0.01% |
18
| – | – |
|
|
CVSA
1097
CALL
Covista Inc
CVSA
$4.8B
| $2.63M | ﹤0.01% |
98,200
| – | – |
|
1098
CALL
Bunge Global
BG
$20.8B
| $2.63M | ﹤0.01% |
+64,100
| New | +$3.13M |
|
1099
PUT
Macy's
M
$6.68B
| $2.61M | ﹤0.01% |
531,200
+116,400
| +28% | +$1.58M |
|
1100
CALL
Martin Marietta Materials
MLM
$33B
| $2.6M | ﹤0.01% |
13,700
+11,200
| +448% | +$2.68M |
|
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.