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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 | |
|---|---|---|---|---|---|---|
1251
CALL
Alpha Pro Tech
APT
$54.3M
| $1.75M | ﹤0.01% |
+145,000
| New | +$1.21M |
|
1252
PUT
Levi Strauss
LEVI
$9.09B
| $1.75M | ﹤0.01% |
140,800
-92,700
| -40% | -$1.64M |
|
1253
PUT
Papa John's
PZZA
$785M
| $1.74M | ﹤0.01% |
32,600
-189,100
| -85% | -$11.4M |
|
1254
PUT
Planet Fitness
PLNT
$3.7B
| $1.73M | ﹤0.01% |
35,600
-1,500
| -4% | -$105K |
|
1255
CALL
Boston Beer
SAM
$1.86B
| $1.73M | ﹤0.01% |
4,700
+3,000
| +176% | +$1.11M |
|
1256
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $1.73M | ﹤0.01% |
107,100
-451,900
| -81% | -$10.5M |
|
1257
Linde
LIN
$227B
| $1.72M | ﹤0.01% |
9,942
+9,514
| +2,223% | +$1.88M |
|
1258
CALL
Ralph Lauren
RL
$24.2B
| $1.72M | ﹤0.01% |
25,700
-4,600
| -15% | -$483K |
|
1259
CALL
Domo
DOMO
$189M
| $1.71M | ﹤0.01% |
172,200
+122,200
| +244% | +$2.46M |
|
1260
PUT
Teladoc Health
TDOC
$1.29B
| $1.71M | ﹤0.01% |
+11,000
| New | +$1.28M |
|
1261
Tenet Healthcare
THC
$20.9B
| $1.71M | ﹤0.01% |
118,719
-18,464
| -13% | -$530K |
|
1262
CALL
Whirlpool
WHR
$2.75B
| $1.71M | ﹤0.01% |
19,800
-78,600
| -80% | -$10.3M |
|
1263
Albemarle
ALB
$15.5B
| $1.7M | ﹤0.01% |
30,216
+13,037
| +76% | +$999K |
|
1264
PUT
Stanley Black & Decker
SWK
$15.5B
| $1.7M | ﹤0.01% |
+17,000
| New | +$2.43M |
|
1265
PUT
Devon Energy
DVN
$49.9B
| $1.68M | ﹤0.01% |
243,500
+237,700
| +4,098% | +$4.3M |
|
|
FITB
1266
PUT
Fifth Third Bancorp
FITB
$51.8B
| $1.68M | ﹤0.01% |
113,300
+80,400
| +244% | +$2.01M |
|
|
NUAN
1267
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.68M | ﹤0.01% |
100,000
| – | – |
|
1268
VanEck Junior Gold Miners ETF
GDXJ
$8.54B
| $1.67M | ﹤0.01% |
59,432
-649,406
| -92% | -$24.7M |
|
1269
Dycom Industries
DY
$12B
| $1.67M | ﹤0.01% |
65,000
+49,742
| +326% | +$1.76M |
|
1270
PUT
Synopsys
SNPS
$78.8B
| $1.66M | ﹤0.01% |
12,900
+10,000
| +345% | +$1.42M |
|
1271
CALL
Elanco Animal Health
ELAN
$11.1B
| $1.66M | ﹤0.01% |
+73,900
| New | +$2.02M |
|
1272
DexCom
DXCM
$33.1B
| $1.65M | ﹤0.01% |
+24,552
| New | +$1.53M |
|
|
FLG
1273
PUT
Flagstar Bank National Association
FLG
$5.84B
| $1.65M | ﹤0.01% |
58,633
-36,367
| -38% | -$1.21M |
|
1274
Clearwater Paper
CLW
$368M
| $1.63M | ﹤0.01% |
74,597
+7,780
| +12% | +$187K |
|
1275
CALL
D.R. Horton
DHI
$41B
| $1.62M | ﹤0.01% |
47,800
-44,000
| -48% | -$2.29M |
|
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.