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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 | |
|---|---|---|---|---|---|---|
276
PUT
Newmont
NEM
$119B
| $32.8M | 0.04% |
724,400
-200,600
| -22% | -$9.05M |
|
|
277
PUT
Palo Alto Networks
PANW
$297B
| $32.7M | 0.04% |
1,197,600
-1,036,800
| -46% | -$36.2M |
|
278
CALL
FedEx
FDX
$75.4B
| $32.6M | 0.04% |
269,100
-236,900
| -47% | -$33.3M |
|
279
Estee Lauder
EL
$32B
| $32.5M | 0.04% |
203,800
+192,962
| +1,780% | +$37.2M |
|
280
Comcast
CMCSA
$90B
| $32.2M | 0.04% |
937,856
+859,404
| +1,095% | +$36.3M |
|
281
PUT
Ford
F
$55.7B
| $32.2M | 0.04% |
6,659,900
+4,700,900
| +240% | +$35.2M |
|
282
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $32.1M | 0.04% |
260,000
-1,685,000
| -87% | -$215M |
|
283
CALL
Humana
HUM
$46.2B
| $31.9M | 0.04% |
101,700
+88,800
| +688% | +$29.9M |
|
284
PUT
Western Digital
WDC
$150B
| $31.9M | 0.04% |
1,013,815
-74,220
| -7% | -$3.29M |
|
285
PUT
Zillow
Z
$7.56B
| $31.7M | 0.04% |
881,100
+267,500
| +44% | +$12.4M |
|
286
PUT
Skyworks Solutions
SWKS
$10.6B
| $31.5M | 0.04% |
351,900
+3,600
| +1% | +$384K |
|
287
PUT
American Express
AXP
$230B
| $31.4M | 0.04% |
367,200
+159,000
| +76% | +$18.5M |
|
288
PUT
General Motors
GM
$76.8B
| $31.4M | 0.04% |
1,511,100
+560,500
| +59% | +$17.1M |
|
289
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $31.3M | 0.04% |
951,775
+61,650
| +7% | +$4.08M |
|
|
290
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $31.3M | 0.04% |
257,501
-580,805
| -69% | -$66.8M |
|
291
PUT
S&P Global
SPGI
$120B
| $31.3M | 0.04% |
127,500
+77,100
| +153% | +$21.1M |
|
292
PUT
VeriSign
VRSN
$26.6B
| $31.1M | 0.04% |
172,600
+151,800
| +730% | +$29.8M |
|
|
293
CALL
American Express
AXP
$230B
| $30.8M | 0.04% |
359,400
+222,200
| +162% | +$25.9M |
|
294
PUT
Procter & Gamble
PG
$339B
| $30.8M | 0.04% |
279,600
-101,600
| -27% | -$12.2M |
|
295
PUT
Becton Dickinson
BDX
$48.2B
| $30.6M | 0.04% |
136,530
+129,355
| +1,803% | +$31.9M |
|
|
SPLK
296
PUT
DELISTED
Splunk Inc
SPLK
| $30.4M | 0.04% |
241,200
-83,500
| -26% | -$12.3M |
|
297
PUT
Autodesk
ADSK
$52.6B
| $30.4M | 0.04% |
194,900
-174,200
| -47% | -$32M |
|
298
PUT
GE Aerospace
GE
$384B
| $30.4M | 0.04% |
768,037
-405,085
| -35% | -$21.6M |
|
299
Coca-Cola
KO
$375B
| $30.3M | 0.04% |
685,122
+413,284
| +152% | +$22.3M |
|
300
3M
MMM
$94.3B
| $29.9M | 0.04% |
262,237
+170,765
| +187% | +$22.5M |
|
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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.